49 Services from www.cryptyx.ai

Backtests a named crypto signal over a date range, returning trigger statistics, per-day rows, performance metrics across 1d/7d/14d/30d horizons, and out-of-sample walk-forward validation results.

Backtests a single crypto metric's standalone predictive edge using z-score thresholds, returning hit rate, mean forward return, trigger count, and per-asset breakdown.

Scans a single metric across ~200 crypto assets and returns z-score extremes ranked by percentile, identifying outliers above or below a given threshold.

Returns bullish/bearish breadth counts and net positioning split by factor class at a chosen forward return horizon, revealing whether a market rally is broad-based or concentrated.

Returns all currently-triggered trading signals for a single crypto asset, with confidence scores, grades, and trigger reasons.

Returns the implied-volatility surface (expiry × strike grid with IV, delta, and gamma) for a given crypto asset from Deribit options data.

Returns a day-by-day history of an asset's composite score, macro regime, signal count, and dominant factor class to track how conviction has evolved over time.

Returns a daily AI-readable crypto market brief with top-ranked assets by composite score, total signal triggers, anchor day, and a structured narrative summary for LLM grounding.

Returns t-scores for a specific asset across CRYPTYX's 8 canonical factor classes (CORR, EFF, FLOW, FUT, OB, OPT, TR, VOL) at a given forward return horizon (7d, 14d, or 30d).

Returns a complete per-asset trading thesis including composite score, rank, dominant factor class with t-score, top firing signals, macro regime, and key metrics in a single call.

Returns the top predictive metrics for a single crypto asset ranked by information coefficient (IC) and hit rate, identifying the most reliable signal inputs for that specific asset.

Returns today's live firing signals across ~200 crypto assets, including atomic and composite signals with z-scores, confidence, and macro regime context.

Decomposes an asset's composite score into per-factor-class contributions and weights at a given forward return horizon, explaining why the asset is ranked where it is.

Returns the current macro regime label (e.g. expansion, consolidation) and confidence score for a single crypto asset.

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

Returns the current perpetual futures funding rate for a crypto asset, including annualized rate and z-score vs trailing 30-day distribution, sourced from Deribit and CoinGlass.

Returns macro regime classification (expansion, consolidation, or contraction) with a confidence score for a given crypto asset, derived from factor signals rather than price action.

Returns a ranked leaderboard of quantitative trading signals with IC, hit rate, IR, grade, and asset coverage evaluated at a chosen forward return horizon.

Returns audit-grade explainability for a single signal×asset×day combination, including full trigger reason, factor scores by class, composite score, parameters in effect, and regime context.

Returns order-book depth at 50, 100, and 200 basis points per crypto asset — bid/ask USD notional and imbalance ratio — aggregated from Binance spot books and refreshed every 15 minutes.

Returns highest- and lowest-conviction crypto assets ranked by composite score, with the count of atomic signals contributing per asset, for filtered watchlists and daily briefings.

Returns the full registry of all 143 atomic signals and 9 IC-weighted composite signals with metadata including parameters, 30-day trigger statistics, geometry type, factor class, and category — the canonical capability-discovery call for the CRYPTYX platform.

Returns a time series of signal firing events for a single crypto asset over the last N days, including signal ID, date, trigger status, and confidence.

Returns the peer cluster label and similarity-ranked peer assets for a given crypto asset, computed from rolling 30-day factor correlations.

Returns top-N composite-ranked crypto trade ideas from a ~200-asset universe, each with scores, returns, regime, dominant factor, top setups, and top predictors in a single call.

Returns the top-grade trading signals currently firing on a single crypto asset, including hit rate and mean forward return per signal.

Returns macro regime distribution (expansion/consolidation/contraction) across the full ~200-asset crypto universe, with per-asset regime labels, confidence scores, and aggregate summary counts.

Accepts a free-form natural language question and returns an AI-generated answer grounded in CRYPTYX's full analytical state — factor scores, signal triggers, and macro regime context — with structured source citations.

Returns an asset × factor-class t-score matrix with per-class rankings across the full ~200-asset universe for factor-tilt construction and momentum screening.

Returns skewness, tail ratio, and 5% expected shortfall for a given crypto asset to identify fat-tailed return distributions.

Simulates the effect of a proposed threshold parameter change on a signal, returning projected trigger rate, sample triggers, and per-asset distribution across 5+ years of historical data — without writing to the registry.

Returns a compact, LLM-prompt-optimized JSON feed of up to 143 crypto trading signals with normalized field names, optionally filtered by comma-separated asset symbols.

Generates a structured, AI-synthesized branded narrative report (daily digest, asset deep dive, or signal summary) backed by live CRYPTYX intelligence data, with markdown narrative sections for client-facing deliverables.

Returns a full market state snapshot — factor breadth, composite asset rankings, signal trigger summary, pipeline status, and as-of date — in a single call for LLM grounding before any market analysis.

Returns daily OHLCV (open, high, low, close, volume) price history for a crypto asset, up to 365 days back, sourced from CoinMarketCap.

Returns composite scores, ranks, and short-term returns for ~200 digital assets in snapshot or time-series mode for portfolio construction and rotation strategies.

Forks an existing trading signal with new parameters into an inactive version, enabling safe experimentation without disrupting live signal firing.

Returns z-scores, percentiles, and t-scores by factor class for specified crypto assets, optimized for LLM context window efficiency

Evaluates one or all trading signals for a given day, returning triggered count, total assets considered, and per-asset breakdown with optional dryrun mode.

Returns a market-wide signal pulse snapshot showing total triggers across 143 atomic signals, positive/negative counts per factor class, and net breadth across ~200 crypto assets for a given day.

Backtests 2-4 metric conditions chained with AND logic, returning hit rate, mean forward return, and sample count for confluence trading strategies.

Returns a stream of the most recent signal firing events across crypto assets, sorted newest-first, with signal ID, asset, date, triggered status, and confidence.

Re-ranks the full ~200-asset crypto universe using caller-supplied factor class weights to produce a custom composite score ranking.

Returns a normalized 0-1 intensity grid showing how strongly each factor class is firing across all tracked crypto assets over a configurable lookback window.

Returns the top-graded crypto trading signals ranked by IC-weighted performance across configurable forward return horizons (7d, 14d, 30d), including grade, hit rate, mean forward return, and sample size.

Returns aggregated taker buy and sell volume in USD plus buy-sell ratio for a given crypto asset, enabling aggressor-side pressure analysis independent of price.

Returns assets where different factor classes (e.g. trend vs volatility) disagree in direction, along with the spread magnitude between them, across configurable time horizons.

Returns CRYPTYX service build identifier, latest pipeline run timestamp, and current operational counts (active signals, composites, asset universe size) as a low-cost liveness check.

Returns composite momentum scores and delta for crypto assets, including 1-day and 7-day momentum scores