API marketplace

The overnight-gap behaviour day-traders actually trade, computed live from Yahoo Finance daily OHLC — no key, nothing stored. A gap is the jump between yesterday's close and today's open — the move that happens while the market is shut, on overnight news and futures drift. Traders live and die on two questions: how often does a name gap, and does the gap fill (price retraces to yesterday's close) or run (it keeps going). This API answers both with hard frequencies. For each instrument it returns how often it gaps up and down beyond a configurable threshold, the average size of up- and down-gaps, the gap-fill rate (the share of gaps where price traded back through the prior close intraday — for an up-gap, the day's low reaching the prior close), and the continuation rate (how often the day closes in the direction of the gap rather than fading it), plus the largest recent gaps. The asset endpoint returns one instrument's full gap profile with its biggest recent gaps; the screener endpoint ranks a universe of liquid stocks and ETFs by gappiness or gap-fill rate, surfacing the names that gap most and the ones whose gaps reliably fill. This is the opening-gap / overnight-jump microstructure cut — distinct from the price, candlestick-pattern, volatility and risk APIs in the catalogue. It is what happens between the close and the open.

Uptime

100.0%

Latency

224ms

Subs

4,756

Measures the thing that destroys portfolios: correlations that look comfortably low in calm markets but spike toward 1 exactly when the market crashes, so the diversifiers you were counting on all fall together — computed live from Yahoo Finance daily closes, no key, nothing stored. A normal full-sample correlation hides this by averaging the calm days with the crisis days; this API instead conditions on the benchmark's extremes. For each asset it returns the ordinary correlation to the benchmark, the crash correlation (measured only on the benchmark's worst days — its lower tail), the rally correlation (on its best days), and the breakdown: how much the correlation rises in a crash versus normal. A bond, gold or commodity position with a low normal correlation but a high crash correlation is a false diversifier; one whose correlation stays low or falls in the tail is a genuine hedge. The asset endpoint returns one instrument's full tail-correlation profile; the screener endpoint ranks the cross-asset universe by crash correlation, surfacing which holdings actually fail when you need them. This is the conditional / tail-correlation cut — distinct from the unconditional cross-asset, sector and FX correlation matrices (which average all days together), the up/down capture API (magnitudes, not co-movement) and the price APIs. It is correlation when it matters: in the crash.

Uptime

100.0%

Latency

287ms

Subs

3,023

Measures the asymmetry every allocator actually cares about: how much of a benchmark's gains an asset captures when the market rises, versus how much of its losses it suffers when the market falls — computed live from Yahoo Finance daily closes, no key, nothing stored. A single beta assumes a market moves the same up and down, but the assets worth owning do not: they participate in rallies and cushion sell-offs, and the ones to avoid do the opposite. This API splits the benchmark's history into up-days and down-days and measures each side separately. The upside capture is the asset's average gain on the benchmark's up-days relative to the benchmark (above 100 = it gains more than the market in rallies); the downside capture is the same on down-days (below 100 = it loses less in sell-offs — defensive). Their ratio, the capture ratio, is the headline: above 1 means a favourable asymmetry. It also returns the downside beta and upside beta — the asset's beta measured only on the benchmark's down- and up-days — whose gap reveals whether the asset is more exposed in crashes than in rallies. The asset endpoint returns one instrument's full asymmetry profile; the screener endpoint ranks the cross-asset universe by capture ratio, downside capture or downside beta. This is the conditional / up-down asymmetry cut — distinct from the single unconditional beta screener, the correlation matrix, and the total-risk and tail-risk APIs. It separates the up market from the down market.

Uptime

100.0%

Latency

300ms

Subs

4,245

Ranks the major markets by how brutal their bad days are, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility and the Sharpe ratio assume returns are symmetric and well-behaved, but the losses that actually blow up a book live in the left tail — the rare, deep down-days a standard-deviation number smooths away. This API measures that tail directly. For each market it returns Value-at-Risk (the daily loss not exceeded on 95% / 99% of days, both the historical percentile and the normal-distribution parametric estimate), the Conditional VaR / Expected Shortfall (the average loss on the worst days, beyond VaR — how bad the bad days really are), and the shape of the return distribution: skewness (negative = crash-prone, a long left tail) and excess kurtosis (high = fat-tailed, outlier-prone). The asset endpoint returns one instrument's full tail-risk profile; the screener endpoint ranks the cross-asset universe (equities, sectors, commodities, bonds, FX and crypto; filterable by class) from the most tail-risky to the safest. This is the cross-asset distribution-tail / VaR-CVaR cut — distinct from the bring-your-own-series risk-metrics engine, the crypto-only coin risk scorecard, the drawdown-pain (Ulcer) screener and the volatility APIs. It is the left tail, measured across the whole book.

