cryptyx-ai.vercel.app

Service health probe — build version, last pipeline run, current signal/composite/asset counts. Sub-second, no DB writes. The cheapest end-to-end pay-per-call check before issuing real queries.

Today's firing signals across 200+ assets — atomic and composite arrays with confidence, macro regime, and event-deltas vs the prior day. Anti-predictive signals filtered. Response also carries a _next block pointing at explain / top / market-pulse/conviction / active-signals / trade-ideas so you can drill in without leaving the flow.

The entry point for agents landing on CRYPTYX. Returns the full signal registry (every atomic and composite signal, all versions) with class, horizon, geometry, parameters, 30-day trigger stats, three-axis health grades, walk-forward IS/OOS — plus a meta.service block (universe + walk-forward + macro-regime + OKX/Kraken/Coinbase venues), a meta.by_class strategy-family breakdown, a meta.next recommended 5-step flow, and per-signal _actions with direct URLs to explain / backtest / fork / simulate. One call answers "what is CRYPTYX, what can I buy, and what should I call next". Signal evaluations run across the CRYPTYX 200+ tracked digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Top 10 atomic signals ranked by 7-day cross-sectional IC, gated to A/B health grades and non-anti-predictive names. Each carries trigger stats and a 7d walk-forward IS/OOS robustness block. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Factor t-score breakdown for one (asset, day) — per-class scores across the 8 factor classes plus the weighted composite. Inspect which factor classes drove the call. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Recently triggered atomic signal events (up to 50, last 1-7 days). Per event: asset, signal_id, confidence, asof_day. Change-detection digest for monitoring. Response carries a _next block with explain / catalog / top / thesis / trade-ideas so an agent can pivot from event stream to per-event drill-down or asset thesis in one hop. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Signal activity leaderboard over 7-365 days — per-signal trigger frequency, average confidence, assets triggered, and a per-horizon walk-forward IC/reliability block. Frequency and robustness in one pass. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Factor t-scores for one asset across 8 classes and 8 horizons (1d-365d). Snapshot mode returns the latest anchor day; series mode returns a daily window. Standardised, z-capped, policy-aware. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Per-asset macro regime classification with confidence — expansion, consolidation, or deleveraging. Includes secondary regime and resolution mode. Factor-derived from the nightly 04:15 UTC pipeline. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Per-asset spot order-book depth timeseries — bid/ask USD at 50/100/200bp plus 1d/7d/30d spot volume. Optional futures envelope adds perp OB depth. Pre-trade depth and venue routing input. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Universe-wide factor breadth bucketed by class and horizon — positive/negative/neutral counts, average t-score, expand-share percent, dominant regime. Time risk-on/off rotations across 200+ assets.

Multi-horizon macro regime synthesis from 1d through 365d — regime label, confidence, cross-class state, breadth, horizon alignment. Read full risk-on/off posture in one call. Slim mode drops blobs for timelines. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Universe-aggregate cross-factor divergence alerts — Ignition (TR+VOL extreme), Capitulation (FLOW+TR collapse), and Distribution (outflows with trend). Severity-ranked by horizon for top-down scanning. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Daily OHLCV bars for one asset over 1-1825 days — open, high, low, close, USD volume. UTC-1 anchor day. The grounded spot tape behind every CRYPTYX factor score and signal. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Aggregated-exchange daily perpetual funding rate per asset, last N days. Raw feed — no annualisation, no z-score. Cheap historical input for carry-trade backtests and crowding diagnostics. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Daily taker buy/sell USD and buy/sell ratio per asset, split into spot and futures arrays, last N days. Raw tape for custom flow models. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Per-asset snapshot or daily series — composite score, rank, recent returns, realised volatility, Sharpe ratios, plus macro regime with confidence. The 200+ asset master ranking feed for portfolio construction and rotation. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Single-call LLM grounding bundle — top 10 and bottom 5 composite-ranked assets, all signals triggered today, 30-day factor breadth across 8 classes, plus a ready-to-drop plaintext brief for an agent prompt. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

