{"uid":"cap_5PNTy_9P5gwPIkwfEVqAf","slug":"api-quantoracle-dev-54d61c13","name":"QuantOracle Probabilistic Sharpe Ratio","description":"QuantOracle: stats/probabilistic-sharpe","url":"https://api.quantoracle.dev/v1/stats/probabilistic-sharpe","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"returns":{"type":"array","items":{"type":"number"},"title":"Returns","minItems":10,"description":"Array of portfolio returns"},"risk_free_rate":{"type":"number","title":"Risk Free Rate","default":0.05,"description":"Annual risk-free rate"},"benchmark_sharpe":{"type":"number","title":"Benchmark Sharpe","default":0,"description":"Benchmark Sharpe ratio to test against"},"annualization_factor":{"type":"integer","title":"Annualization Factor","default":252,"description":"Trading days per year for annualization"}}},"responseSchema":null,"example":{"request":{"input":{"body":{"returns":[0.001,0.0015,-0.0008,0.002,0.0012,-0.0005,0.0018,0.001,0.0014,-0.0003,0.0016,0.0011,-0.0007,0.0019,0.0013,0.0009,-0.0004,0.0017,0.0012,0.0015],"risk_free_rate":0.05,"benchmark_sharpe":1,"annualization_factor":252},"type":"http","method":"POST","bodyType":"json"}},"response":{"n":20,"ms":12.28,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","calculator":"https://quantoracle.dev/probabilistic-sharpe-ratio-calculator","powered_by":"QuantOracle"},"z_score":2.4769,"skewness":-0.9068,"se_sharpe":4.627756,"sharpe_ratio":12.4624,"excess_kurtosis":-0.6307,"benchmark_sharpe":1,"significant_at_95":true,"significant_at_99":true,"min_track_record_length":11,"probabilistic_sharpe_ratio":0.9934}},"exampleRequest":{"returns":[0.001,0.0015,-0.0008,0.002,0.0012,-0.0005,0.0018,0.001,0.0014,-0.0003,0.0016,0.0011,-0.0007,0.0019,0.0013,0.0009,-0.0004,0.0017,0.0012,0.0015],"risk_free_rate":0.05,"benchmark_sharpe":1,"annualization_factor":252},"tags":["x402"],"displayCostAmount":"0.005","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_MrLtkuXPmp2VZCZninOnk","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes the Probabilistic Sharpe Ratio (PSR) — a statistically adjusted Sharpe that accounts for non-normality of returns, with significance tests and minimum track record length.","exampleAgentPrompt":"Calculate the Probabilistic Sharpe Ratio for this daily return series — [0.001, 0.0015, -0.0008, 0.002, 0.0012, -0.0005, 0.0018, 0.001, 0.0014, -0.0003, 0.0016, 0.0011, -0.0007, 0.0019, 0.0013, 0.0009, -0.0004, 0.0017, 0.0012, 0.0015] — using a risk-free rate of 5%, benchmark Sharpe of 1, and annualization factor of 252, and tell me if it's statistically significant at the 95% and 99% levels and what the minimum track record length is.","exampleUseCases":null,"resultDescription":"Returns the probabilistic Sharpe ratio (PSR), annualized Sharpe ratio, z-score against benchmark Sharpe, skewness and excess kurtosis of returns, standard error of Sharpe, significance flags at 95% and 99% confidence levels, minimum track record length required to confirm the Sharpe, number of observations, and computation latency in milliseconds.","failureModes":["Insufficient return observations (too few data points for stable skewness/kurtosis estimation)","Invalid risk-free rate format or out-of-range value","benchmark_sharpe missing or non-numeric causing comparison failure","Returns array containing nulls or non-numeric values","annualization_factor of zero causing division error","Negative variance in returns series causing undefined Sharpe"],"whenToPreferThis":"Use this endpoint when you need a statistically rigorous, non-normality-adjusted Sharpe ratio rather than the raw Sharpe. 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