Uptime

100.0%

Latency

312ms

Subs

4,383

Tells you whether each market is trending, behaving like a random walk, or mean-reverting — the single most important thing to know before choosing a strategy — computed live from Yahoo Finance daily closes, no key, nothing stored. A trend-following system bleeds money in a mean-reverting market, and a fade-the-move system gets run over in a trending one; the Hurst exponent (via rescaled-range R/S analysis) measures which world you are in. A Hurst above ~0.55 means the series is persistent — moves tend to continue, so it trends and trend-following fits; near 0.5 it is a random walk with no edge either way; below ~0.45 it is anti-persistent — moves tend to reverse, so it mean-reverts and fading extremes fits. Alongside it the API returns the Kaufman Efficiency Ratio (net move divided by the total path travelled, 0 = pure noise, 1 = a perfectly straight trend), a second intuitive read on how cleanly a market is trending. The asset endpoint returns one instrument's Hurst, efficiency ratio and a regime label; the screener endpoint ranks the cross-asset universe (equities, sectors, commodities, bonds, FX and crypto; filterable by class) from most trending to most mean-reverting. This is the persistence / trend-versus-mean-reversion regime cut — distinct from the z-score stretch gauges (how far a price is from its average right now, not the structure of its moves), the multi-timeframe momentum-alignment API and the price APIs. It tells you which kind of strategy the market is paying for.

Uptime

100.0%

Latency

246ms

Subs

4,825

Where the leveraged funds and the asset managers are positioned in the financial futures — currencies, stock indices and interest rates — read live from the CFTC Traders in Financial Futures (TFF) report, no key. For financial futures the CFTC publishes a dedicated breakdown the commodity-style reports do not: Dealer/Intermediary (the sell-side banks), Asset Manager/Institutional (pension funds, mutual funds and insurers — the real-money long-term side), Leveraged Funds (hedge funds and CTAs — the fast speculative money) and Other Reportables. The split between Leveraged Funds and Asset Managers is the one macro traders watch: in the Treasury complex, leveraged funds run the famous cash-futures basis trade short while asset managers sit long, and the gap is a systemic-risk gauge. The positioning endpoint returns, for a market, the full four-group breakdown — each group's long, short and net contracts, share of open interest, trader count and week-over-week change — with a leveraged-funds bias read. The screener endpoint ranks a curated set of 17 FX, equity-index and interest-rate futures by where the leveraged funds (or the asset managers) are net positioned, surfacing the most crowded macro bets. This is the financial-futures TFF positioning cut — distinct from the legacy COT feed, the normalised COT-Index, the commodity Managed-Money report and the price APIs. It is who the hedge funds and the real money are, in the markets that move macro.

Uptime

100.0%

Latency

439ms

Subs

3,945

How the major currency pairs move together, computed live from Yahoo Finance daily closes — no key, nothing stored. Correlation is the input every FX desk needs before sizing a book: going long EUR/USD and long GBP/USD is not two bets but one, because the pairs move almost in lockstep; shorting USD/JPY against long EUR/USD doubles the same dollar view. This API turns the majors and key crosses into the pairwise correlation grid traders use to avoid stacking the same risk and to find genuine diversifiers. The matrix endpoint returns the full correlation matrix across ~14 pairs over a chosen window. The pair endpoint returns one pair's correlation to every other, ranked — its closest co-movers and its best hedges (the most negatively correlated). The highlights endpoint surfaces the most correlated and most inversely correlated pairs across the whole grid, the actionable extremes. Correlation is computed on daily log returns aligned over common trading days. This is the FX-pair correlation cut — distinct from the cross-asset-class correlation matrix (stocks/bonds/gold/oil/crypto/dollar), the currency-strength meter, the FX heat-map (which shows the day's move, not co-movement) and the price APIs in the catalogue.

