track-record

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.

get/track-record

Request

  • Base URL: https://kresmion.com/v1
  • URL: https://kresmion.com/v1/track-record
  • Auth: HTTP bearer

Query parameters

signal_typestring nullable

Filter to one signal_type (exact match).

asset_classstring nullable

equity | crypto | forex | macro | commodity

symbolstring nullable

Filter to one asset symbol (upper-cased).

directionstring nullable

bull | bear | neutral

daysinteger

Look-back on detected_at in days.

min_ninteger

Minimum occurrences for a group to be published.

limitinteger

Maximum groups returned.

Headers

authorizationstring nullable

Response

Successful Response

object required

Changes

No recorded changes to this operation across all 1 revision of this API.