# Cryptyx Multi-Factor Composite Backtest

> Cryptyx Multi-Factor Composite Backtest is a paid API for AI agents from www.cryptyx.ai, paid per call via x402, $0.05/call, status unknown (last checked 2026-10-11).

Backtests a custom-weighted composite across 8 factor classes, returning per-day composite return series with Sharpe, Sortino, and max drawdown metrics.

## Facts

- Endpoint: POST https://www.cryptyx.ai/api/signals/composite/backtest?utm_source=zero.xyz
- Price: $0.05/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-11
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/cryptyx-multi-factor-composite-backtest-229c8771
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_o5_zf2QyNXNcqW3I4lR6C

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability cryptyx-multi-factor-composite-backtest-229c8771 -d '<json body>'
```

Example prompt: Run a backtest on Cryptyx from January 1 2023 to December 31 2024 using a composite where momentum weight is 1.5, value is 0.8, sentiment is 1.2, and all other factor classes are set to 1.0 — I want to see the daily return series plus Sharpe, Sortino, and max drawdown.

## When to prefer this

Use this endpoint when you need to evaluate a specific multi-factor weighting scheme across Cryptyx's 8 factor classes before committing to a live composite strategy. It is the right choice when you want per-day return granularity combined with Sharpe, Sortino, and max drawdown in one call, and when you have a custom weight hypothesis to validate. Prefer this over single-metric or intersection backtests when the goal is holistic composite-level performance rather than isolated signal testing.

## Known failure modes

- Invalid or missing 'from'/'to' date fields returns a 400 error
- Factor class weights outside the allowed 0-2 range may be rejected or clamped
- Date range exceeding available 5+ year history may return partial data or an error
- Malformed weights object (wrong keys or non-numeric values) returns a validation error
- Insufficient historical data for the specified window returns an empty or truncated series

## Output

A JSON object containing a per-day composite return series (each entry has a date and composite_return float) along with aggregate risk-adjusted performance metrics: Sharpe ratio, Sortino ratio, and maximum drawdown — computed over the requested date range using the supplied factor class weights.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "$schema": "https://json-schema.org/draft/2020-12/schema",
 "required": [
  "input"
 ],
 "properties": {
  "input": {
   "type": "object",
   "required": [
    "type",
    "method",
    "bodyType",
    "body"
   ],
   "properties": {
    "body": {
     "required": [
      "weights",
      "from",
      "to"
     ],
     "properties": {
      "to": {
       "type": "string",
       "description": "End date YYYY-MM-DD"
      },
      "from": {
       "type": "string",
       "description": "Start date YYYY-MM-DD"
      },
      "horizon": {
       "type": "string",
       "description": "Forward return horizon: 7d, 14d, or 30d (default 7d)"
      },
      "weights": {
       "type": "object",
       "description": "Per-class weights 0-2 for all 8 factor classes: CORR, EFF, FLOW, FUT, OB, OPT, TR, VOL"
      },
      "threshold": {
       "type": "number",
       "description": "Composite score threshold for long/short trigger, 0-1 (default 0.05)"
      }
     }
    },
    "type": {
     "type": "string",
     "const": "http"
    },
    "method": {
     "enum": [
      "POST",
      "PUT",
      "PATCH"
     ],
     "type": "string"
    },
    "bodyType": {
     "enum": [
      "json",
      "form-data",
      "text"
     ],
     "type": "string"
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string"
    },
    "example": {
     "type": "object"
    }
   }
  }
 }
}
```

## Response schema (JSON Schema)

```json
{
 "type": "application/json",
 "example": {
  "returns": [
   {
    "day": "2025-06-15",
    "composite_return": 0.023
   }
  ]
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/cryptyx-multi-factor-composite-backtest-229c8771/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from www.cryptyx.ai](https://www.zero.xyz/host/www.cryptyx.ai/llms.txt)
