Server definition
- Hash
- sha256:f4676e3ec5a6856644e00c74a5779cc2de48a2d727e3adfe4acf975696b9cf54
- What it is
- What a remote MCP server returned when asked what it offers: 21 tools
The blob, as servednamed by its sha256
{
"instructions": "AlphaAssay -- the independent assay office for trading signals. Code-computed, fail-closed statistical validation of trading strategies, backtests and signals: deflated Sharpe with cumulative trial accounting, leakage forensics, pre-registration whose terms are committed now and queued for later operator-published Merkle inclusion (independent time evidence requires a separately pinned external anchor), and anonymised graveyard statistics over falsified signal families. Gauntlet and other typed dossier outputs expose surface-specific gradient fields; inspect each tool schema instead of assuming universal fields. For example, Gauntlet exposes its first failed stage, machine-readable failure codes, requested matched-placebo count, adversarial survival map, and family trial budget. Relay available specifics to your operator instead of a bare fail. Expect failure: peer-reviewed base rates say most apparent edges are selection noise (Harvey/Liu/Zhu 2016; Bailey/Lopez de Prado 2014); a fail with a named cause is the product working, not failing. The platform grades itself publicly: the current persisted calibration snapshot via assay_calibration, anonymised family mortality via assay_graveyard. assay_pbo grades your whole parameter sweep at once (probability of backtest overfitting, CSCV); assay_batch submits the sweep itself -- every variant a ledger trial; assay_preflight (free) lints your payload before you spend a check; assay_provider_protocol (free) hands you the seven-test falsification protocol for judging ANY signal seller -- including us. Demote-only: verdicts can devalue a signal, never bless one. Certificates are separately issued and offer offline raw-signature verification; full platform trust additionally requires an independently pinned keyring and fails closed without it (assay_certificate_verify). Works for crypto, equities, futures and FX -- the statistics are asset-agnostic. NOT financial advice; no order path. Start with assay_demo (free), look up your idea's family in assay_graveyard (free), then submit via assay_signal. The tool surface grows continuously: this handshake's tools/list is the always-current machine truth, and https://alphaassay.com/docs/tools documents every tool in depth (machine-readable prices: https://api.alphaassay.com/v1/meta/pricing).",
"tools": [
{
"description": "Use this when you want a code-computed DSL backtest whose deflated-\nSharpe verdict still means something after repeated searching -- every\nrun is priced into your family's trial ledger. A research audit, not\nbuy/sell advice.\nLedger-aware DSL backtest with honest family-level trial accounting.\n\nDefine the strategy as an executable JSON DSL (indicators: sma, ema, rsi,\natr, roc, zscore, price; ops: cross_above, cross_below, gt, lt, and, or,\nnot), supply your own candles, and get net-of-cost per-bar returns plus a\ndeflated-Sharpe family verdict. Every call is recorded in your family's\ntrial ledger, so repeated searching deflates future verdicts -- that is\nthe feature, not a bug: the verdict stays meaningful. The ledger is\nkeyed to your authenticated account, never to a caller-supplied name.\nData minimisation on request: sketch_opt_out=true skips persisting the\n32-bucket return sketch -- the honest price is that without provable\nproximity this trial counts IN FULL toward the family budget (no\nevidence, no discount; the response discloses sketch_retained). Included\nin the flat price. The response is code-computed and ledger-dependent: a\nnew call can change the family budget. Byte-identical output is promised\nonly by stored replay of the same non-empty request_id with the same\ncanonical request. Price: per check; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key required -- account\nsetup at https://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"ConstNode": {
"additionalProperties": false,
"properties": {
"const": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"const"
],
"type": "object"
},
"IndicatorNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"indicator": {
"const": "price"
},
"window": {
"type": "null"
}
},
"required": [
"indicator"
]
},
{
"properties": {
"indicator": {
"const": "atr"
},
"source": {
"type": "null"
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"const": "zscore"
},
"window": {
"minimum": 2,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"roc"
]
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
}
],
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"atr",
"roc",
"zscore",
"price"
],
"type": "string"
},
"source": {
"anyOf": [
{
"enum": [
"open",
"high",
"low",
"close",
"volume"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"window": {
"anyOf": [
{
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"indicator"
],
"type": "object"
},
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
},
"SignalNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt"
]
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"enum": [
"and",
"or"
]
},
"right": {
"$ref": "#/$defs/SignalNode"
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"const": "not"
},
"right": {
"type": "null"
}
},
"required": [
"op",
"left"
]
}
],
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt",
"and",
"or",
"not"
],
"type": "string"
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"op",
"left"
],
"type": "object"
},
"StrategyPosition": {
"additionalProperties": false,
"properties": {
"else": {
"const": "flat",
"type": "string"
},
"on_signal": {
"const": "long",
"type": "string"
}
},
"required": [
"on_signal",
"else"
],
"type": "object"
},
"StrategySpec": {
"additionalProperties": false,
"properties": {
"asset_universe": {
"items": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"maxItems": 50,
"minItems": 1,
"type": "array",
"uniqueItems": true
},
"bar_interval": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"dsl_version": {
"const": "1",
"type": "string"
},
"entry_lag_bars": {
"default": 1,
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"position": {
"anyOf": [
{
"$ref": "#/$defs/StrategyPosition"
},
{
"type": "null"
}
],
"default": null
},
"signal": {
"$ref": "#/$defs/SignalNode",
"x-maxDepth": 16
},
"target": {
"$ref": "#/$defs/StrategyTarget"
}
},
"required": [
"dsl_version",
"asset_universe",
"bar_interval",
"target",
"signal"
],
"type": "object"
},
"StrategyTarget": {
"additionalProperties": false,
"properties": {
"horizon_bars": {
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"kind": {
"const": "forward_return",
"type": "string"
}
},
"required": [
"kind",
"horizon_bars"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10,
"description": "Round-trip cost in bps/side for net returns."
},
"ohlcv_by_symbol": {
"additionalProperties": false,
"description": "Your candles per symbol to run the DSL rule on.",
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"sketch_opt_out": {
"default": false,
"description": "True to skip persisting the 32-bucket return sketch (data minimisation); the trial then counts in full toward the family budget.",
"type": "boolean"
},
"spec": {
"$ref": "#/$defs/StrategySpec",
"description": "Executable JSON DSL strategy (indicators sma/ema/rsi/atr/roc/zscore/price; ops cross_above/cross_below/gt/lt/and/or/not) -- the rule to backtest and record in your family ledger."