Uptime

100.0%

Latency

316ms

Subs

4,097

Ranks a cross-asset universe by how painful each market's drawdowns have been, and how much return it paid for that pain, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility treats an up-move and a down-move as equally risky, but investors only lose sleep over the downside: the depth of the fall from the last high and how long it drags on before recovering. The Ulcer Index (Peter Martin) captures exactly that — the root-mean-square of every day's percentage drawdown from the running peak, so a deep, long drawdown is penalised far more than a brief dip and a market that keeps making new highs scores near zero. From it comes the Martin ratio (the Ulcer Performance Index) — annualised excess return divided by the Ulcer Index — the return earned per unit of drawdown pain, a downside-only cousin of the Sharpe ratio. The asset endpoint returns one instrument's full pain profile: Ulcer Index, maximum, average and current drawdown, longest time underwater, the Martin ratio and the pain ratio. The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by Martin ratio (best pain-adjusted return) or by Ulcer Index (smoothest ride). This is the drawdown-pain / Ulcer-Index cut — distinct from a current-drawdown monitor (a point-in-time snapshot of how far below peak each market is), the Sharpe/Sortino/Calmar screener (Calmar uses only the single worst drawdown) and the price APIs. It scores the whole shape of the pain, not one point of it.

Uptime

100.0%

Latency

288ms

Subs

3,451

Where the hedge funds are positioned in commodity futures, read live from the CFTC Disaggregated Commitments-of-Traders report — no key. The legacy COT report lumps every speculator into one "non-commercial" bucket; the Disaggregated report, introduced in 2009 precisely because that was too crude, splits the market into four real groups — Managed Money (the trend-following hedge funds and CTAs, the speculative flow everyone watches), Producer/Merchant (the physical hedgers who make and use the commodity), Swap Dealers (the banks intermediating index and OTC exposure) and Other Reportables. The positioning endpoint returns, for a commodity, the full four-group breakdown — each group's long, short and net contracts, its share of open interest, the number of traders and the week-over-week change — with a managed-money bias read: Managed Money net long in gold of +112,179 contracts (34% of open interest, 74 funds long) tells you the funds are crowded long. The screener endpoint ranks a curated set of 20 metals, energy, grain, soft and livestock futures by where Managed Money is positioned (net as a share of open interest), surfacing the most crowded long and short hedge-fund bets. This is the disaggregated hedge-fund-positioning cut — distinct from the legacy raw COT-report feed, the normalised COT-Index, and the price and open-interest APIs. It is who the smart speculative money is, by the report traders actually read.

Uptime

100.0%

Latency

428ms

Subs

3,455

Ranks a cross-asset universe by beta to a benchmark, so you can see at a glance which markets amplify the benchmark's moves and which dampen or hedge them, computed live from Yahoo Finance daily closes — no key, nothing stored. Beta is the single number that says how much an asset moves for each 1% the market moves: a beta of 1.3 rises ~1.3% when the benchmark rises 1% (and falls harder when it drops), a beta near 0 is decoupled, a negative beta moves against the market (a hedge). The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by beta to a chosen benchmark (the S&P 500 by default), each with its correlation and R-squared so you know how reliable the beta is. The asset endpoint returns one instrument's full beta profile against the benchmark. The dispersion endpoint returns the spread of betas across the universe — the high-beta-minus-low-beta gap, the mean beta and the share of risk-on names — a read on how much the market is rewarding risk-taking right now. This is the systematic-risk / market-sensitivity ranking cut — distinct from a bring-your-own-series CAPM/beta calculator, the total-risk Sharpe/Sortino screener, the correlation matrix and the price APIs. It ranks live assets by how much market risk they carry.

Uptime

100.0%

Latency

338ms

Subs

3,612

The normalised Commitments-of-Traders positioning signal traders actually act on, computed live from the US CFTC public reporting API — no key. A raw COT net-position number means little on its own: "large speculators are +176,020 contracts net long gold" tells you nothing until you know whether that is high or low versus history. The COT Index fixes that by normalising each trader group's current net futures position to a 0-100 percentile over a lookback window (the classic Larry Williams 156-week / three-year COT Index): 100 = the most net-long that group has been in the window, 0 = the most net-short. Above 80 marks a crowded long extreme (contrarian bearish), below 20 a crowded short extreme (contrarian bullish). The index endpoint returns one market's COT Index for both the large speculators (non-commercials) and the commercial hedgers, with the current net, the window min/max, the week-over-week change and an extreme flag. The screener endpoint computes the index across a curated set of 17 FX, stock-index, metal, energy and grain futures and ranks them, surfacing which markets sit at a positioning extreme right now. This is the normalised positioning-signal cut — distinct from the raw COT-report feed (which serves the weekly long/short contract counts), and from the price, open-interest and options-positioning APIs. It turns the report into the signal.

