{"brand": "Market Posture Daily", "updated": "2026-09-04T11:10:55Z", "endpoint": "/functions/v1/get-dataset?dataset=<dataset_key>", "datasets": [{"dataset_key": "posture.delta.crypto", "tier": "posture", "schema_version": 1, "count": 17}, {"dataset_key": "posture.history.crypto", "tier": "posture", "schema_version": 1, "count": 3540}, {"dataset_key": "posture.history.index", "tier": "posture", "schema_version": 1, "count": 48}, {"dataset_key": "posture.latest.crypto", "tier": "posture", "schema_version": 1, "count": 48}, {"dataset_key": "posture.leadlag.crypto", "tier": "posture", "schema_version": 1, "count": 3540}, {"dataset_key": "posture.narratives.crypto", "tier": "posture", "schema_version": 1, "count": 9}, {"dataset_key": "posture.regime.crypto", "tier": "posture", "schema_version": "posture.regime.crypto.v1", "count": 81}, {"dataset_key": "posture.scanners.crypto", "tier": "posture", "schema_version": 1, "count": 12}, {"dataset_key": "quant.pair-history.crypto", "tier": "quant", "schema_version": "quant.pair-history.crypto.v1", "count": 43}, {"dataset_key": "quant.pair-history.equities", "tier": "quant", "schema_version": "quant.pair-history.equities.v1", "count": 33}, {"dataset_key": "quant.screener.crypto", "tier": "quant", "schema_version": "quant.screener.crypto.v1", "count": 1128}, {"dataset_key": "quant.screener.equities", "tier": "quant", "schema_version": "quant.screener.equities.v1", "count": 990}], "fields": {"asset": "Base asset ticker.", "quote": "Quote currency for the market pair.", "sector": "Configured MarketPD asset category.", "price": "Latest close in quote currency.", "posture_50d": "Price posture versus the 50-day moving average.", "posture_200d": "Price posture versus the 200-day moving average.", "dist_50_pct": "Percentage distance from the 50-day moving average.", "dist_200_pct": "Percentage distance from the 200-day moving average.", "chg_1d_pct": "One-day percentage change.", "chg_7d_pct": "Seven-day percentage change.", "chg_30d_pct": "Thirty-day percentage change.", "chg_90d_pct": "Ninety-day percentage change.", "rsi_14": "Fourteen-period RSI.", "zscore": "Current price z-score versus its lookback window.", "vol_ratio": "30-day realized volatility divided by 90-day realized volatility.", "from_high_pct": "Percentage distance from the 52-week high.", "rs_rank": "Relative-strength rank within the tracked universe; lower is stronger.", "strength_score": "Composite descriptive market-structure score.", "correlation": "Daily-return Pearson correlation for a tested pair.", "adf_t": "Dickey-Fuller residual test statistic; more negative means stronger mean reversion evidence.", "half_life_days": "Estimated spread mean-reversion half-life in daily candles.", "spread_zscore": "Current pair spread z-score versus its tested history.", "link_score": "Composite descriptive score from correlation, ADF statistic, and half-life.", "score": "Composite 0-100 quality score from correlation, ADF, half-life, spread std and rolling ADF stability.", "component_scores": "Per-component 0-1 quality breakdown: correlation, ADF, half-life, spread std, stability.", "gates": "Pass/fail flags for each descriptive statistical gate.", "passed": "True when all descriptive gates pass.", "rich": "The relatively expensive leg of a stretched pair (descriptive, not a call).", "cheap": "The relatively cheap leg of a stretched pair (descriptive, not a call).", "failure_reasons": "Coarse statistical reasons for any gate failures.", "spread_std": "Standard deviation of the cointegrated spread.", "latest": "Most recent point of a pair history series.", "series": "Time series of rolling spread, z-score, correlation, ADF and half-life.", "rolling_corr": "Trailing return correlation between the two assets.", "rolling_adf_t": "Trailing ADF t-statistic of the spread.", "rolling_half_life": "Trailing Ornstein-Uhlenbeck half-life of the spread.", "break_risk": "Descriptive relationship-health label (normal, watch, weakening, extreme_stretch, insufficient_history).", "updated": "Timestamp the snapshot or dataset was last computed.", "ma_50": "50-day simple moving average of the close.", "ma_200": "200-day simple moving average of the close.", "ma_20": "20-day simple moving average of the close.", "dist_20_pct": "Percentage distance from the 20-day moving average.", "boll_pctb": "Bollinger %B (20, 2): position of price within the Bollinger band, 0-100.", "boll_bw": "Bollinger band width (20, 2) as a percentage of the middle band.", "vol_30_pct": "30-day realized (annualized) volatility.", "vol_90_pct": "90-day realized (annualized) volatility.", "atr_pct": "14-period Average True Range as a percentage of price.", "max_dd_pct": "Maximum drawdown from a trailing 365-day high.", "hi_52w": "52-week high close.", "lo_52w": "52-week low close.", "from_low_pct": "Percentage distance above the 52-week low.", "cross": "Most recent 50/200-day moving-average cross direction (golden or death).", "cross_days": "Days since the most recent 50/200-day moving-average cross.", "ma200_slope": "Slope of the 200-day moving average over the last 20 days.", "rs_vs_btc_pp": "Relative-strength excess return versus the benchmark, in percentage points.", "beta_btc": "Return beta versus the benchmark over the correlation window.", "btc_corr": "Daily-return Pearson correlation versus the benchmark.", "streak_days": "Signed count of consecutive days on