},
"variants_in_call": {
"default": 1,
"description": "How many sibling variants this call represents, for honest family-level trial accounting.",
"maximum": 25,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"spec",
"ohlcv_by_symbol"
],
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_backtest",
"outputSchema": {
"$defs": {
"DsrAttributionComputed": {
"additionalProperties": false,
"properties": {
"base_psr_normal_no_selection": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"dsr_normal_tails": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"interaction": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"interpretation": {
"maxLength": 2000,
"type": "string"
},
"non_normality_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"selection_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"tipping_point_n_trials": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"total_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"verdict_would_flip_under_normal_tails": {
"type": "boolean"
}
},
"required": [
"status",
"base_psr_normal_no_selection",
"dsr",
"dsr_normal_tails",
"total_haircut",
"selection_haircut",
"non_normality_haircut",
"interaction",
"tipping_point_n_trials",
"verdict_would_flip_under_normal_tails",
"interpretation"
],
"type": "object"
},
"DsrAttributionUnavailable": {
"additionalProperties": false,
"properties": {
"dsr": {
"type": "null"
},
"reason": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "not_computed",
"type": "string"
}
},
"required": [
"status",
"reason",
"dsr"
],
"type": "object"
},
"EbComputed": {
"additionalProperties": false,
"properties": {
"family_t_stats_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"method": {
"const": "efron_morris_prior_zero",
"type": "string"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"sharpe_shrunk_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"shrink_factor": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"sigma_signal_sq": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"t_observed": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"t_shrunk": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"status",
"family_t_stats_n",
"sigma_signal_sq",
"shrink_factor",
"t_observed",
"t_shrunk",
"sharpe_shrunk_per_obs",
"method",
"note"
],
"type": "object"
},
"EbInsufficient": {
"additionalProperties": false,
"properties": {
"family_t_stats_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"method": {
"const": "efron_morris_prior_zero",
"type": "string"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "insufficient_family_history",
"type": "string"
}
},
"required": [
"status",
"family_t_stats_n",
"method",
"note"
],
"type": "object"
},
"EvtDsrThreshold": {
"additionalProperties": false,
"properties": {
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"min": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"survives": {
"type": "boolean"
}
},
"required": [
"dsr",
"min",
"survives"
],
"type": "object"
},
"FamilyComputed": {
"additionalProperties": false,
"properties": {
"break_even_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"cumulative_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"dsr_attribution": {
"discriminator": {
"mapping": {
"computed": "#/$defs/DsrAttributionComputed",
"not_computed": "#/$defs/DsrAttributionUnavailable"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/DsrAttributionUnavailable"
},
{
"$ref": "#/$defs/DsrAttributionComputed"
}
]
},
"eb_shrinkage": {
"discriminator": {
"mapping": {
"computed": "#/$defs/EbComputed",
"insufficient_family_history": "#/$defs/EbInsufficient"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/EbInsufficient"
},
{
"$ref": "#/$defs/EbComputed"
}
]
},
"effective_n_method": {
"maxLength": 2000,
"type": "string"
},
"expected_max_sharpe_null": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"family_verdict": {
"enum": [
"survives",
"deflated_out"
],
"type": "string"
},
"global_family_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"killed_by": {
"items": {
"enum": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "string"
},
"maxItems": 2,
"type": "array"
},
"kurtosis": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"mean_correlation": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
]
},
"n_hat_ledger": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"n_observations": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_trials": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_trials_effective": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"note": {
"maxLength": 2000,
"type": "string"
},
"overlap_warning": {
"type": "boolean"
},
"psr_vs_zero": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"sharpe_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"sketch_note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"sketch_retained": {
"type": "boolean"
},
"skew": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"thresholds": {
"$ref": "#/$defs/FamilyThresholds"
},
"variance_of_sharpe": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"variants_in_call": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"status",
"sharpe_per_obs",
"n_observations",
"skew",
"kurtosis",
"n_trials",
"variance_of_sharpe",
"expected_max_sharpe_null",
"psr_vs_zero",
"dsr",
"cumulative_n",
"global_family_n",
"variants_in_call",
"n_trials_effective",
"n_hat_ledger",
"effective_n_method",
"mean_correlation",
"overlap_warning",
"thresholds",
"killed_by",
"family_verdict",
"sketch_retained",
"eb_shrinkage",
"break_even_n",
"dsr_attribution",
"note"
],
"type": "object"
},
"FamilyNotComputed": {
"additionalProperties": false,
"properties": {
"reason": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "not_computed",
"type": "string"
}
},
"required": [
"status",
"reason"
],
"type": "object"
},
"FamilyThresholds": {
"additionalProperties": false,
"properties": {
"evt_dsr": {
"$ref": "#/$defs/EvtDsrThreshold"
},
"harvey_liu_bh": {
"$ref": "#/$defs/HarveyLiuThreshold"
}
},
"required": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "object"
},
"HarveyLiuThreshold": {
"additionalProperties": false,
"properties": {
"alpha": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"p_adjusted": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"p_single": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"survives": {
"type": "boolean"
}
},
"required": [
"p_single",
"p_adjusted",
"alpha",
"survives"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"TrialLedgerRecord": {
"additionalProperties": false,
"properties": {
"cumulative_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"family_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"recorded": {
"type": "boolean"
},
"spec_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"recorded",
"spec_hash",
"family_id",
"cumulative_n",
"disclaimer"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"family_deflated_verdict": {
"discriminator": {
"mapping": {
"computed": "#/$defs/FamilyComputed",
"not_computed": "#/$defs/FamilyNotComputed"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/FamilyNotComputed"
},
{
"$ref": "#/$defs/FamilyComputed"
}
]
},
"family_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"ledger": {
"$ref": "#/$defs/TrialLedgerRecord"
},
"net_return_total": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"spec_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"_meta",
"bars",
"net_return_total",
"ledger",
"family_deflated_verdict",
"family_id",
"spec_hash",
"disclaimer"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you optimised over a grid and want to submit the WHOLE\nsweep honestly -- every variant a ledger trial the family budget prices,\nso selection bias cannot hide. A research audit, not buy/sell advice.\nSubmit your WHOLE parameter sweep honestly -- one call, every variant\na ledger trial.\n\nYou searched N variants; showing only the winner is exactly the\nselection bias the family budget prices. This tool makes the honest\npath the cheap path: send up to 25 DSL spec variants (as a specs list,\nOR base_spec + grid of dot-paths like {\"signal.left.window\": [2,3,4]}\n-- the built-in sweep adapter expands it in canonical order), plus your\ncandles. Every variant is recorded in your family's trial ledger and\nverdicted with the CUMULATIVE deflation its siblings created -- later\nvariants see the budget the earlier ones burned. The report is\ndemote-only by construction: survives/deflated_out counts and\nper-variant verdicts, never a ranking, never a best pick. Metering is\nper valid processed variant (journaled individually,\nsettle-before-run); if credit runs out mid-batch you get exactly what\nwas paid for and an explicit declined count -- no silent truncation.\nData minimisation on request: sketch_opt_out=true applies to every\nvariant -- no return sketches persisted, every variant counts IN FULL\ntoward the family budget (no evidence, no discount; disclosed per\nvariant). The response is code-computed and ledger-dependent: a new call\ncan change the family budget. Byte-identical output is promised only by\nstored replay of the same non-empty request_id with the same canonical\nrequest. NOT a buy/sell signal. Price: per valid variant; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key required -- account\nsetup at https://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"ConstNode": {
"additionalProperties": false,
"properties": {
"const": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"const"
],
"type": "object"
},
"IndicatorNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"indicator": {
"const": "price"
},
"window": {
"type": "null"
}
},
"required": [
"indicator"
]
},
{
"properties": {
"indicator": {
"const": "atr"
},
"source": {
"type": "null"
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"const": "zscore"
},
"window": {
"minimum": 2,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"roc"
]
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
}
],
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"atr",
"roc",
"zscore",
"price"
],
"type": "string"
},
"source": {
"anyOf": [
{
"enum": [
"open",
"high",
"low",
"close",
"volume"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"window": {
"anyOf": [
{
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"indicator"
],
"type": "object"
},
"JsonValue": {
"anyOf": [
{
"type": "boolean"
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"maxLength": 262144,
"type": "string",
"x-maxUtf8Bytes": 262144
},
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"x-maxDepth": 16,
"x-maxNodes": 10000
},
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
},
"SignalNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt"
]
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"enum": [
"and",
"or"
]
},
"right": {
"$ref": "#/$defs/SignalNode"
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"const": "not"
},
"right": {
"type": "null"
}
},
"required": [
"op",
"left"
]
}
],
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt",
"and",
"or",
"not"
],
"type": "string"
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"op",
"left"
],
"type": "object"
},
"StrategyPosition": {
"additionalProperties": false,
"properties": {
"else": {
"const": "flat",
"type": "string"
},
"on_signal": {
"const": "long",
"type": "string"
}
},
"required": [
"on_signal",
"else"
],
"type": "object"
},
"StrategySpec": {
"additionalProperties": false,
"properties": {
"asset_universe": {
"items": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"maxItems": 50,
"minItems": 1,
"type": "array",
"uniqueItems": true
},
"bar_interval": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"dsl_version": {
"const": "1",
"type": "string"
},
"entry_lag_bars": {
"default": 1,
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"position": {
"anyOf": [
{
"$ref": "#/$defs/StrategyPosition"
},
{
"type": "null"
}
],
"default": null
},
"signal": {
"$ref": "#/$defs/SignalNode",
"x-maxDepth": 16
},
"target": {
"$ref": "#/$defs/StrategyTarget"
}
},
"required": [
"dsl_version",
"asset_universe",
"bar_interval",
"target",
"signal"
],
"type": "object"
},
"StrategyTarget": {
"additionalProperties": false,
"properties": {
"horizon_bars": {
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"kind": {
"const": "forward_return",
"type": "string"
}
},
"required": [
"kind",
"horizon_bars"
],
"type": "object"
}
},
"additionalProperties": false,
"oneOf": [
{
"properties": {
"base_spec": {
"type": "null"
},
"grid": {
"type": "null"
},
"specs": {
"not": {
"type": "null"
}
}
},
"required": [
"specs"
]
},
{
"properties": {
"base_spec": {
"not": {
"type": "null"
}
},
"grid": {
"not": {
"type": "null"
}
},
"specs": {
"type": "null"
}
},
"required": [
"base_spec",
"grid"
]
}
],
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"base_spec": {
"anyOf": [
{
"$ref": "#/$defs/StrategySpec"
},
{
"type": "null"
}
],
"default": null,
"description": "Base DSL spec to expand with grid instead of listing specs explicitly."
