Composed yield allocation recommender. Fans out 3 parallel /api/yield calls at low/medium/high risk tiers for the same amount + duration, then returns a recommended portfolio split + 2-sentence rationale. Allowed bands: conservative / balanced / aggressive / bespoke. 6h Upstash cache bucketed by amount tier × duration × chain.

Best-effort NFT collection anomaly scan; paid output includes source status and coverage notes

Historical macro events with actual vs estimate values (e.g. CPI came in above/below forecast). Use to study how markets reacted to surprises and to backtest event-driven strategies.

RLUSD stablecoin integrity check — multi-source peg + on-chain supply cross-verification for Ripple USD (RLUSD). Cross-references DeFiLlama peg price, XRPL on-chain circulating supply (gateway_balances on the NYDFS-regulated Standard Custody issuer), and live XRPL DEX orderbook liquidity in one call. Flags peg deviation, supply anomalies, thin liquidity. For stablecoin risk agents, treasury due diligence, MiCA/CASP monitoring, RWA settlement pre-checks, XRPL/Ripple compliance workflows.

FOMO guard: how far has price already run from the recent swing low — in % and ATR multiples — versus the historical average move? Returns an early/mid/late read so an agent doesn't buy the top. Anti-chase context.

Multi-timeframe RSI oversold check (1h/4h/1d, weighted) returning a boolean + the blended RSI. Use to confirm an oversold condition across timeframes rather than trusting a single chart. RSI-based, not a buy signal on its own.

Historical volatility by hour of day (UTC) plus a session comparison — which hours move most. Use to time entries to active hours and avoid dead zones. Intraday seasonality.

Is this drop a statistically significant dip or just noise? Compares the move against the asset's ATR and returns a verdict + the drawdown size. Use before 'buy the dip' to check the dip is real.

Upcoming macro events (FOMC, CPI, NFP, etc.) with date, country and impact level, filterable to high-impact only. Use to avoid trading into scheduled volatility or to plan around it. Forward calendar; for past actuals use /macro/history.

Is a price level valid support? Returns touch count, recency and bounce quality so an agent can judge whether the level is likely to hold. Use before leaning on a support for entries or stops. Requires the level.

Historical performance by calendar month (e.g. 'Uptober') — avg return and win rate per month. Use for seasonal positioning. Pattern from history, not a prediction.

Is price over-extended? Distance from MA20/MA50, Bollinger-band position and a z-score in one read. Use to avoid entering after price has stretched far from its mean. Mean-reversion context.

Active-pump detector: is the asset currently pumping, and for how long vs the historical average pump length? Use to judge whether a move is fresh or exhausted before joining it.

ATR-based expected price range for the period: the 68% and 95% probability bands around current price. Use to set realistic targets, stops and breakout thresholds. A statistical range, not a directional forecast.

Is a breakout from a given level real or a fakeout? Checks volume confirmation, time held above/below, and fakeout probability. Use to validate a breakout before chasing it. Requires the level to test.

How much of today's expected (ATR) range has already been used — low/moderate/high/extended — with the % consumed. Use to judge remaining room before chasing intraday. Tells you how 'full' the day is.

Current trading session (Asia / London / NY / Off) plus historical volatility for that session. Use to time entries around the most active hours and set session-aware expectations.

Is it a weekend / low-liquidity window right now? Returns the current session and a 0-100 liquidity score. Use to widen stops and discount thin-market moves. Lightweight market-condition context.

Counts consecutive green candles on the chosen interval and returns the historical outcome stats after streaks of that length (mean-reversion odds). Use to gauge exhaustion risk before buying a long green run.

Historical performance by day of week (avg return + win rate per weekday) over the lookback. Use to time entries/exits around statistically stronger or weaker days. Seasonality, not a forecast.