the same side of the 50-day trend.", "updown_streak": "Signed count of consecutive up or down daily closes.", "state": "Short descriptive label summarizing an asset's current market structure.", "macd_hist_pct": "MACD histogram value as a percentage of price.", "adx_14": "14-period Average Directional Index — descriptive trend-strength reading.", "stoch_k": "14-period stochastic %K oscillator value.", "donchian_pos": "Position within the 20-day Donchian channel, 0-100.", "sharpe_90": "90-day realized Sharpe ratio of daily returns.", "trend_r2": "R-squared of price versus a 60-day linear trend line — descriptive trend-quality reading.", "vol_pctile": "Current 30-day realized volatility's percentile within the trailing 365 days.", "obv_pctile": "Current On-Balance-Volume value's percentile within the trailing 120 days.", "regime": "Deterministic market-structure regime label for the day.", "breadth_50d": "Share of tracked assets above their 50-day moving average (0-1 ratio).", "breadth_200d": "Share of tracked assets above their 200-day moving average (0-1 ratio).", "avg_rsi": "Cross-sectional average 14-period RSI across tracked assets.", "avg_dist_50d": "Cross-sectional average distance from the 50-day moving average, in percent.", "avg_strength_score": "Cross-sectional average composite strength score.", "avg_pairwise_corr": "Average pairwise daily-return correlation across tracked assets.", "avg_vol_pctile": "Cross-sectional average 30-day volatility percentile.", "return_dispersion_7d": "Average cross-sectional standard deviation of 7-day returns, in percent.", "return_dispersion_30d": "Average cross-sectional standard deviation of 30-day returns, in percent.", "vol_regime": "Descriptive volatility-environment label derived from the average volatility percentile.", "dispersion_regime": "Descriptive dispersion/correlation-environment label.", "gap_vs_btc_7d_pct": "Seven-day return gap versus BTC (asset return minus BTC return), in percentage points. Descriptive raw gap, not beta-adjusted.", "gap_vs_btc_30d_pct": "Thirty-day return gap versus BTC, in percentage points.", "gap_vs_btc_dist_50_pct": "Difference between the asset's and BTC's distance from the 50-day moving average, in percentage points.", "gap_vs_eth_7d_pct": "Seven-day return gap versus ETH (asset return minus ETH return), in percentage points.", "gap_vs_eth_30d_pct": "Thirty-day return gap versus ETH, in percentage points.", "gap_vs_eth_dist_50_pct": "Difference between the asset's and ETH's distance from the 50-day moving average, in percentage points.", "narrative": "Configured narrative/category grouping of assets.", "asset_count": "Number of tracked assets in the grouping.", "breadth_50_pct": "Percentage of the grouping's assets above their 50-day moving average.", "breadth_200_pct": "Percentage of the grouping's assets above their 200-day moving average.", "avg_chg_7d_pct": "Average seven-day percentage change across the grouping.", "avg_chg_30d_pct": "Average thirty-day percentage change across the grouping.", "avg_rsi_14": "Average 14-period RSI across the grouping.", "avg_dist_50_pct": "Average distance from the 50-day moving average across the grouping, in percent.", "posture_changed": "True if the 50-day price posture flipped versus the previous snapshot.", "long_posture_changed": "True if the 200-day price posture flipped versus the previous snapshot.", "cross_changed": "True if the 50/200-day moving-average cross state changed versus the previous snapshot.", "dist_50_change": "Change in distance from the 50-day moving average versus the previous snapshot, in percentage points.", "dist_200_change": "Change in distance from the 200-day moving average versus the previous snapshot, in percentage points.", "rsi_14_change": "Change in 14-period RSI versus the previous snapshot.", "rs_rank_change": "Change in relative-strength rank versus the previous snapshot (previous minus current; positive means improved).", "previous_posture_50d": "The asset's 50-day posture in the previous snapshot.", "previous_posture_200d": "The asset's 200-day posture in the previous snapshot.", "previous_cross": "The asset's 50/200-day cross state in the previous snapshot.", "previous_rs_rank": "The asset's relative-strength rank in the previous snapshot.", "pair": "Combined label for a tested pair, formatted as asset_a/asset_b.", "asset_a": "First leg of a tested pair.", "asset_b": "Second leg of a tested pair.", "sector_a": "Configured category of the first leg.", "sector_b": "Configured category of the second leg.", "same_sector": "True when both legs share the configured category.", "spread": "Cointegrated spread value at a point in the pair-history series.", "hedge_ratio": "Estimated hedge ratio (cointegration regression slope) between the two legs.", "n_obs": "Number of daily observations used in the pair test.", "adf": "Pass/fail flag for the ADF stationarity gate.", "half_life": "Pass/fail flag for the mean-reversion half-life gate (within the configured range).", "adf_quality": "0-1 component quality score for the ADF statistic.", "half_life_quality": "0-1 component quality score for the mean-reversion half-life.", "correlation_quality": "0-1 component quality score for return correlation.", "spread_std_quality": "0-1 component quality score for spread standard deviation.", "stability_quality": "0-1 component quality score for rolling ADF stability."}}