Get Signal Events

Time-stamped history of a single signal's scores with direction-flip detection and realized returns.

Provides per-bar snapshots of a component's score, direction, and input context, plus forward realized returns for backtesting and diagnostic overlays.

The returned window always spans the two most-recent regular trading sessions: the current session plus the previous one when the market is live, or the two most-recent fully-elapsed sessions otherwise. limit acts as a safety cap on result size for unusually dense signals.

Params:

• signal_name — one of: vol_expansion, eod_pressure, squeeze_setup, trap_detection, zero_dte_position_imbalance, gamma_vwap_confluence, range_break_imminence, market_pressure, positioning_trap, vanna_charm_flow. Returns 400 for unknown names.
• symbol (default SPY).
• limit — 1–1000, default 1000 (cap on row count within the session window).
• horizon — "30m" | "60m" | "120m" (default "60m"); forward window for realized return.

Returns:

{
  "underlying": "SPY",
  "signal_name": "vol_expansion",
  "horizon": "60m",
  "rows": [
    {
      "underlying": "SPY",
      "timestamp": "2026-04-22T14:55:00Z",
      "component_name": "vol_expansion",
      "score": 42.31,
      "weighted_score": 0.0846,
      "weight": 0.20,
      "direction": "bullish",
      "direction_flip": true,
      "inputs": { "...context_values snapshot..." },
      "close": 677.12,
      "horizon_close": 678.40,
      "realized_return": 0.00189
    }
  ],
  "count": 100,
  "summary": {
    "flips": 7,
    "bullish": 43, "bearish": 38, "neutral": 19,
    "latest_timestamp": "...",
    "latest_direction": "bullish"
  }
}

• score — clamped_score × 100; [-100, +100].
• direction_flip — true when sign changed since previous non-zero row.
• realized_return — (horizon_close − close) / close; 6-decimal fractional; null if no forward quote exists yet.
• horizon_close — underlying close at timestamp + horizon.

Trader interpretation:

• Use realized_return to validate direction (bullish rows should average positive returns).
• Low flips count = cleaner trend-following signal.
• direction_flip markers make great overlay pins on a price chart.

Page design. Time-series panel: top line = score colored by direction; bottom histogram of realized_return. Triangle glyphs at each direction_flip. KPI row from summary.