# Saylor Innovations Trading Expectancy Calculator

> Saylor Innovations Trading Expectancy Calculator is a paid API for AI agents from saylorinnovations.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-30).

Calculates trading edge metrics — expectancy, profit factor, Kelly fraction, breakeven win rate, and expected losing streaks — from win rate and average win/loss figures

## Facts

- Endpoint: GET https://saylorinnovations.com/api/trading/expectancy?utm_source=zero.xyz
- Price: $0.01/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-30
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/saylor-innovations-trading-expectancy-calculator-fef4442e
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_EW2PzuE00d00iDiHS17C4

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 saylor-innovations-trading-expectancy-calculator-fef4442e
```

Example prompt: My trading system wins 55% of the time, with an average winner of $200 and an average loser of $150 — can you calculate my expectancy, profit factor, Kelly fraction, and expected losing streaks over 100 trades?

## When to prefer this

Choose this endpoint when you need a fast, deterministic calculation of classical trading system metrics — expectancy, profit factor, Kelly sizing, and losing streak projections — from just three parameters (win rate, avg win, avg loss). Ideal for backtesting evaluation, position-sizing decisions, and risk review workflows where you already have aggregate trade statistics and want quantitative edge assessment without building the formulas yourself.

## Known failure modes

- Missing required query parameters (win_rate_percent, avg_win, avg_loss) returns a validation error
- win_rate_percent outside 0–100 range may produce nonsensical results
- avg_loss of zero causes division-by-zero; profit_factor returned as null
- Non-numeric string values for parameters result in parse errors
- Network or upstream errors may return HTTP 500

## How this service works

Trading edge from win rate and average win and loss: expectancy, profit factor, breakeven win rate, Kelly fraction and expected losing streaks.

## Output

Returns a JSON object with: expectancy_per_trade (average dollar result per trade), expectancy_in_r (expectancy as a multiple of average loss), profit_factor (gross wins / gross losses), reward_to_risk ratio, kelly_fraction_percent, half_kelly_percent (clamped at zero), has_edge boolean, and projected losing streak statistics — plus a plain-language note and source attribution.

## 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"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "http"
    },
    "method": {
     "enum": [
      "GET"
     ],
     "type": "string"
    },
    "queryParams": {
     "type": "object",
     "required": [
      "win_rate_percent",
      "avg_win",
      "avg_loss"
     ],
     "properties": {
      "trades": {
       "type": "string",
       "description": "optional number of trades to project, default 100"
      },
      "avg_win": {
       "type": "string",
       "description": "average winning trade"
      },
      "avg_loss": {
       "type": "string",
       "description": "average losing trade as a positive number"
      },
      "win_rate_percent": {
       "type": "string",
       "description": "share of winning trades"
      }
     }
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "json"
    },
    "example": {
     "type": "object",
     "required": [
      "expectancy_per_trade",
      "has_edge"
     ],
     "properties": {
      "note": {
       "type": "string",
       "description": "Plain-language caveat about how to read and use the result"
      },
      "source": {
       "type": "string",
       "description": "Where the data or formula comes from"
      },
      "trades": {
       "type": "number",
       "description": "Number of trades projected"
      },
      "avg_win": {
       "type": "number",
       "description": "Average winning trade"
      },
      "avg_loss": {
       "type": "number",
       "description": "Average losing trade"
      },
      "has_edge": {
       "type": "boolean",
       "description": "True when expectancy is positive"
      },
      "profit_factor": {
       "type": [
        "number",
        "null"
       ],
       "description": "Gross wins divided by gross losses, null if there are no losses"
      },
      "reward_to_risk": {
       "type": "number",
       "description": "Average win divided by average loss"
      },
      "expectancy_in_r": {
       "type": "number",
       "description": "Expectancy in multiples of the average loss"
      },
      "win_rate_percent": {
       "type": "number",
       "description": "Share of w
… (truncated)
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/saylor-innovations-trading-expectancy-calculator-fef4442e/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from saylorinnovations.com](https://www.zero.xyz/host/saylorinnovations.com/llms.txt)