Uptime

100.0%

Latency

359ms

Subs

3,388

Ranks a cross-asset universe by how much return each asset delivers per unit of risk, live from Yahoo Finance daily closes — no key, nothing stored. A raw return tells you nothing about how much risk you took to earn it: two assets up 12% are not equal if one rode a calm trend and the other whipsawed through deep drawdowns. This screener turns each asset's price history into the three risk-adjusted ratios allocators actually rank on — the Sharpe ratio (excess return per unit of total volatility), the Sortino ratio (excess return per unit of downside volatility only), and the Calmar ratio (annualised return per unit of worst peak-to-trough drawdown) — and sorts the whole universe (21 instruments across equities, sectors, commodities, bonds and crypto) so you can see in one call which markets pay the most for the risk you bear. The screener endpoint ranks the universe (filterable by asset class) by the metric you choose; the asset endpoint returns one instrument's full risk-adjusted profile with plain-language reads. This is the risk-adjusted-return / reward-per-risk ranking cut — distinct from a bring-your-own-series Markowitz optimiser, the CAPM/beta calculator, the momentum and the price APIs. It ranks live assets by efficiency, not raw performance.

Uptime

100.0%

Latency

299ms

Subs

4,229

Where each S&P 500 sector sits on the rotation map versus the market, computed live from Yahoo Finance (no key, nothing stored). The Relative Rotation Graph is how professional allocators visualise sector rotation: it plots each sector on two axes — relative strength (is it out- or under-performing the S&P 500) and relative momentum (is that relative strength improving or fading) — and the combination lands each sector in one of four quadrants that rotate clockwise over time: Leading (strong and getting stronger), Weakening (strong but losing steam), Lagging (weak and getting weaker) and Improving (weak but turning up). Money rotates Improving to Leading to Weakening to Lagging, so the quadrant tells you not just who is winning but who is next. This computes each of the eleven SPDR sectors' RS-Ratio and RS-Momentum against the S&P 500 and places it in its quadrant. The rrg endpoint returns the whole rotation map; the sector endpoint returns one sector's coordinates and quadrant; the sectors endpoint lists what is covered. The sector-rotation RRG / quadrant cut — distinct from the relative-strength ranking (a one-dimensional list), the sector price/performance feed and the correlation APIs. It shows the rotation, not just the ranking.

Uptime

100.0%

Latency

237ms

Subs

3,650

Which markets are breaking out of their volatility-adjusted trend channel, computed live from Yahoo Finance (no key, nothing stored). Keltner Channels wrap a 20-day exponential average in bands set at two Average-True-Ranges above and below it — and unlike Bollinger Bands, whose width is statistical standard deviation, Keltner's width is the market's actual trading range. A close above the upper Keltner band is a trend-following breakout (riding strength), below the lower a breakdown, and price hugging a band signals a powerful, persistent trend. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's Keltner upper, middle and lower bands, where price sits inside the channel, and flags fresh breakouts. The screener endpoint returns the upside and downside Keltner breakouts across the board. The asset endpoint returns one market's Keltner card. The universe endpoint lists what is covered. The cross-asset Keltner-channel / volatility-trend screener cut — distinct from the Bollinger-Bands screener (standard-deviation width, mean-reversion), the bring-your-own-candle ATR API and the other indicator screeners.

Uptime

100.0%

Latency

348ms

Subs

4,110

Which markets are stretched to an overbought or oversold extreme on the Commodity Channel Index, computed live from Yahoo Finance (no key, nothing stored). The CCI measures how far price has run from its statistical average relative to normal volatility: above +100 a market is in a strong up-move (and, when it unwinds, overbought), below -100 a strong down-move (or oversold), and the swing through zero frames trend and reversal trades. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's 20-period CCI from its typical price (high+low+close over three) and tags it overbought, bullish, bearish or oversold, then ranks the whole board. The screener endpoint returns the overbought (>+100) and oversold (<-100) markets right now. The asset endpoint returns one market's CCI card. The universe endpoint lists what is covered. The cross-asset CCI / extension screener cut — distinct from the bring-your-own-candle oscillator API, the RSI screener (a different oscillator), the OBV/volume and Bollinger screeners. It finds the over-extended markets across every asset class at once.