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10,
"description": "Round-trip cost in bps/side."
},
"grid": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 16,
"minProperties": 1,
"patternProperties": {
"^\\S+$": {
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 25,
"minItems": 1,
"type": "array"
}
},
"propertyNames": {
"maxLength": 256,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Parameter grid {param: [values]} expanded against base_spec into the full variant set."
},
"ohlcv_by_symbol": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Your candles per symbol for every variant."
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"sketch_opt_out": {
"default": false,
"description": "True to skip return sketches for every variant.",
"type": "boolean"
},
"specs": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/StrategySpec"
},
"maxItems": 25,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "Explicit list of DSL strategy variants to submit as one honest sweep -- every variant a ledger trial the family budget prices."
}
},
"type": "object",
"x-maxBodyBytes": 5242880,
"x-relations": [
"product(len(grid[*])) <= 25 when grid is present"
]
},
"name": "assay_batch",
"outputSchema": {
"$defs": {
"BatchDeclinedVariant": {
"additionalProperties": false,
"properties": {
"charged": {
"const": false,
"type": "boolean"
},
"declined": {
"const": true,
"type": "boolean"
},
"error": {
"const": "payment_required",
"type": "string"
},
"index": {
"exclusiveMaximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"index",
"error",
"declined",
"charged"
],
"type": "object"
},
"BatchInvalidVariant": {
"additionalProperties": false,
"properties": {
"error": {
"maxLength": 2000,
"type": "string"
},
"index": {
"exclusiveMaximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"ledger": {
"anyOf": [
{
"$ref": "#/$defs/TrialLedgerRecord"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"index",
"error"
],
"type": "object"
},
"BatchRefundedVariant": {
"additionalProperties": false,
"properties": {
"detail": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"error": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"index": {
"exclusiveMaximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"refunded": {
"const": true,
"type": "boolean"
}
},
"required": [
"index",
"error",
"refunded"
],
"type": "object"
},
"BatchSuccessVariant": {
"additionalProperties": false,
"properties": {
"bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"family_deflated_verdict": {
"discriminator": {
"mapping": {
"computed": "#/$defs/FamilyComputed",
"not_computed": "#/$defs/FamilyNotComputed"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/FamilyNotComputed"
},
{
"$ref": "#/$defs/FamilyComputed"
}
]
},
"family_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"index": {
"exclusiveMaximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"ledger": {
"$ref": "#/$defs/TrialLedgerRecord"
},
"net_return_total": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"spec_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"index",
"bars",
"net_return_total",
"ledger",
"family_id",
"spec_hash",
"family_deflated_verdict"
],
"type": "object"
},
"BatchSummary": {
"additionalProperties": false,
"properties": {
"deflated_out": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"invalid": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"not_computed": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"survives": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"survives",
"deflated_out",
"not_computed",
"invalid"
],
"type": "object"
},
"DsrAttributionComputed": {
"additionalProperties": false,
"properties": {
"base_psr_normal_no_selection": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"dsr_normal_tails": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"interaction": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"interpretation": {
"maxLength": 2000,
"type": "string"
},
"non_normality_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"selection_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"tipping_point_n_trials": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"total_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"verdict_would_flip_under_normal_tails": {
"type": "boolean"
}
},
"required": [
"status",
"base_psr_normal_no_selection",
"dsr",
"dsr_normal_tails",
"total_haircut",
"selection_haircut",
"non_normality_haircut",
"interaction",
"tipping_point_n_trials",
"verdict_would_flip_under_normal_tails",
"interpretation"
],
"type": "object"
},
"DsrAttributionUnavailable": {
"additionalProperties": false,
"properties": {
"dsr": {
"type": "null"
},
"reason": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "not_computed",
"type": "string"
}
},
"required": [
"status",
"reason",
"dsr"
],
"type": "object"
},
"EbComputed": {
"additionalProperties": false,
"properties": {
"family_t_stats_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"method": {
"const": "efron_morris_prior_zero",
"type": "string"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"sharpe_shrunk_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"shrink_factor": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"sigma_signal_sq": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"t_observed": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"t_shrunk": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"status",
"family_t_stats_n",
"sigma_signal_sq",
"shrink_factor",
"t_observed",
"t_shrunk",
"sharpe_shrunk_per_obs",
"method",
"note"
],
"type": "object"
},
"EbInsufficient": {
"additionalProperties": false,
"properties": {
"family_t_stats_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"method": {
"const": "efron_morris_prior_zero",
"type": "string"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "insufficient_family_history",
"type": "string"
}
},
"required": [
"status",
"family_t_stats_n",
"method",
"note"
],
"type": "object"
},
"EvtDsrThreshold": {
"additionalProperties": false,
"properties": {
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"min": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"survives": {
"type": "boolean"
}
},
"required": [
"dsr",
"min",
"survives"
],
"type": "object"
},
"FamilyComputed": {
"additionalProperties": false,
"properties": {
"break_even_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"cumulative_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"dsr_attribution": {
"discriminator": {
"mapping": {
"computed": "#/$defs/DsrAttributionComputed",
"not_computed": "#/$defs/DsrAttributionUnavailable"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/DsrAttributionUnavailable"
},
{
"$ref": "#/$defs/DsrAttributionComputed"
}
]
},
"eb_shrinkage": {
"discriminator": {
"mapping": {
"computed": "#/$defs/EbComputed",
"insufficient_family_history": "#/$defs/EbInsufficient"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/EbInsufficient"
},
{
"$ref": "#/$defs/EbComputed"
}
]
},
"effective_n_method": {
"maxLength": 2000,
"type": "string"
},
"expected_max_sharpe_null": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"family_verdict": {
"enum": [
"survives",
"deflated_out"
],
"type": "string"
},
"global_family_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"killed_by": {
"items": {
"enum": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "string"
},
"maxItems": 2,
"type": "array"
},
"kurtosis": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"mean_correlation": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
]
},
"n_hat_ledger": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"n_observations": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_trials": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_trials_effective": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"note": {
"maxLength": 2000,
"type": "string"
},
"overlap_warning": {
"type": "boolean"
},
"psr_vs_zero": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"sharpe_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"sketch_note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"sketch_retained": {
"type": "boolean"
},
"skew": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"thresholds": {
"$ref": "#/$defs/FamilyThresholds"
},
"variance_of_sharpe": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"variants_in_call": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"status",
"sharpe_per_obs",
"n_observations",
"skew",
"kurtosis",
"n_trials",
"variance_of_sharpe",
