{"uid":"cap_O5DAgJhlrdmUkcqQFva_1","slug":"tasignal-risk-analytics-dd7004f9","name":"TASignal Risk Analytics","description":"Technical analysis, risk analytics and backtests for trading agents in one x402 API: RSI, MACD, EMA 20/50/200, Bollinger Bands, ATR, ADX, stochastic, realized volatility and a descriptive technical bias score for any crypto asset on 15m/1h/4h/1d candles; historical VaR/CVaR, max drawdown, Sharpe/Sortino and ATR-based position sizing; and rule backtests (SMA/EMA cross, RSI reversion, Donchian breakout, MACD cross) with fees, next-open fills, trade list and equity curve. Candles from Hyperliquid with dYdX v4 fallback. Read-only analytics; free preview and remote MCP. Not financial advice. Not financial advice. Past performance does not guarantee future results. Technical indicators, risk metrics and backtests describe historical prices only; they are not predictions or trade recommendations. TASignal never trades, holds funds or keys.","url":"https://tasignal.agentgate.workers.dev/v1/risk?utm_source=zero.xyz","method":"GET","headers":{},"bodySchema":{"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":["symbol"],"properties":{"bars":{"type":"integer","description":"Candles for risk metrics, 50-1000 (default 500)"},"side":{"enum":["long","short"],"type":"string","description":"Position side (default long)"},"stop":{"type":"number","description":"Stop price (optional; overrides stop_atr)"},"entry":{"type":"number","description":"Entry price (default: last price)"},"symbol":{"type":"string","description":"Base asset ticker, e.g. BTC, ETH, SOL, HYPE (BTC-PERP, ETH-USD and SOLUSDT are accepted too)"},"risk_pct":{"type":"number","description":"Percent of the account risked if the stop is hit (default 1)"},"stop_atr":{"type":"number","description":"Stop distance in ATR(14) multiples when no stop is given (default 2)"},"timeframe":{"enum":["15m","1h","4h","1d"],"type":"string","description":"Candle timeframe: 15m, 1h, 4h or 1d (default 1h; risk default 4h)"},"account_usd":{"type":"number","description":"Account size in USD (optional; enables units, notional, leverage)"}},"description":"Search intents: crypto var api, volatility api, position sizing calculator, max drawdown, sharpe ratio crypto, risk management api"}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object","properties":{"risk":{"type":"object"},"tier":{"type":"string"},"atr_14":{"type":"number"},"market":{"type":"string"},"source":{"type":"string"},"symbol":{"type":"string"},"atr_pct":{"type":"number"},"timeframe":{"type":"string"},"checked_at":{"type":"string"},"confidence":{"type":"string"},"disclaimer":{"type":"string"},"last_price":{"type":"number"},"candles_used":{"type":"number"},"sources_failed":{"type":"array"},"position_sizing":{"type":"object"}}}}}}},"responseSchema":{"type":"json","example":{"risk":{"bars":499,"method":"historical simulation on closed-candle simple returns; 1-day VaR scaled by sqrt(time); Sharpe/Sortino use a 0% risk-free rate","best_bar_pct":8.496,"sharpe_annual":2.4,"var_95_1d_pct":3.415,"var_99_1d_pct":7.281,"worst_bar_pct":-4.03,"sortino_annual":3.914,"max_drawdown_pct":-15.882,"period_return_pct":27.347,"var_95_per_bar_pct":1.394,"var_99_per_bar_pct":2.972,"cvar_95_per_bar_pct":2.237,"cvar_99_per_bar_pct":3.406,"volatility_annual_pct":49.18,"current_drawdown_from_high_pct":-13.65},"tier":"risk","atr_14":36.160089,"market":"ETH","source":"hyperliquid","symbol":"ETH","atr_pct":1.517,"timeframe":"4h","checked_at":"2026-10-22T19:00:54.578Z","confidence":"high","disclaimer":"Not financial advice. Past performance does not guarantee future results. Technical indicators, risk metrics and backtests describe historical prices only; they are not predictions or trade recommendations. TASignal never trades, holds funds or keys.","last_price":2383.6,"candles_used":500,"sources_failed":[],"position_sizing":{"side":"long","stop":2311.2798,"entry":2383.6,"units":1.38274,"risk_usd":100,"account_usd":10000,"stop_method":"2 x ATR(14) from entry","notional_usd":3295.9,"risk_per_unit":72.320178,"take_profit_2r":2528.2404,"take_profit_3r":2600.5605,"implied_leverage":0.33,"stop_distance_pct":3.034,"risk_pct_of_account":1}}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.02","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":"$0.02/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_QMJ3l6aBfbTeLqIswUDhr","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.02","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns historical VaR/CVaR, max drawdown, Sharpe/Sortino ratios, realized volatility, and ATR-based position sizing for a crypto asset","exampleAgentPrompt":"Give me a full risk breakdown for ETH on 4-hour candles — VaR, CVaR, max drawdown, Sharpe, Sortino, and position sizing for a $10,000 account going long with 1% risk and a 2 ATR stop.","exampleUseCases":[{"title":"Pre-trade risk check for crypto long","prompt":"Before I open a long on SOL, can you pull the risk analytics on a 4h timeframe — I want to see VaR, max drawdown, Sharpe, and how many units I should buy given a $25,000 account, 1.5% risk, and a 2 ATR stop?"},{"title":"Portfolio risk monitoring for volatile altcoin","prompt":"I'm holding HYPE and want to understand my downside exposure — fetch the historical 99% CVaR, max drawdown, and annual realized volatility on the 1-day timeframe using the last 500 candles."},{"title":"Sizing a short position with a fixed stop","prompt":"I want to short BTC with an entry around 103500 and a hard stop at 105200, risking 2% of my $50,000 account — can you calculate how many units that is, the notional size, implied leverage, and 2R/3R take profit levels?"}],"resultDescription":"A JSON object containing: historical risk metrics (VaR at 95/99% for 1-day and per-bar, CVaR at 95/99%, max drawdown, current drawdown from high, Sharpe/Sortino ratios, annual volatility, period return, best/worst bar), ATR(14) and ATR%, position sizing details (units, notional USD, stop price, stop distance, implied leverage, 2R and 3R take-profit levels, risk in USD), plus metadata (symbol, timeframe, candles used, data source, confidence level, and disclaimer).","failureModes":["Missing required 'symbol' parameter returns a 400 validation error","Unknown or delisted symbol returns an error if Hyperliquid and dYdX both lack candle data","Too few candles available for the requested 'bars' count may reduce statistical reliability","Invalid 'timeframe' value (not 15m/1h/4h/1d) returns a schema validation error","If both Hyperliquid and dYdX v4 data sources fail, the endpoint returns a data-unavailable error","Providing a stop price that is on the wrong side of entry (e.g., stop above entry for a long) may produce unexpected position sizing results"],"whenToPreferThis":"Use this endpoint when you need quantitative risk metrics and position sizing for a crypto asset trade — specifically VaR/CVaR, drawdown, Sharpe/Sortino, and ATR-based unit sizing. Prefer this over general technical indicator endpoints when the primary goal is risk quantification and trade sizing rather than signal generation. It is especially useful for pre-trade risk checks, portfolio monitoring, or systematic risk management workflows that require historical simulation-based metrics rather than rule-based signals.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-28T06:35:00.608Z","isFirstParty":false,"canonicalSlug":"tasignal-risk-analytics-dd7004f9"}