One-shot agent grounding snapshot in 200-400ms — factor breadth, top/bottom composite assets with regime, recent signal aggregation, platform counts, and pipeline status. Call before any market reasoning task. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Per-asset bundle of the latest atomic and composite signal snapshot plus N-day event lookback, grouped by asset. Includes macro regime and confidence. The full signal picture for an agent prompt in one call. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Per-asset agent grounding bundle — profile (composite score, ranks, returns, volatility, Sharpe), an 8×8 factor cube (t-score percentile and band), regime, and raw order-book liquidity. Single aligned snapshot. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Backtest any signal over up to 365 days. Returns trigger stats, per-day rows, and a 4-horizon performance block (sample size, mean/median return, hit rate, bootstrap CI, statistical significance, reliability grade). Walk-forward OOS read inlined. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Fork a signal into an inactive parameter variant — production firing is untouched. Experimentation primitive: fork, dryrun-backtest, then activate. Returns the new version id and parameters. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Pre-flight threshold simulator — count how many assets would trigger at a proposed cutoff for one anchor day, with current vs proposed threshold and estimated trigger rate. Use before forking parameters. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Walk-forward backtest of a custom 8-class composite weight vector at 7d/14d/30d. Runs custom, IC-weighted default, and equal-weight blends in parallel with full performance breakdowns. Benchmark your blend against the production moat. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Single-metric z-score backtest over 5+ years of history per asset. Triggers, trigger rate, and per-horizon forward-return and max-drawdown stats across 8 horizons (1d-365d). Pre-composite single-factor edge testing. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Multi-factor z-score confluence backtest for one asset (2-4 conditions). Intersects triggered days, returns per-metric series, composite triggers, and per-horizon forward-return/drawdown stats. Validate confluence stacks before live deployment. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Invoke the DB-side signal evaluator for one anchor day. Dryrun mode predicts trigger counts without writes; live mode executes and returns rows inserted to signal_log. Backfill primitive for missed pipeline days; validation primitive for forked parameter variants before you activate them. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

The most information-dense endpoint on the surface — 3 MB / 149K leaves per call. Latest N days of master composite scores per (asset × horizon) with ranks + per-class composite matrix + macro regime context + intraday micro-regime state, all in one call. Replaces 4 separate premium calls (composite/breadth + factor-cross-section + market-pulse/regime + one asset-scoped call). Priced at Trade Ideas tier ($0.10) to reflect payload size + compute; still 40% cheaper than fetching the equivalent data via 4 separate premium endpoints. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Universe-wide composite breadth at one horizon — bullish/bearish/neutral counts and percentages across 200+ assets, sliced by regime, with full per-asset stance list. Is this rally broad or concentrated?

Class-level attribution waterfall for one asset and horizon — master score, per-class contributions ordered by impact, per-signal triggers with walk-forward IS/OOS, and per-signal health grades. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

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.

Factor term-structure grid — 7 classes by 8 horizons of market-average t-score with breadth counts and 1-day momentum delta. Per-asset mode adds delta-vs-market per cell. Read rotation in one matrix. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Cross-sectional z-score scanner across 200+ assets and 440+ metrics. Pick a metric and threshold; get ranked triggering assets with z, percentile, returns, composite score, and per-metric health grading. Live anomaly hunting.

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).

Per-asset predictor explorer — top 5 atomic signals and top 5 metrics ranked by absolute IC times hit rate. A/B grades only, anti-predictive filtered, family-deduped. Signals carry walk-forward robustness; metrics carry TS-vs-CS divergence. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Cross-class positioning panels per asset — futures funding stress, options 1M risk-reversal skew, order-book imbalance, and 7-day taker buy/sell ratio. Each panel: current z, percentile, 30-day sparkline, one-line narrative. Response carries a _next block with active-signals / thesis / regime-context / top-setups / peer-cluster so an agent can go from positioning read to per-asset conviction, historical edge, or basket construction without leaving the flow. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Nearest k peers for one asset in CRYPTYX's 8-class factor space at the requested horizon. Returns target asset metrics plus peers ranked by Euclidean distance with divergence stats. Hedge selection and basket construction. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

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).

