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Market2000 Time Series Pattern Backtest API
x402
Market2000 Time Series Pattern Backtest API is a paid API for AI agents from market2000.xyz, paid per call via x402, $0.1/call, status unknown (last checked 2026-09-15).
Finds historical occurrences of a price pattern in a ticker's time series and returns the statistical distribution of forward returns following those patterns
Price / call$0.1
Success—
StatusUnknown
How this service works
An origin the crawlers already index. We count what AI agents try to buy, what they are refused, and what the AI companies take without sending anyone back. Sold per call in USDC.
Output
A JSON object containing: the ticker and window parameters used, total number of historical occurrences matching the pattern, example windows with their lookback and forward returns, and a full forward return distribution including p10/p25/p50/p75/p90 percentiles, mean, standard deviation, and percent of positive outcomes.
Example use cases
AAPL post-earnings recovery pattern analysis
“For AAPL, find all historical cases where the stock dropped between 8% and 15% over a 10-day window, then tell me the distribution of forward returns over the next 20 trading days — I want the percentiles, the average outcome, and how often it bounced back positive.”
QQQ drawdown base rates before buying
“I'm thinking about buying QQQ after this recent selloff — can you pull all the historical times it fell between 10% and 20% over a 30-day lookback and show me what typically happened in the following 30 days? Give me the full distribution including p10 through p90 and the win rate.”
SPY momentum breakout forward returns
“Look up every time SPY gained between 3% and 7% over a 15-day window and show me the statistical distribution of what happened over the next 20 trading days — I want to know the median outcome, the spread of results, and what percentage of those setups continued higher.”
Technical details
Endpoint
GEThttps://market2000.xyz/pattern_backtestWhen to prefer
Use this endpoint when you need quantitative historical base rates for a specific price pattern in a named ticker — especially when you want forward return distributions (not just point estimates) to inform probabilistic market analysis. Prefer this over generic charting or news APIs when the user needs statistically grounded 'what happened next' data after similar historical setups.
Side effects
- Ticker not found or unsupported — returns error indicating invalid symbol
- Insufficient historical data for the given lookback/forward combination — may return zero occurrences
- Invalid filter range (e.g. min > max return) — likely returns 400 validation error
- Payment failure via x402 on Base — call not processed if USDC payment is not confirmed
- Overly restrictive filters yielding zero matching windows — returns occurrences: 0 with empty example_windows
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"filter": {
"max_return_pct": 0,
"min_return_pct": -5
},
"ticker": "SPY",
"occurrences": 47,
"forward_days": 30,
"lookback_days": 20,
"example_windows": [
{
"end": "2022-06-29",
"start": "2022-06-01",
"window_return_pct": -3.1,
"forward_return_pct": 9.2
}
],
"forward_return_distribution": {
"p10": -8.2,
"p25": -2.1,
"p50": 3.4,
"p75": 7.8,
"p90": 13.1,
"mean": 2.9,
"stdev": 7.6,
"pct_positive": 61.7
}
}
}Tags
x402
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