"expected_max_sharpe_null",
"psr_vs_zero",
"dsr",
"cumulative_n",
"global_family_n",
"variants_in_call",
"n_trials_effective",
"n_hat_ledger",
"effective_n_method",
"mean_correlation",
"overlap_warning",
"thresholds",
"killed_by",
"family_verdict",
"sketch_retained",
"eb_shrinkage",
"break_even_n",
"dsr_attribution",
"note"
],
"type": "object"
},
"FamilyNotComputed": {
"additionalProperties": false,
"properties": {
"reason": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "not_computed",
"type": "string"
}
},
"required": [
"status",
"reason"
],
"type": "object"
},
"FamilyThresholds": {
"additionalProperties": false,
"properties": {
"evt_dsr": {
"$ref": "#/$defs/EvtDsrThreshold"
},
"harvey_liu_bh": {
"$ref": "#/$defs/HarveyLiuThreshold"
}
},
"required": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "object"
},
"HarveyLiuThreshold": {
"additionalProperties": false,
"properties": {
"alpha": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"p_adjusted": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"p_single": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"survives": {
"type": "boolean"
}
},
"required": [
"p_single",
"p_adjusted",
"alpha",
"survives"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"TrialLedgerRecord": {
"additionalProperties": false,
"properties": {
"cumulative_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"family_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"recorded": {
"type": "boolean"
},
"spec_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"recorded",
"spec_hash",
"family_id",
"cumulative_n",
"disclaimer"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"charged_variants": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"declined_variants": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"n_variants": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"note": {
"maxLength": 2000,
"type": "string"
},
"schema": {
"const": "batch.v1",
"type": "string"
},
"summary": {
"$ref": "#/$defs/BatchSummary"
},
"variants": {
"items": {
"anyOf": [
{
"$ref": "#/$defs/BatchSuccessVariant"
},
{
"$ref": "#/$defs/BatchRefundedVariant"
},
{
"$ref": "#/$defs/BatchDeclinedVariant"
},
{
"$ref": "#/$defs/BatchInvalidVariant"
}
]
},
"maxItems": 10000,
"type": "array"
}
},
"required": [
"_meta",
"schema",
"n_variants",
"charged_variants",
"declined_variants",
"variants",
"summary",
"note",
"disclaimer"
],
"type": "object",
"x-relations": [
"n_variants == len(variants)",
"variants[*].index values are unique and equal range(n_variants)",
"charged_variants == count(success variants)",
"declined_variants == count(declined variants)",
"summary.invalid == count(invalid or refunded variants)",
"summary category counts match variant outcomes"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want to inspect AlphaAssay's current public\ncalibration state for free rather than trust marketing. Calibration v0 is\na population/status disclosure, not an outcome score or track record.\n\nSelf-calibration of the validator's mature pre-registration population:\nthe published contract exposes a bucketed evaluated-registration counter,\nan explicit forward-outcomes status of accumulating, and\nhonesty=insufficient_history until a separate mature-outcome metric exists.\nIt does not score historical audit, shape, or forensics results as forward\npredictions. A fresh verified\nsnapshot is signed with the platform key; missing, expired or invalid\nevidence fails closed as signed=false and stale=true with a reason code.\nIt is population and status evidence only, not a performance claim.\nNOT financial advice. Price: free.",
"inputSchema": {
"additionalProperties": false,
"properties": {},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_calibration",
"outputSchema": {
"$defs": {
"CalibrationForwardOutcomes": {
"additionalProperties": false,
"properties": {
"note": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "accumulating",
"type": "string"
}
},
"required": [
"status",
"note"
],
"type": "object"
},
"CalibrationRegistrations": {
"additionalProperties": false,
"properties": {
"disclosure": {
"const": "bucketed",
"type": "string"
},
"evaluated": {
"enum": [
"<25",
"25-99",
"100-499",
"500+"
],
"type": "string"
}
},
"required": [
"disclosure",
"evaluated"
],
"type": "object"
},
"CalibrationScope": {
"additionalProperties": false,
"properties": {
"maturity": {
"maxLength": 2000,
"type": "string"
},
"measures": {
"maxLength": 2000,
"type": "string"
},
"not_measured": {
"maxLength": 2000,
"type": "string"
},
"separate_from": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"measures",
"not_measured",
"separate_from",
"maturity"
],
"type": "object"
},
"CalibrationSnapshotPayload": {
"additionalProperties": false,
"properties": {
"artifact_type": {
"const": "alphaassay.calibration_snapshot",
"type": "string"
},
"calibration_data_digest": {
"maxLength": 64,
"minLength": 64,
"pattern": "^[a-f0-9]{64}$",
"type": "string"
},
"canonicalization": {
"const": "json-sort-keys-ascii-nospace-nfc-float12",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_digest": {
"maxLength": 64,
"minLength": 64,
"pattern": "^[a-f0-9]{64}$",
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"expires_at": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"generated_at": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"key_id": {
"maxLength": 20,
"minLength": 20,
"pattern": "^key_[a-f0-9]{16}$",
"type": "string"
},
"key_purpose": {
"const": "calibration_snapshot",
"type": "string"
},
"public_calibration": {
"$ref": "#/$defs/PublicCalibration"
},
"runtime_schema_digest": {
"maxLength": 64,
"minLength": 64,
"pattern": "^[a-f0-9]{64}$",
"type": "string"
},
"schema_version": {
"const": "cal1",
"type": "string"
},
"spki_sha256": {
"maxLength": 64,
"minLength": 64,
"pattern": "^[a-f0-9]{64}$",
"type": "string"
}
},
"required": [
"artifact_type",
"schema_version",
"canonicalization",
"key_purpose",
"key_id",
"spki_sha256",
"generated_at",
"expires_at",
"engine_version",
"engine_digest",
"runtime_schema_digest",
"calibration_data_digest",
"public_calibration",
"disclaimer"
],
"type": "object"
},
"EmptyObject": {
"additionalProperties": false,
"description": "An explicitly empty, closed object.",
"properties": {},
"type": "object"
},
"PublicCalibration": {
"additionalProperties": false,
"properties": {
"counts_disclosure": {
"maxLength": 2000,
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"forward_outcomes": {
"$ref": "#/$defs/CalibrationForwardOutcomes"
},
"honesty": {
"const": "insufficient_history",
"type": "string"
},
"registrations": {
"$ref": "#/$defs/CalibrationRegistrations"
},
"scope": {
"$ref": "#/$defs/CalibrationScope"
}
},
"required": [
"registrations",
"forward_outcomes",
"honesty",
"scope",
"disclaimer",
"counts_disclosure"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"signed": {
"const": true
}
},
"required": [
"signed"
]
},
"then": {
"not": {
"anyOf": [
{
"required": [
"trust_reason_code"
]
}
]
},
"properties": {
"canonicalization": {
"const": "json-sort-keys-ascii-nospace-nfc-float12"
},
"public_key_fingerprint": {
"not": {
"type": "null"
}
},
"public_key_id": {
"not": {
"type": "null"
}
},
"reason": {
"const": "valid"
},
"reason_code": {
"const": "valid"
},
"signature_alg": {
"const": "Ed25519"
},
"signature_b64": {
"not": {
"type": "null"
}
},
"stale": {
"const": false
}
},
"required": [
"signature_b64",
"public_key_id",
"public_key_fingerprint",
"signature_alg",
"canonicalization"
]
}
},
{
"if": {
"properties": {
"signed": {
"const": false
}
},
"required": [
"signed"
]
},
"then": {
"not": {
"anyOf": [
{
"required": [
"signature_b64"
]
},
{
"required": [
"public_key_id"
]
},
{
"required": [
"public_key_fingerprint"
]
},
{
"required": [
"signature_alg"
]
},
{
"required": [
"canonicalization"
]
}
]
},
"properties": {
"stale": {
"const": true
}
}
}
},
{
"if": {
"properties": {
"signed": {
"const": true
}
},
"required": [
"signed"
]
},
"then": {
"properties": {
"calibration": {
"$ref": "#/$defs/CalibrationSnapshotPayload"
}
}
}
},
{
"if": {
"properties": {
"signed": {
"const": false
}
},
"required": [
"signed"
]
},
"then": {
"properties": {
"calibration": {
"$ref": "#/$defs/EmptyObject"
}
}
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"calibration": {
"anyOf": [
{
"$ref": "#/$defs/EmptyObject"
},
{
"$ref": "#/$defs/CalibrationSnapshotPayload"
}
]
},
"canonicalization": {
"anyOf": [
{
"const": "json-sort-keys-ascii-nospace-nfc-float12",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"public_key_fingerprint": {