Claude-narrated per-asset conviction thesis (3-5 sentences) plus an evidence pack — composite rank vs universe, returns and volatility, factor scores per class, top active signals, and top per-asset predictors. 4-hour cache. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

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).

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).

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).

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.

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.

Natural-language entry point to the full CRYPTYX stack. POST a query string; an LLM classifies into 60+ intents (conviction_ranking, market_brief, factor_breakdown, signal_explain, regime_check, top_setups, etc.) and routes to the matching pre-computed analytics over 200+ assets, the full signal registry, and 440+ metrics. Response payload is intent-shaped — a top-3 conviction query returns a compact ranking; a market_brief returns a full universe snapshot. Wire an LLM agent into CRYPTYX without plumbing 30+ endpoints.

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.

Curated institutional-grade trigger presets — mean_reversion_price, vol_expansion_alert, vol_regime_break, flow_inflection, treasury_manager_classic. Each returns the full evidence envelope: 5-year backtest with hit rate, Sortino, max drawdown, profit factor, rolling 30/90-day performance, regime-conditional stats, last 10 triggered events. Nightly-refreshed for top-50 assets; live evaluation for others.

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.

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.

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.

Market vs. asset regime cascade divergence for one symbol — score delta, per-horizon breakdown, severity, and one-line interpretation. Novel cross-asset positioning read: "where is this asset out-of-step with the macro?" Companion to /market-pulse/divergences (which scans the universe); this endpoint drills into one asset. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Latest-day breakdown of composite signal trigger stats: per-composite triggered_asset_count, breadth %, top-triggering assets. Snapshot of where the 9 IC-weighted composites are actually firing across 200+ assets right now. Complements /signals/composite/breadth (universe-wide) with per-composite drill-down.

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.

Historical performance of a specific (horizon, regime_label) cell — n_prints, mean 30d forward return, hit rate, and last 5 instances. Answers "when this regime showed up before, what happened next?" — analytical primitive for regime-conditional strategy backtesting. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

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.

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).

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-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 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).

Canonical harness tear-sheet — one call returns totals (fires / boundary / silent / first-ever), top-5 fires by confidence, first-ever prints (5-year rarity), boundary watchlist (near-fire ranked by distance-to-trigger), and silent fade setups. Every setup carries plain-English composition (via ref.metric_display_labels) so responses never leak raw metric_id strings. Priced cheap so polling patterns stay economically viable — every MCP skill instructs Claude to call this FIRST as the canonical orientation. Scope: apex (BTC/ETH/SOL default), all (33-asset curated universe), or asset:{SYMBOL} for single-asset lens.

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.

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.

Near-fire setups ranked by distance-to-trigger DESC (closest to firing first). Primary monitoring surface for autonomous agents — cheap to poll at 15-30 min intervals to detect when a queued setup is about to fire. Distance in sigma; 0.2 means one metric is 0.2σ from its threshold. Cheaper than polling /api/v1/harness/evaluations when you only care about near-fires. Applicable across the CRYPTYX 200+ asset coverage universe (BTC, ETH, SOL, top-cap + long-tail); backtested scope is the 33-asset curated slice.

First-ever fires — setups that fired for the FIRST TIME in prospective history. Rarest, highest-signal events in the canonical catalog. A setup with state = first_ever has never fired before since it was added. Historical backtest reflects behaviour on ADJACENT setups or partial configurations, not this exact combo — treat as structurally important context, not directional recommendations. Applicable across the CRYPTYX 200+ asset coverage universe (BTC, ETH, SOL, top-cap + long-tail); backtested scope is the 33-asset curated slice.

On-demand harness evaluation — evaluate any canonical setup against ANY asset in CRYPTYX coverage universe (not just the 33 curated backtest scope). Response stamps off_catalog + confidence_tier so callers know when the requested asset was NOT in the setup's applicable_assets curated list: confidence_tier=backtested means the setup's historical Sharpe/hit-rate translates directly; confidence_tier=unbacktested means the read is a live projection on an asset the setup was never validated on. Unlocks fund-analyst / agent workflows where the target asset sits outside the 33-asset curated universe but inside the ~200-asset coverage universe.