Cross two daily series (aggregates only)
Did two market series move together, and what did BTC do next when they agreed or diverged? Crosses two daily series by sign and returns only aggregates: 2x2 table with n per cell (cells under 30 marked thin), co-movement rate, base rate of the next-period BTC move, and per cell share of up-moves and median BTC return against that base rate. Series: btc_price, etf_net_flow, stablecoin_supply, funding_rate. Declared catalog pairs (btc_price x etf_net_flow, btc_price x stablecoin_supply) carry a verdict per cell (binomial test, Bonferroni over declared_catalog_trials); any other pair is exploratory and never carries a verdict. No single quote is returned. Window via days: Free and Pro 365d, Power 3650d (aggregates only, so Free gets the full year).
Request
- Base URL: https://tradingstrategies.work
- URL: https://tradingstrategies.work/api/v1/cross-series
- Auth: HTTP bearer
Query parameters
History-Window in Tagen. Tier-Cap: Free 30d, API Pro 365d, API Power 3650d. Über-Cap wird auf Cap geclampt (kein 400).
First series of the pair (default btc_price).
Second series of the pair (default etf_net_flow); must differ from series_a.
'1d' one period per day (horizons 1 and 6 days); '6d' non-overlapping 6-day blocks counted back from the end (horizon 6 days).
Response
Cross-table container: cells[], base[], agreement_rate, mode/exploratory, declared_catalog_trials, provenance, range and tier echo.
Changes
No recorded changes to this operation across all 1 revision of this API.