Uptime

100.0%

Latency

195ms

Subs

3,072

Which markets are under accumulation or distribution and where volume is surging, computed live from Yahoo Finance (no key, nothing stored). Price tells you what is happening; volume tells you whether to believe it. On-Balance Volume adds the day's volume when a market closes up and subtracts it when it closes down, so a rising OBV means buyers are in control (accumulation) and a falling OBV means sellers are (distribution) — and a divergence between OBV and price is an early warning of a turn. A volume surge — today's volume well above its recent average — flags conviction behind a move. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's OBV trend over the last month, its latest volume versus the 20-day average, and tags it accumulation, distribution or neutral. The screener endpoint returns the markets under accumulation and distribution and the ones with a volume surge. The asset endpoint returns one market's OBV/volume card. The universe endpoint lists what is covered. The cross-asset volume / OBV screener cut — distinct from the bring-your-own-candle volume-indicator API and the crypto volume-profile API; it adds the volume dimension the price-only screeners miss.

Uptime

100.0%

Latency

253ms

Subs

4,245

Whether each market is trending the same way across every timeframe, computed live from Yahoo Finance (no key, nothing stored). A single week's move is noise; what trend traders want is alignment — when the 1-week, 1-month, 3-month, 6-month and 1-year returns all point the same direction, that is a strong, coherent trend, and when they disagree the move is choppy or turning. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this measures each asset's return over those five horizons, the up/down direction of each, and an alignment score from -5 (every timeframe down) to +5 (every timeframe up), with a coherence label. The screener endpoint returns the fully aligned uptrends and downtrends across the board, ranked by alignment. The asset endpoint returns one market's multi-timeframe momentum card. The universe endpoint lists what is covered. The cross-asset multi-timeframe momentum / alignment cut — distinct from the crypto-only multi-timeframe API, the commodity-momentum ranking and the relative-strength APIs. It finds the coherent trends across every asset class at once.

Uptime

100.0%

Latency

336ms

Subs

4,102

Which markets are strongly trending and which are stuck going nowhere, computed live from Yahoo Finance (no key, nothing stored). The Average Directional Index is the definitive measure of trend STRENGTH (not direction): above 25 a market has a real trend worth riding, below 20 it is choppy and range-bound where trend systems get whipsawed. The companion +DI and -DI lines give the direction — +DI over -DI is an uptrend, the reverse a downtrend. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's 14-day ADX, +DI and -DI (Wilder's method), and classifies it as a strong uptrend, strong downtrend, developing trend or ranging. The screener endpoint returns the strong uptrends and downtrends across the board, ranked by ADX, plus the ranging list. The asset endpoint returns one market's directional-movement card. The universe endpoint lists what is covered. The cross-asset ADX / trend-strength screener cut — distinct from the bring-your-own-candle trend-indicator API and the moving-average, RSI, MACD, Bollinger and Donchian screeners. It separates the trending markets from the chop across every asset class at once.

Uptime

100.0%

Latency

252ms

Subs

3,081

Which markets just printed a reversal or continuation candlestick pattern on their latest daily candle, computed live from Yahoo Finance (no key, nothing stored). Candlestick patterns are the oldest price-action signals there are: a hammer at a low hints a bounce, a shooting star at a high a turn, an engulfing candle a momentum shift. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this reads each asset's most recent candles and detects the classic single- and two-candle patterns (doji, hammer, inverted hammer, shooting star, hanging man, bullish/bearish engulfing, bullish/bearish harami, marubozu), tagging each bullish, bearish or neutral. The screener endpoint returns every market flashing a pattern right now, split into bullish and bearish signals. The asset endpoint returns one market's latest candle with any pattern detected on it. The patterns endpoint lists what is recognised. The cross-asset candlestick-pattern screener cut — distinct from the crypto-only pattern detector and the bring-your-own-candle pattern API. It scans the whole market for price-action signals at once.

