signals catalog derived

{
  "input": {
    "type": "http",
    "method": "GET",
    "queryParams": {}
  },
  "output": {
    "type": "json",
    "example": {
      "ok": true,
      "meta": {
        "next": {
          "recommended_flow": [
            "1) Pick 1-3 signals whose class + horizon match your hypothesis.",
            "2) GET /api/signals/top — the 10 highest-IC signals right now.",
            "3) GET /api/signals/explain?signal_id={id}&day={YYYY-MM-DD}&asset={SYMBOL}.",
            "4) POST /api/signals/backtest — validate over 5+ years.",
            "5) GET /api/v1/ai/trade-ideas — bundled starter pack for autonomous execution."
          ]
        },
        "service": {
          "name": "CRYPTYX",
          "tagline": "The intelligence layer for autonomous trading agents",
          "universe": {
            "assets": 200,
            "metrics": 442,
            "horizons": 8,
            "history_years": 5,
            "factor_classes": 8,
            "signals_atomic": 143,
            "signals_composite": 9
          },
          "execution_venues": [
            "OKX",
            "Kraken",
            "Coinbase"
          ],
          "macro_regime_aware": true,
          "walk_forward_validated": true
        },
        "by_class": {
          "OB": {
            "count": 33,
            "one_liner": "Order book depth + imbalance"
          },
          "TR": {
            "count": 33,
            "one_liner": "Trend + momentum signals"
          },
          "EFF": {
            "count": 16,
            "one_liner": "Price efficiency + reversal setups"
          },
          "FUT": {
            "count": 16,
            "one_liner": "Futures funding + open interest"
          },
          "OPT": {
            "count": 17,
            "one_liner": "Options implied vol + skew"
          },
          "VOL": {
            "count": 13,
            "one_liner": "Volatility regime + compression"
          },
          "CORR": {
            "count": 21,
            "one_liner": "Cross-asset correlation regimes"
          },
          "FLOW": {
            "count": 11,
            "one_liner": "Order flow + taker aggression"
          }
        },
        "ic_context": "cross_sectional"
      },
      "count": 29,
      "signals": [
        {
          "name": "Trend Momentum Continuation 14D",
          "tags": [
            "momentum",
            "trend"
          ],
          "class": "TR",
          "horizon": "14D",
          "signal_id": "TR_MOMO_CONT_14D",
          "description": "Persistent trend strength with momentum confirmation over 14 days",
          "health_grade": "B",
          "walk_forward": {
            "is_ic": 0.0876,
            "oos_ic": 0.0612,
            "asof_day": "2026-06-20",
            "ic_delta": -0.0264,
            "is_n_obs": 18900,
            "oos_n_obs": 8100,
            "split_pct": 0.7,
            "is_hit_rate": 0.561,
            "window_days": 180,
            "oos_hit_rate": 0.542,
            "is_n_triggers": 612,
            "overfit_ratio": 0.699,
            "oos_n_triggers": 184,
            "reliability_grade": "green"
          },
          "active_params": {
            "t_thr": 0.5,
            "z_thr": 1
          },
          "geometry_type": "threshold",
          "active_version": 187,
          "predictive_grade": "B",
          "operational_grade": "A",
          "params_created_at": "2026-03-22T18:14:02.000Z",
          "recent_total_assets": 5640,
          "recent_days_evaluated": 30,
          "unique_assets_observed": 188,
          "recent_triggered_assets": 678,
          "trigger_rate_per_asset_day": 0.1202,
          "unique_assets_ever_triggered": 94
        },
        {
          "name": "Volatility Compression 7v30",
          "tags": [
            "volatility",
            "compression"
          ],
          "class": "VOL",
          "horizon": "7D",
          "signal_id": "VOL_COMPRESSION_7v30",
          "description": "Realized vol 7d collapsed vs 30d baseline",
          "health_grade": "A",
          "walk_forward": {
            "is_ic": 0.1127,
            "oos_ic": -0.1515,
            "asof_day": "2026-06-20",
            "ic_delta": -0.2642,
            "is_n_obs": 17730,
            "oos_n_obs": 7590,
            "split_pct": 0.7,
            "is_hit_rate": 0.589,
            "window_days": 180,
            "oos_hit_rate": 0.471,
            "is_n_triggers": 412,
            "overfit_ratio": -1.344,
            "oos_n_triggers": 124,
            "reliability_grade": "red"
          },
          "active_params": {
            "ratio_thr": 0.6
          },
          "geometry_type": "ratio",
          "active_version": 42,
          "predictive_grade": "A",
          "operational_grade": "A",
          "params_created_at": "2026-02-11T03:22:11.000Z",
          "recent_total_assets": 5910,
          "recent_days_evaluated": 30,
          "unique_assets_observed": 197,
          "recent_triggered_assets": 412,
          "trigger_rate_per_asset_day": 0.0697,
          "unique_assets_ever_triggered": 81
        },
        {
          "name": "Flow VWAP Deviation 7D",
          "tags": [
            "flow",
            "vwap"
          ],
          "class": "FLOW",
          "horizon": "7D",
          "signal_id": "FLOW_VWAP_DEV_7D",
          "description": "Persistent deviation of taker flow from 7d VWAP",
          "health_grade": "B",
          "walk_forward": {
            "is_ic": 0.0418,
            "oos_ic": 0.0223,
            "asof_day": "2026-06-20",
            "ic_delta": -0.0195,
            "is_n_obs": 14610,
            "oos_n_obs": 6261,
            "split_pct": 0.7,
            "is_hit_rate": 0.522,
            "window_days": 180,
            "oos_hit_rate": 0.508,
            "is_n_triggers": 305,
            "overfit_ratio": 0.534,
            "oos_n_triggers": 102,
            "reliability_grade": "yellow"
          },
          "active_params": {
            "dev_thr": 1.5
          },
          "geometry_type": "deviation",
          "active_version": 18,
          "predictive_grade": "C",
          "operational_grade": "A",
          "params_created_at": "2026-01-30T09:05:44.000Z",
          "recent_total_assets": 4870,
          "recent_days_evaluated": 30,
          "unique_assets_observed": 162,
          "recent_triggered_assets": 305,
          "trigger_rate_per_asset_day": 0.0626,
          "unique_assets_ever_triggered": 71
        }
      ],
      "durationMs": 842,
      "signals_note": "each signal row also carries an _actions block with direct URLs for /explain, /backtest, /fork, /simulate"
    }
  }
}