"anyOf": [
{
"maxLength": 64,
"minLength": 64,
"pattern": "^[a-f0-9]{64}$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"public_key_id": {
"anyOf": [
{
"maxLength": 20,
"minLength": 20,
"pattern": "^key_[a-f0-9]{16}$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"reason": {
"maxLength": 2000,
"type": "string"
},
"reason_code": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"signature_alg": {
"anyOf": [
{
"const": "Ed25519",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"signature_b64": {
"anyOf": [
{
"maxLength": 88,
"minLength": 88,
"pattern": "^[A-Za-z0-9+/]{85}[AQgw]==$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"signed": {
"type": "boolean"
},
"stale": {
"type": "boolean"
},
"trust_reason_code": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"_meta",
"calibration",
"signed",
"stale",
"reason",
"reason_code"
],
"type": "object",
"x-relations": [
"calibration.key_id == public_key_id when signed is true",
"calibration.spki_sha256 == public_key_fingerprint when signed is true",
"generated_at and expires_at are real UTC RFC3339 seconds and 0 < expires_at - generated_at <= 168 hours when signed is true"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when someone hands you a signed AlphaAssay certificate and\nyou want to verify both its Ed25519 signature and current platform trust.\nA verification tool, not buy/sell advice.\nVerify a signed AlphaAssay certificate against externally rooted public trust.\n\nThis hosted verifier evaluates full platform trust. The caller PEM is key\nevidence, never a trust root. A full valid result additionally requires\nthe service's externally pinned signed keyring, complete revocation-head\nhistory, retained certificate-purpose key and no matching revocation.\nalphaassay-verify signature-only checks raw cryptographic evidence offline;\nfull offline trust also requires the signed trust bundle and independent\nroot/checkpoint pins. Price: free.",
"inputSchema": {
"$defs": {
"JsonValue": {
"anyOf": [
{
"type": "boolean"
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"maxLength": 262144,
"type": "string",
"x-maxUtf8Bytes": 262144
},
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"x-maxDepth": 16,
"x-maxNodes": 10000
}
},
"additionalProperties": false,
"properties": {
"certificate": {
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"description": "The separately issued signed certificate/document object to verify against current platform trust.",
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
"public_key_pem": {
"description": "Caller-supplied signer-key evidence in PEM form; it is not a platform trust root.",
"maxLength": 16384,
"type": "string"
},
"signature_b64": {
"description": "Its base64 Ed25519 signature.",
"maxLength": 512,
"type": "string"
}
},
"required": [
"certificate",
"signature_b64",
"public_key_pem"
],
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_certificate_verify",
"outputSchema": {
"$defs": {
"CertificateRevocation": {
"additionalProperties": false,
"properties": {
"entry_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"legacy_line_hash": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"match_value": {
"maxLength": 2000,
"type": "string"
},
"predecessor_entry_hash": {
"maxLength": 2000,
"type": "string"
},
"reason": {
"maxLength": 2000,
"type": "string"
},
"revoked_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"scope": {
"enum": [
"certificate_id",
"engine_version",
"key_id"
],
"type": "string"
},
"sequence": {
"maximum": 9223372036854776000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"sequence",
"scope",
"match_value",
"reason",
"revoked_at",
"predecessor_entry_hash",
"legacy_line_hash",
"entry_hash"
],
"type": "object"
},
"JsonValue": {
"anyOf": [
{
"type": "boolean"
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"maxLength": 262144,
"type": "string",
"x-maxUtf8Bytes": 262144
},
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"x-maxDepth": 16,
"x-maxNodes": 10000
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"status": {
"const": "valid"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"chain_valid": {
"const": true
},
"public_key_fingerprint": {
"not": {
"type": "null"
}
},
"public_key_id": {
"not": {
"type": "null"
}
},
"reason": {
"const": "valid"
},
"reason_code": {
"const": "valid"
},
"revocation_chain_valid": {
"const": true
},
"revocations": {
"type": "null"
},
"revoked": {
"const": false
},
"signature_valid": {
"const": true
},
"trust_head_hash": {
"not": {
"type": "null"
}
},
"trust_head_sequence": {
"not": {
"type": "null"
}
},
"valid": {
"const": true
}
},
"required": [
"public_key_id",
"public_key_fingerprint",
"trust_head_hash",
"trust_head_sequence"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "valid_but_revoked"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"chain_valid": {
"const": true
},
"public_key_fingerprint": {
"not": {
"type": "null"
}
},
"public_key_id": {
"not": {
"type": "null"
}
},
"reason": {
"const": "signature is valid but certificate is revoked"
},
"reason_code": {
"const": "certificate_revoked"
},
"revocation_chain_valid": {
"const": true
},
"revocations": {
"not": {
"type": "null"
}
},
"revoked": {
"const": true
},
"signature_valid": {
"const": true
},
"trust_head_hash": {
"not": {
"type": "null"
}
},
"trust_head_sequence": {
"not": {
"type": "null"
}
},
"valid": {
"const": false
}
},
"required": [
"public_key_id",
"public_key_fingerprint",
"trust_head_hash",
"trust_head_sequence",
"revocations"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "invalid"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"valid": {
"const": false
}
}
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"certificate_id": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"chain_valid": {
"type": "boolean"
},
"public_key_fingerprint": {
"anyOf": [
{
"maxLength": 64,
"minLength": 64,
"pattern": "^[a-f0-9]{64}$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"public_key_id": {
"anyOf": [
{
"maxLength": 20,
"minLength": 20,
"pattern": "^key_[a-f0-9]{16}$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"reason": {
"maxLength": 2000,
"type": "string"
},
"reason_code": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"revocation_chain_valid": {
"type": "boolean"
},
"revocations": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/CertificateRevocation"
},
"maxItems": 10000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"revoked": {
"type": "boolean"
},
"signature_valid": {
"type": "boolean"
},
"status": {
"enum": [
"invalid",
"valid",
"valid_but_revoked"
],
"type": "string"
},
"trust_head_hash": {
"anyOf": [
{
"maxLength": 64,
"minLength": 64,
"pattern": "^[a-f0-9]{64}$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"trust_head_sequence": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"valid": {
"type": "boolean"
}
},
"required": [
"_meta",
"valid",
"signature_valid",
"chain_valid",
"revocation_chain_valid",
"revoked",
"status",
"reason",
"reason_code"
],
"type": "object",
"x-relations": [
"revocations[*].sequence values are strictly increasing and unique",
"max(revocations[*].sequence) <= trust_head_sequence when trust_head_sequence is present"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when your model emits prediction intervals or confidence\nbands and you want to audit whether realised outcomes actually fall\ninside them at the claimed coverage -- a calibration audit, not advice.\nDoes your model's confidence label survive contact with outcomes?\nCoverage audit over prediction intervals -- confidence claims are the\nthird claim type after return claims and risk forecasts.\n\nSubmit the prediction intervals your ML model produced (lower and upper\nbounds, one pair per point), the realised outcomes, and the coverage\nthe model claims (e.g. 0.9). The miss count is graded against the EXACT\ndistribution that claim implies: binomial for a pointwise claim, or --\nwhen you disclose the split-conformal calibration_size -- the\nbeta-binomial the split-conformal guarantee actually promises (Vovk\n2012: realised coverage is Beta-distributed around the claim), so a\nCORRECT procedure with a small calibration set is never punished for\nits honest variance. Zones reuse the same traffic-light boundaries as\nthe VaR cell (green below cumulative probability 0.95, yellow to\n0.9999, red above); red earns the named demote\nCONFORMAL_COVERAGE_SHORTFALL. Efficiency is disclosed, never assumed:\nintervals wider than the whole observed outcome range flag the advisory\nconformal_intervals_uninformative (coverage bought by construction),\nover-conservative intervals flag conformal_overcovered -- advisories,\nnever kills, demote-only throughout. Code-computed end to end,\nfail-closed on malformed, inverted, undersized or oversized input.\nReferences: Vovk/Gammerman/Shafer 2005; Lei et al., JASA 2018. NOT\nfinancial advice; no order path.\nPrice: per check; see https://api.alphaassay.com/v1/meta/pricing\n(api_key required -- account setup at\nhttps://api.alphaassay.com/account).",
