Extreme factor moves

Return factor moves ranked by unusual z-score or absolute return with direction, threshold, and trust metadata.

get/v1/factors/extreme-moves

Request

  • Base URL: https://api.turos.app
  • URL: https://api.turos.app/v1/factors/extreme-moves
  • Auth: one of:
    • API key in header x-api-key
    • HTTP bearer

Query parameters

factorsstring

Comma-separated canonical factor keys or supported public aliases.

keysstring

Alias for factors.

categorystring

Optional factor category filter such as style, sector, or industry.

window'1d' | '5d' | '10d' | '1m' | '3m' | '6m' | '1y'

Return window used to score the move.

lookbackstring

History lookback used to compute z-scores. Automatically widens when shorter than window.

side'both' | 'up' | 'down' | 'flat'

Filter by move direction.

direction'both' | 'up' | 'down' | 'flat'

Alias for side, useful for dashboard filters that label move direction directly.

sort'abs_z_score' | 'abs_scaled_return'

Ranking metric for unusual moves.

min_z_scorenumber

Optional absolute z-score floor. Defaults to 0 so the endpoint always returns the top ranked moves.

limitinteger

Maximum number of ranked factor moves.

response_mode'compact' | 'standard' | 'verbose'

Response projection. compact is token-efficient for agents; standard returns the full operational shape; verbose preserves full trust metadata and drill-down context.

includestring

Comma-separated compact-mode expansions such as trust, metadata, series, diagnostics, exposures, position_views, position_exposures, optimizer_candidates, or drilldown. Use trust when an agent or report needs provenance, freshness, source-rights, methodology, revision, and degraded-state metadata; use diagnostics for regression details such as rSquared and tStat where supported.

Response

Successful response

object'list' required
hasMoreboolean required
nextCursorstring nullable required
responseMode'compact' | 'standard' | 'verbose'

Projection used for this resource. compact is token-efficient for agents; standard and verbose retain fuller operational context.

includestring[]
requestIdstring
traceparentstring

Changes

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