Per-asset macro regime context — current regime id, confidence, days-in-regime streak, conditional forward-return stats at 1d/7d/14d/30d, and top historical regime transitions. Grounds sizing in what historically happens next. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Lightweight 90-day z-score timeseries for one (metric_id, asset). Returns asof_day + z + percentile per day. Cheap primitive for chart tooltips, sparklines, or rapid metric due-diligence before committing to a full /metrics/slicer backtest at $0.05. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Per-asset triggered signal ledger over 7-365 days, A/B grades only. Per event: signal, direction (long/short/neutral), z, confidence, horizon, grade, close price, and realised 7-day forward return. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

N-day rolling delta on composite scores (master + per-class) with direction label (building / fading / steady). Detects conviction acceleration or decay — "is this composite gaining or losing energy?" Complements /signals/composite/heatmap (levels) with change-detection. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Per-day composite conviction trajectory for one asset over 7-90 days. Score timeline always complete; optional narrative one-liner overlay from the daily thesis job. Track conviction evolution before a major move. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Tactical / strategic / secular regime decomposition + Supertrend score across a 1-1900 day lookback. Shows regime alignment across timescales — is the market in agreement or diverging? Complements /market-pulse/regime by decomposing multi-horizon consistency into named layers. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

BTC price + macro regime history + high-conviction signal density timeseries in a single call (1-1900 days). Bundled dashboard hero for orienting on "where are we in the cycle" — configurable horizon (1d-365d) and layer (core/signals). One call replaces 3 separate history queries.

Per-asset regime state across all 8 horizons plus divergence flags vs. macro. Enhanced view over /asset-regimes: adds asset-vs-market comparison and per-horizon divergence indicators — gates whether the asset is in-step or out-of-step with the broader market at each timescale. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Arbitrary trigger definition — POST any {type: z_score|z_differential|composite, ...} predicate and get the full institutional evidence envelope back. 5-year backtest, Sortino, max drawdown, profit factor, walk-forward IS/OOS, regime context, rolling hit rates. Enterprise tier because every request runs a live backtest (no cache). The extensibility endpoint: anything expressible in Metric Slicer becomes a triggerable institutional-grade primitive. Backtests run over the CRYPTYX 200+ tracked digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Per-asset metric health grades for one symbol — TS vs. CS grade divergence, per-metric ts_ic, ts_hit_rate. Answers "which metrics actually work on THIS asset", not just the universe average. Companion to /asset/top-predictors which ranks; this endpoint diagnoses. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Per-asset triggered signal feed on the latest day — every active signal with z, confidence, IC, hit rate, regime accuracy, and full health grading. Per-signal walk-forward IS/OOS block. Live firing panel with regime context. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

CRYPTYX is the intelligence layer for autonomous trading agents — the same institutional-grade research stack that powers professional desks, priced per call in USDC. 200+ digital assets, 440+ metrics, 150+ signals across 8 factor classes, walk-forward validated, macro-regime aware. Agents don't just consume signals. They backtest any factor over 5+ years of history (Metric Slicer), fork and validate custom signal recipes (Signal Forge), scan the universe for live matches, decompose per-asset conviction across every factor class, and query the full stack in natural language. The loop: define your conviction thesis → validate it against history → scan for live matches → execute via OKX, Kraken, or Coinbase execution toolkits. CRYPTYX is the brain; exchanges are the rails. No accounts, no API keys, no rate cards.

Latest-day Deribit IV term structure for one asset — per-tenor ATM IV, 25-delta risk reversal, butterfly, plus current put/call OI ratio. BTC and ETH only. Feeds the OPT factor class; use for skew reads and vol-term structuring.

Historical signal edge for one asset and horizon — up to 6 A/B-graded atomic signals that actually worked on this asset, grouped into reversal/continuation/breakout lanes. Per setup: hit rate, mean forward return, walk-forward IS/OOS. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Every canonical setup evaluation for a given day, filterable by state (fires / boundary / silent / first_ever), factor family, or asset. Includes z_scores per metric, distance_to_trigger, confidence. Distance is measured in sigma — positive = past threshold, negative = short of threshold. Boundary + first_ever states are the highest-signal reads. Applicable across the CRYPTYX 200+ asset coverage universe (BTC, ETH, SOL, top-cap + long-tail); backtested scope is the 33-asset curated slice.

Daily "where to look" leaderboard — top-N and bottom-N assets by composite score with returns, funding/OI z-scores, signal counts, optional thematic scores, and macro regime gating. Stablecoins filtered. Response carries a _next block with thesis / active-signals / asymmetry / regime-context / trade-ideas so an agent can go from "which asset" to "what does the full CRYPTYX stack say about it" in a single hop. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Canonical setup catalog list — 150 founder-approved multi-metric compositions across 8 factor families + cross-family fades. Filter by factor_family (TR/EFF/VOL/FLOW/FUT/OB/OPT/CORR/CROSS_FAMILY), tier (1-5), direction (long/short/neutral), asset (in applicable_assets), or durability_class (structural for 90d+ high-Sharpe, tactical for small-sample, hybrid for the rest). Each setup ships display_name, composition, primary_horizon, backtest snapshot pointer. The shipping surface — not a raw metric database. Applicable across the CRYPTYX 200+ asset coverage universe (BTC, ETH, SOL, top-cap + long-tail); backtested scope is the 33-asset curated slice.

Re-rank 200+ assets under your own 8-class composite weights at 7d/14d/30d. Returns full ranking with class contributions, default-weight comparison, and top movers vs default. Stress-test your composite recipe against the production moat.

Cross-window z-score differential trigger — the generalized crossover primitive. Pass two metric_ids (typically same factor at different windows, e.g. VOL_RV_7D vs VOL_RV_30D) and a threshold. Fires on the delta z(a) − z(b). Same institutional envelope. Applies across every factor family: TR, VOL, FLOW, FUT, OB, CORR. Backtests run over the CRYPTYX 200+ tracked digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Single-metric z-score threshold trigger — pass any metric_id, operator (gt/lt/gte/lte/abs_gt), and threshold. Returns the same institutional envelope as the presets: 5-year backtest, Sortino, MDD, profit factor, walk-forward, regime context. Applies to any of 440+ metrics across 8 factor classes. Backtests run over the CRYPTYX 200+ tracked digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.