{"uid":"cap_o5_zf2QyNXNcqW3I4lR6C","slug":"cryptyx-multi-factor-composite-backtest-229c8771","name":"Cryptyx Multi-Factor Composite Backtest","description":"","url":"https://www.cryptyx.ai/api/signals/composite/backtest?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method","bodyType","body"],"properties":{"body":{"required":["weights","from","to"],"properties":{"to":{"type":"string","description":"End date YYYY-MM-DD"},"from":{"type":"string","description":"Start date YYYY-MM-DD"},"horizon":{"type":"string","description":"Forward return horizon: 7d, 14d, or 30d (default 7d)"},"weights":{"type":"object","description":"Per-class weights 0-2 for all 8 factor classes: CORR, EFF, FLOW, FUT, OB, OPT, TR, VOL"},"threshold":{"type":"number","description":"Composite score threshold for long/short trigger, 0-1 (default 0.05)"}}},"type":{"type":"string","const":"http"},"method":{"enum":["POST","PUT","PATCH"],"type":"string"},"bodyType":{"enum":["json","form-data","text"],"type":"string"}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":{"type":"application/json","example":{"returns":[{"day":"2025-06-15","composite_return":0.023}]}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.05","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"settled","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":"$0.05/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_mIuQKZcqsVOZ6GAdUwhv8","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.05","costPer":"request","priority":0,"asset":null,"unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Backtests a custom-weighted composite across 8 factor classes, returning per-day composite return series with Sharpe, Sortino, and max drawdown metrics.","exampleAgentPrompt":"Run a backtest on Cryptyx from January 1 2023 to December 31 2024 using a composite where momentum weight is 1.5, value is 0.8, sentiment is 1.2, and all other factor classes are set to 1.0 — I want to see the daily return series plus Sharpe, Sortino, and max drawdown.","exampleUseCases":[{"title":"Validate momentum-heavy crypto strategy","prompt":"I'm thinking about building a portfolio that leans heavily on momentum signals with a bit of value and sentiment mixed in. Can you backtest that for me over the last three years? I need to see if the daily returns look smooth and what the Sharpe and Sortino ratios come out to, plus how bad the worst drawdown gets."},{"title":"Compare factor weighting approaches historically","prompt":"I want to test two different factor allocation ideas against each other using Cryptyx. First, let me see a backtest from 2022 to 2024 where I weight momentum at 2.0, value at 0.5, and keep everything else neutral. Then show me the Sharpe, Sortino, and max drawdown so I can decide if it's worth pursuing live."},{"title":"Stress-test sentiment factor impact","prompt":"We're considering adding sentiment analysis to our crypto factor model but I'm not sure how much weight to give it. Can you run a backtest over the past two years where sentiment is really heavy at 2.5, momentum is normal at 1.0, and the rest are standard? I need the daily breakdown and all the risk metrics to see if it actually improves our Sharpe ratio."}],"resultDescription":"A JSON object containing a per-day composite return series (each entry has a date and composite_return float) along with aggregate risk-adjusted performance metrics: Sharpe ratio, Sortino ratio, and maximum drawdown — computed over the requested date range using the supplied factor class weights.","failureModes":["Invalid or missing 'from'/'to' date fields returns a 400 error","Factor class weights outside the allowed 0-2 range may be rejected or clamped","Date range exceeding available 5+ year history may return partial data or an error","Malformed weights object (wrong keys or non-numeric values) returns a validation error","Insufficient historical data for the specified window returns an empty or truncated series"],"whenToPreferThis":"Use this endpoint when you need to evaluate a specific multi-factor weighting scheme across Cryptyx's 8 factor classes before committing to a live composite strategy. It is the right choice when you want per-day return granularity combined with Sharpe, Sortino, and max drawdown in one call, and when you have a custom weight hypothesis to validate. Prefer this over single-metric or intersection backtests when the goal is holistic composite-level performance rather than isolated signal testing.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-11T06:47:32.659Z","isFirstParty":false,"canonicalSlug":"cryptyx-multi-factor-composite-backtest-229c8771"}