Signal forward-return track record
Per signal type and direction, the forward return of every tracked signal occurrence at 1, 7, and 30 day horizons. Entry is the first daily close on or after the day after the signal fired, which avoids look-ahead: the signal fires intraday and the entry is the next daily close. Returns are simple percentages stored as decimal fractions (0.0123 means plus 1.23 percent). Each horizon reports median_ret, mean_ret, win_rate (share of positive returns), direction_hit_rate (bull counts a rise, bear counts a fall, neutral is excluded), best, worst, and a baseline_median_ret which is the naive same-symbol same-window median across all signal types. Everything is unfiltered: losing signal types publish their negative statistics identically. coverage_pct is the share of occurrences for which a tradeable entry price existed. This is a description of past behaviour and is not advice or a forecast. A symbol is not unique across asset classes (LINK is the Chainlink coin and Interlink Electronics, BTC the coin and a Grayscale fund, GOLD gold and Gold.com). With symbol and no asset_class, the symbol's PRIMARY class is applied: the class holding the most scored occurrences of that symbol (ties go to equity). meta.asset_class_applied says which; pass asset_class to choose.
Request
- Base URL: https://kresmion.com/v1
- URL: https://kresmion.com/v1/track-record
- Auth: HTTP bearer
Query parameters
Filter to one signal_type (exact match).
equity | crypto | forex | macro | commodity
Filter to one asset symbol (upper-cased).
bull | bear | neutral
Look-back on detected_at in days.
Minimum occurrences for a group to be published.
Maximum groups returned.
Headers
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.