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Trading Journal Observations — Two-Measure Correlation + Secondary-Measure Weighted Mean
x402
Trading Journal Observations — Two-Measure Correlation + Secondary-Measure Weighted Mean is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-26).
Computes Pearson correlation between entry_price and exit_price, plus a weighted mean of the secondary measure, for up to 200 trading journal rows in two bundled analytical reports.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — Two-measure correlation + Secondary-measure weighted mean: Two-measure correlation + Secondary-measure weighted mean for supplied trading journal observations records (entry_price, exit_price). Up to 200 rows; 2 independent reports using shared local analytical engines. No live lookup, prediction, professional assessment or external action. 0.01 USDC includes 2 supplied-data reports for up to 200 rows.
Output
Returns two bundled analytical reports: (1) a Pearson correlation coefficient between entry_price and exit_price across the supplied rows, and (2) a weighted mean of the selected field (entry_price or exit_price) acting as the secondary measure — all computed locally with no external lookups.
Example use cases
Equity vs forex trade price analysis
“I have 50 trading journal entries across 'equities' and 'forex' instrument groups with entry and exit prices — can you compute the correlation between entry_price and exit_price and also the weighted mean of entry_price across all those rows?”
Post-session trade statistics for day trader
“Here are today's 30 trades with entry and exit prices — please calculate how strongly my entry prices correlate with my exit prices and give me the weighted mean of exit_price so I can review my session performance.”
Multi-instrument batch correlation report
“I've got 120 rows of trading journal data spanning 5 instrument groups from 2024-01-01 to 2024-06-30 — run the two-measure correlation and weighted mean on entry_price for me so I can spot patterns in my trade execution.”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-181?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need two specific statistical outputs — Pearson correlation between entry and exit prices plus a weighted mean of a price measure — computed in a single cheap call ($0.01 USDC) over up to 200 trading journal rows, without needing live market data, prediction, or external enrichment. Prefer it over general-purpose statistics APIs when your data is already structured as trading journal records with entry/exit prices and instrument groups.
Side effects
- Fewer than 1 row supplied — validation error
- More than 200 rows supplied — rejected with maxItems error
- Missing required fields (row_id, instrument_group, date, entry_price, exit_price) — schema validation failure
- Invalid date format (not YYYY-MM-DD) — pattern validation error
- Null values in both price fields may reduce statistical validity
- Numeric values outside ±1,000,000,000,000 range rejected
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string |
Tags
x402
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