Uptime

100.0%

Latency

191ms

Subs

3,874

Which markets are breaking out of their recent trading range, computed live from Yahoo Finance (no key, nothing stored). The Donchian channel — the highest high and lowest low of the last N days — is the breakout system the legendary Turtle traders rode: a close above the 20-day high is a classic long entry, below the 20-day low a short, and the 55-day channel is the slower, higher-conviction version. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's 20-day and 55-day Donchian channels (upper, lower and midline), where price sits inside the 20-day channel, and flags fresh breakouts above the high or below the low. The screener endpoint returns the upside and downside breakouts across the board plus the channel-position ranking. The asset endpoint returns one market's Donchian card. The universe endpoint lists what is covered. The cross-asset Donchian / channel-breakout (Turtle) screener cut — distinct from the crypto-only Donchian screener, the 52-week-range screener (a much longer window), the Bollinger-Bands screener and the bring-your-own-candle indicator APIs. It catches the range breakouts across every asset class at once.

Uptime

100.0%

Latency

260ms

Subs

3,343

Which markets just triggered a MACD buy or sell signal, computed live from Yahoo Finance (no key, nothing stored). The MACD — the gap between a fast and a slow moving average, smoothed by a signal line — is the workhorse momentum indicator: when the MACD line crosses up through its signal line it is a bullish trigger, down through it bearish, and the histogram between them shows momentum building or fading. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's MACD (12/26 EMA), signal line (9 EMA) and histogram, flags whether it is in a bullish or bearish posture, and detects how recently the lines crossed. The screener endpoint returns the fresh bullish and bearish crossovers across the board plus the histogram ranking. The asset endpoint returns one market's MACD card. The universe endpoint lists what is covered. The cross-asset MACD / momentum-crossover screener cut — distinct from the bring-your-own-candle technical-indicator APIs, the RSI, Bollinger and moving-average screeners and the FX-only signals API. It finds the fresh momentum triggers across every asset class at once.

Uptime

100.0%

Latency

200ms

Subs

3,110

Which markets are overbought and which are oversold, ranked, computed live from Yahoo Finance (no key, nothing stored). The Relative Strength Index is the most-watched momentum oscillator: above 70 a market is overbought and stretched, below 30 oversold and ripe for a bounce, and the swing between them frames most mean-reversion trades. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's 14-day RSI (Wilder's method) and its 14-day Stochastic %K, tags it overbought / neutral / oversold, and ranks the whole board. The screener endpoint returns the markets that are overbought and oversold right now, sorted from hottest to coldest. The asset endpoint returns one market's oscillator card. The universe endpoint lists what is covered. The cross-asset RSI / oscillator screener cut — distinct from the crypto-only RSI screener, the bring-your-own-candle oscillator and technical-indicator APIs and the Bollinger and moving-average screeners. It finds the stretched markets across every asset class at once.

Uptime

100.0%

Latency

214ms

Subs

3,086

Which markets are coiled for a breakout and which are stretched to their bands, computed live from Yahoo Finance (no key, nothing stored). Bollinger Bands wrap a 20-day average in plus/minus two standard deviations; price riding the upper band is strong, the lower band weak, and — the prized signal — when the bands pinch tight (a "squeeze"), volatility has compressed and a big move usually follows. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's bands, its %B (where price sits between the lower band at 0 and the upper at 100), the bandwidth and whether bandwidth is at a multi-month low (a squeeze, breakout pending). The screener endpoint returns the board with the markets in a squeeze, the ones breaking above the upper band and the ones breaking below the lower. The asset endpoint returns one market's Bollinger card. The universe endpoint lists what is covered. The Bollinger Bands / volatility-squeeze screener cut — distinct from the bring-your-own-candle technical-indicator APIs, the FX-only z-score API and the market-breadth API. It finds the coiled springs across the whole market.

Uptime

100.0%

Latency

213ms

Subs

3,762

Which markets just flipped trend on the most-watched signal in technical analysis — the 50-day vs 200-day moving-average cross — computed live from Yahoo Finance (no key, nothing stored). A golden cross, the 50-day average crossing up through the 200-day, is the classic confirmation of a new uptrend, and a death cross the opposite; funds and headlines move on them. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's 50- and 200-day moving averages, whether it is in a golden-cross (bullish) or death-cross (bearish) regime, how many days since the last cross, and how far price sits above or below each average. The screener endpoint returns the whole board with the markets that have crossed most recently — the fresh golden and death crosses — and the bullish/bearish tally. The asset endpoint returns one market's moving-average card. The universe endpoint lists what is covered. The moving-average-crossover / golden-cross screener cut — distinct from the bring-your-own-candle technical-indicator APIs, the market-breadth API (which aggregates the share above a single moving average) and the FX-only signals API.

Uptime

100.0%

Latency

206ms

Subs

3,678