"inputSchema": {
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"calibration_size": {
"anyOf": [
{
"maximum": 100000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null,
"description": "Optional size of the calibration set used to build the intervals; enables the exact beta-binomial (small-sample-fair) grading."
},
"claimed_coverage": {
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"default": 0.9,
"description": "The coverage level you claim, e.g. 0.9 for 90% prediction intervals.",
"ge": 0.5,
"le": 0.999
},
"intervals_lower": {
"description": "Lower bounds of your prediction intervals, per point.",
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
"intervals_upper": {
"description": "Upper bounds of your prediction intervals, per point.",
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
"outcomes": {
"description": "Realised outcomes each interval was meant to cover.",
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
}
},
"required": [
"intervals_lower",
"intervals_upper",
"outcomes"
],
"type": "object",
"x-maxBodyBytes": 5242880,
"x-relations": [
"len(intervals_lower) == len(intervals_upper) == len(outcomes)",
"intervals_lower[i] <= intervals_upper[i]",
"ceil((calibration_size + 1) * claimed_coverage) <= calibration_size when present"
]
},
"name": "assay_conformal",
"outputSchema": {
"$defs": {
"ConformalEfficiency": {
"additionalProperties": false,
"properties": {
"degenerate_share": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"mean_width": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"median_width": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"outcome_range": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"uninformative_at_ratio": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"width_to_range_ratio": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"mean_width",
"median_width",
"degenerate_share",
"outcome_range",
"width_to_range_ratio",
"uninformative_at_ratio"
],
"type": "object"
},
"ConformalHalves": {
"additionalProperties": false,
"properties": {
"coverage_first_half": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"coverage_second_half": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"coverage_first_half",
"coverage_second_half"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"TrafficLightZone": {
"additionalProperties": false,
"properties": {
"cumulative_prob": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"zone": {
"enum": [
"green",
"yellow",
"red"
],
"type": "string"
},
"zone_thresholds": {
"$ref": "#/$defs/ZoneThresholds"
}
},
"required": [
"zone",
"cumulative_prob",
"zone_thresholds"
],
"type": "object"
},
"ZoneThresholds": {
"additionalProperties": false,
"properties": {
"red_at_cumulative_prob": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"yellow_at_cumulative_prob": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"yellow_at_cumulative_prob",
"red_at_cumulative_prob"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"status": {
"const": "computed"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"distribution": {
"not": {
"type": "null"
}
},
"efficiency": {
"not": {
"type": "null"
}
},
"empirical_coverage": {
"not": {
"type": "null"
}
},
"halves": {
"not": {
"type": "null"
}
},
"hits": {
"not": {
"type": "null"
}
},
"interpretation": {
"not": {
"type": "null"
}
},
"misses": {
"not": {
"type": "null"
}
},
"n": {
"not": {
"type": "null"
}
},
"reason": {
"type": "null"
},
"zone": {
"not": {
"type": "null"
}
}
},
"required": [
"n",
"hits",
"misses",
"empirical_coverage",
"distribution",
"zone",
"efficiency",
"halves",
"interpretation"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "blocked"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"distribution": {
"type": "null"
},
"efficiency": {
"type": "null"
},
"empirical_coverage": {
"type": "null"
},
"halves": {
"type": "null"
},
"hits": {
"type": "null"
},
"interpretation": {
"type": "null"
},
"misses": {
"type": "null"
},
"reason": {
"not": {
"type": "null"
}
},
"zone": {
"type": "null"
}
},
"required": [
"reason"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "computed"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"n": {
"minimum": 1
}
}
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"advisories": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"calibration_size": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"claimed_coverage": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"distribution": {
"anyOf": [
{
"enum": [
"binomial",
"beta_binomial"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"efficiency": {
"anyOf": [
{
"$ref": "#/$defs/ConformalEfficiency"
},
{
"type": "null"
}
],
"default": null
},
"empirical_coverage": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"halves": {
"anyOf": [
{
"$ref": "#/$defs/ConformalHalves"
},
{
"type": "null"
}
],
"default": null
},
"hits": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"interpretation": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"k_order_statistic": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"method": {
"const": "split_conformal_coverage_audit",
"type": "string"
},
"misses": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"schema": {
"const": "conformal.v1",
"type": "string"
},
"status": {
"enum": [
"blocked",
"computed"
],
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"insufficient_evidence"
],
"type": "string"
},
"zone": {
"anyOf": [
{
"$ref": "#/$defs/TrafficLightZone"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"_meta",
"schema",
"method",
"status",
"verdict",
"n",
"claimed_coverage",
"died_at",
"died_at_plain",
"failure_codes",
"advisories"
],
"type": "object",
"x-relations": [
"hits + misses == n when status == computed",
"empirical_coverage ~= hits / n when status == computed",
"k_order_statistic <= calibration_size when both are present"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you have a return history and want the full\ncombinatorial purged cross-validation (CPCV) distribution -- not one\nwalk-forward number -- to see how path-dependent the edge really is.\nThe FULL combinatorial purged CV distribution over your return\nhistory -- not one number, the whole picture.\n\nThe gauntlet's cpcv stage answers a single question; this tool hands\nover everything behind it: the annualized Sharpe of EVERY purged\ncombinatorial half-partition of your history as quantiles (worst,\np05..p95, best) and a histogram, the number of recoverable full\nbacktest paths (phi = C(N, N/2) * (N/2) / N, Bailey/Lopez de Prado),\npurge/embargo accounting, and the documented demote line: fewer than\n60% of partitions with a positive Sharpe = cpcv_unstable\n(Arian/Norouzi/Seco, Knowledge-Based Systems 305, 2024 --\ncombinatorial purged CV dominates walk-forward at false-discovery\nprevention). Send a net-return series directly, OR a DSL spec +\ncandles (the series is computed with the same primitives the\ngauntlet uses). Exhaustive enumeration with no RNG and nothing to seed;\nfail-closed on every structural shortfall. Demote-only: a pass\nmeans this one attack did not bite, never an endorsement. No ledger\nwrite. NOT financial advice. Price: per check; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key required -- account\nsetup at https://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"ConstNode": {
"additionalProperties": false,
"properties": {
"const": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"const"
],
"type": "object"
},
"IndicatorNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"indicator": {
"const": "price"
},
"window": {
"type": "null"
}
},
"required": [
"indicator"
]
},
{
"properties": {
"indicator": {
"const": "atr"
},
"source": {
"type": "null"
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"const": "zscore"
},
"window": {
"minimum": 2,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"roc"
