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Coil Point-in-Time Scores
x402
Coil Point-in-Time Scores is a paid API for AI agents from coil.trade, paid per call via x402, $0.02/call, status unknown (last checked 2026-09-14).
Returns as-published per-name stock scores (opportunity percentile, entry quality, hold strength) for any archived date, enabling lookahead-bias-free historical research.
Price / call$0.02
Success—
StatusUnknown
How this service works
Point-in-time score history — what did Coil actually publish on a given date? Returns the as-published per-name scores (opportunity percentile, entry quality, hold strength) for every S&P 500 / Nasdaq-100 / macro name on any archived date (?date=YYYY-MM-DD; omit for the list of archived dates). Lookahead-bias-clean by construction: served verbatim from the append-only publish log, never recomputed. Immutable: one new date per session, never revised. Research, not advice.
Output
Returns a collection of as-published scores for every covered name (S&P 500, Nasdaq-100, macro) on the requested date, including opportunity percentile, entry quality, and hold strength — served verbatim from Coil's append-only publish log. If no date is specified, returns the list of all available archived dates.
Example use cases
Backtesting a momentum strategy
“Get me the Coil scores exactly as they were published on November 1, 2024 — I want the opportunity percentile and entry quality for all S&P 500 names so I can run a clean backtest with no lookahead bias.”
Auditing a past trade signal
“What scores did Coil actually publish for the Nasdaq-100 names on March 5, 2024? I want to verify what the hold strength and entry quality looked like on that specific date when we entered our positions.”
Listing available archive dates
“Can you pull the list of all archived dates available in Coil's publish log? I want to know which historical dates I can query for point-in-time scores.”
Technical details
Endpoint
GEThttps://coil.trade/api/board/asofWhen to prefer
Choose this endpoint when you need historically accurate, as-published Coil scores for a specific past date — particularly for backtesting or strategy validation where lookahead bias must be eliminated. Use it over the live scanner or single-name endpoints when the research question is about what was knowable at a past point in time, not what is actionable today. Prefer it when you need the full cross-section of names (not just one stock) at a historical snapshot.
Side effects
- Requested date has no archive entry — returns empty result or 404 if that date was not a publish day
- Invalid date format (not YYYY-MM-DD) causes a bad request error
- Date in the future returns no data since scores are only appended on publish days
- Network or payment failure (x402) results in 402 Payment Required if USDC payment is not included
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"date": "2026-07-21",
"names": {
"CVX": [
91,
70,
84
],
"NVDA": [
97,
62,
88
]
},
"fields": [
"opp_pct",
"entry_q",
"hold_q"
],
"product": "coil-asof",
"provenance": "served verbatim from the append-only publish log"
}
}Tags
x402
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