]
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
}
],
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"atr",
"roc",
"zscore",
"price"
],
"type": "string"
},
"source": {
"anyOf": [
{
"enum": [
"open",
"high",
"low",
"close",
"volume"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"window": {
"anyOf": [
{
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"indicator"
],
"type": "object"
},
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
},
"SignalNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt"
]
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"enum": [
"and",
"or"
]
},
"right": {
"$ref": "#/$defs/SignalNode"
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"const": "not"
},
"right": {
"type": "null"
}
},
"required": [
"op",
"left"
]
}
],
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt",
"and",
"or",
"not"
],
"type": "string"
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"op",
"left"
],
"type": "object"
},
"StrategyPosition": {
"additionalProperties": false,
"properties": {
"else": {
"const": "flat",
"type": "string"
},
"on_signal": {
"const": "long",
"type": "string"
}
},
"required": [
"on_signal",
"else"
],
"type": "object"
},
"StrategySpec": {
"additionalProperties": false,
"properties": {
"asset_universe": {
"items": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"maxItems": 50,
"minItems": 1,
"type": "array",
"uniqueItems": true
},
"bar_interval": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"dsl_version": {
"const": "1",
"type": "string"
},
"entry_lag_bars": {
"default": 1,
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"position": {
"anyOf": [
{
"$ref": "#/$defs/StrategyPosition"
},
{
"type": "null"
}
],
"default": null
},
"signal": {
"$ref": "#/$defs/SignalNode",
"x-maxDepth": 16
},
"target": {
"$ref": "#/$defs/StrategyTarget"
}
},
"required": [
"dsl_version",
"asset_universe",
"bar_interval",
"target",
"signal"
],
"type": "object"
},
"StrategyTarget": {
"additionalProperties": false,
"properties": {
"horizon_bars": {
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"kind": {
"const": "forward_return",
"type": "string"
}
},
"required": [
"kind",
"horizon_bars"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"embargo": {
"default": 0,
"description": "Embargo bars after each test block.",
"maximum": 100000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10,
"description": "Round-trip cost in bps/side."
},
"n_groups": {
"default": 8,
"description": "Number of combinatorial purged CV groups (even).",
"maximum": 16,
"minimum": 2,
"multipleOf": 2,
"type": "integer",
"x-strictJsonInteger": true
},
"ohlcv_by_symbol": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Candles per symbol when a spec is supplied."
},
"periods_per_year": {
"anyOf": [
{
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"gt": 0,
"le": 1000000
},
{
"type": "null"
}
],
"default": null,
"description": "Annualisation factor for the reported Sharpes."
},
"purge": {
"default": 1,
"description": "Bars purged around each test block to stop leakage.",
"maximum": 100000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"returns": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "Per-period returns of the strategy to cross-validate."
},
"spec": {
"anyOf": [
{
"$ref": "#/$defs/StrategySpec"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional DSL spec if you want CPCV to recompute from rules."
}
},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_cpcv",
"outputSchema": {
"$defs": {
"CpcvDistribution": {
"additionalProperties": false,
"properties": {
"best": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"p05": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"p25": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"p50": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"p75": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"p95": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"worst": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"worst",
"p05",
"p25",
"p50",
"p75",
"p95",
"best"
],
"type": "object"
},
"CpcvHistogramBin": {
"additionalProperties": false,
"properties": {
"count": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"from": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"to": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"from",
"to",
"count"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"status": {
"const": "computed"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"distribution": {
"not": {
"type": "null"
}
},
"histogram": {
"not": {
"type": "null"
}
},
"interpretation": {
"not": {
"type": "null"
}
},
"n_backtest_paths": {
"not": {
"type": "null"
}
},
"n_bars": {
"not": {
"type": "null"
}
},
"n_blocked_combinations": {
"not": {
"type": "null"
}
},
"n_combinations": {
"not": {
"type": "null"
}
},
"periods_per_year": {
"not": {
"type": "null"
}
},
"purged_bars_total": {
"not": {
"type": "null"
}
},
"reason": {
"type": "null"
}
},
"required": [
"periods_per_year",
"n_bars",
"n_combinations",
"n_blocked_combinations",
"n_backtest_paths",
"purged_bars_total",
"distribution",
"histogram",
"interpretation"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "insufficient"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"distribution": {
"type": "null"
},
"histogram": {
"type": "null"
},
"interpretation": {
"type": "null"
},
"n_backtest_paths": {
"type": "null"
},
"n_blocked_combinations": {
"type": "null"
},
"purged_bars_total": {
"type": "null"
},
"reason": {
"not": {
"type": "null"
}
},
"share_positive": {
"type": "null"
}
},
"required": [
"reason"
]
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"distribution": {
"anyOf": [
{
"$ref": "#/$defs/CpcvDistribution"
},
{
"type": "null"
}
]
},
"embargo": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"histogram": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/CpcvHistogramBin"
},
"maxItems": 10000,
"type": "array"
},
{
"type": "null"
}
]
},
"input_mode": {
"anyOf": [
{
"enum": [
"returns_series",
"spec_and_candles"
],
"type": "string"
},
{
"type": "null"
}
]
},
"interpretation": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"min_share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"n_backtest_paths": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_blocked_combinations": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_combinations": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_groups": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"periods_per_year": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"purge": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"purged_bars_total": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"schema": {
"const": "cpcv.v1",
"type": "string"
},
"share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"status": {
"enum": [
"insufficient",
"computed"
],
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"_meta",
"schema",
"status",
"verdict",
"input_mode",
"n_groups",
"purge",
"embargo",
"min_share_positive",
"share_positive",
"distribution",
"histogram",
"disclaimer",
"died_at",
"died_at_plain",
"failure_codes"
],
"type": "object",
"x-relations": [
"n_blocked_combinations <= n_combinations when status == computed",
"sum(histogram[*].count) == n_combinations when status == computed"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want to see AlphaAssay's exact verdict envelope --\nschema, findings, leakage taxonomy -- on a built-in example before\nspending a check. A methodology audit; no buy/sell advice.\nFree demo verdict -- see AlphaAssay's full output shape in one call.\n\nRuns the real fail-closed validator over a built-in 40-trade example and\nreturns the complete verdict envelope (verdict, qualitative findings,\nleakage taxonomy, provenance hashes) plus the machine-readable\nremediation explanation -- and a free synthetic-null preview: three\nseeded no-edge worlds (Heston stochastic volatility, Merton jump\ndiffusion, symmetric drift bursts) showing the process-placebo\nmachinery the paid falsify battery attacks your strategy with. No\nauth, no payment, no input needed. Use this first to understand the\nschema before submitting your own strategy with assay_signal.\nPrice: free.",
"inputSchema": {
"additionalProperties": false,
"properties": {},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_demo",
"outputSchema": {
"$defs": {
"BenchmarkComputed": {
"additionalProperties": false,
"properties": {
"alpha_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"alpha_pvalue": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"alpha_significant": {
"type": "boolean"
},
"alpha_tstat": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"beta": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"correlation": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
}
]
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"n_observations": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"status": {
"const": "computed",
"type": "string"
},
"tracking_error_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"status",
"n_observations",
"beta",
"alpha_per_obs",
"alpha_tstat",
"alpha_pvalue",
"alpha_significant",
"correlation",
"tracking_error_per_obs",
"failure_codes"
],
"type": "object"
},
"BenchmarkUnavailable": {
"additionalProperties": false,
"properties": {
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"status": {
"enum": [
"benchmark_not_supplied",
"invalid_benchmark"
],
"type": "string"
}
},
"required": [
"status",
"note",
"failure_codes"
],
"type": "object"
},
"BinomialEvidence": {
"additionalProperties": false,
"properties": {
"n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"pvalue": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"significant": {
"type": "boolean"
},
"wins": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"wins",
"n",
"pvalue",
"significant"
],
"type": "object"
},
"CapacityEvidence": {
"additionalProperties": false,
"properties": {
"break_even_aum_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"break_even_binding_symbol": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
]
},
"capacity_ceiling_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"cost_model_uncertainty": {
"$ref": "#/$defs/CostModelUncertainty"
},
"mean_gross_return_pct_per_trade": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"model_range_exceeded": {
"type": "boolean"
}
},
"required": [
"capacity_ceiling_usd",
"break_even_aum_usd",
"break_even_binding_symbol",
"model_range_exceeded",
"cost_model_uncertainty",
"mean_gross_return_pct_per_trade"
],
"type": "object"
},
"CapacityStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/CapacityEvidence"
},
{
"$ref": "#/$defs/EmptyObject"
}
]
},
"stage": {
"const": "capacity",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"ConcentrationEvidence": {
"additionalProperties": false,
"properties": {
"n_top_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"rest_net_return_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"top_1pct_share": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"warn_share_threshold": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"top_1pct_share",
"n_top_bars",
"rest_net_return_total_pct",
"warn_share_threshold"
],
"type": "object"
},
"ConcentrationStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/ConcentrationEvidence"
},
"stage": {
"const": "concentration",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"warn",
"info"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"ConfidenceInterval": {
"additionalProperties": false,
"properties": {
"contains_zero": {
"type": "boolean"
},
"hi": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"lo": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"n_resamples": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"lo",
"hi",
"contains_zero",
"n_resamples"
],
"type": "object"
},
"CostModelUncertainty": {
"additionalProperties": false,
"properties": {
"ceiling_by_exponent": {
"$ref": "#/$defs/NullableNumberMap"
},
"exponent_band": {
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 10000,
"type": "array"
},
"worst_case_ceiling_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"exponent_band",
"ceiling_by_exponent",
"worst_case_ceiling_usd"
],
"type": "object"
},
"CpcvComputedEvidence": {
"additionalProperties": false,
"properties": {
"median_combination_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"min_share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"n_combinations": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"purge": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"worst_combination_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"share_positive",
"min_share_positive",
"median_combination_sharpe_annualized",
"worst_combination_sharpe_annualized",
"n_combinations",
"purge"
],
"type": "object"
},
"CpcvStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/CpcvComputedEvidence"
},
{
"$ref": "#/$defs/InsufficientStageEvidence"
}
]
},
"stage": {
"const": "cpcv",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"EmptyObject": {
"additionalProperties": false,
"description": "An explicitly empty, closed object.",
"properties": {},
"type": "object"
},
"Explanation": {
"additionalProperties": false,
"properties": {
"agent_action": {
"enum": [
"continue_due_diligence",
"require_additional_validation",
"gather_more_evidence",
"reject_current_evidence",
"owner_data_decision_required"
],
"type": "string"
},
"blocking_findings": {
"items": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"explanations": {
"items": {
"$ref": "#/$defs/ExplanationFinding"
},
"maxItems": 10000,
"type": "array"
},
"leakage_taxonomy": {
"$ref": "#/$defs/LeakageTaxonomy"
},
"next_actions": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"provenance_attestation": {
"$ref": "#/$defs/ExplanationProvenance"
},
"research_only": {
"const": true,
"type": "boolean"
},
"schema_version": {
"const": "0",
"type": "string"
},
"summary": {
"maxLength": 2000,
"type": "string"
},
"tool": {
"const": "explain_backtest_failure",
"type": "string"
},
"tool_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"conditional",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"schema_version",
"research_only",
"tool",
"tool_version",
"verdict",
"agent_action",
"summary",
"provenance_attestation",
"leakage_taxonomy",
"blocking_findings",
"explanations",
"next_actions"
],
"type": "object"
},
"ExplanationFinding": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence_to_lift": {
"maxLength": 2000,
"type": "string"
},
"failure_class": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"severity": {
"enum": [
"hard_fail",
"cap_verdict",
"major_penalty",
"minor_penalty",
"trust_gate"
],
"type": "string"
},
"what_it_means": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"failure_class",
"severity",
"detail",
"what_it_means",
"evidence_to_lift"
],
"type": "object"
},
"ExplanationProvenance": {
"additionalProperties": false,
"properties": {
"check_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"evidence_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"generated_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"inputs_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"schema_ref": {
"maxLength": 2000,
"type": "string"
},
"schema_version": {
"const": "0",
"type": "string"
},
"source_tool": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"source_tool_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"source_tool",
"source_tool_version",
"schema_ref",
"schema_version",
"inputs_hash",
"request_hash",
"generated_at",
"evidence_refs",
"check_refs"
],
"type": "object"
},
"FamilyDeflationEvidence": {
"additionalProperties": false,
"properties": {
"cumulative_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"dsr": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"effective_n_method": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"family_verdict": {
"anyOf": [
{
"enum": [
"survives",
"deflated_out"
],
"type": "string"
},
{
"type": "null"
}
]
},
"killed_by": {
"anyOf": [
{
"items": {
"enum": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "string"
},
"maxItems": 2,
"type": "array"
},
{
"type": "null"
}
]
},
"n_trials_effective": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"variants_in_call": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
}
},
"required": [
"dsr",
"cumulative_n",
"n_trials_effective",
"variants_in_call",
"family_verdict",
"effective_n_method",
"killed_by"
],
"type": "object"
},
"FamilyDeflationStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/FamilyDeflationEvidence"
},
"stage": {
"const": "family_deflation",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"FundingEdgeStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/FundingEvidence"
},
{
"$ref": "#/$defs/EmptyObject"
}
]
},
"stage": {
"const": "funding_edge",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"warn",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"FundingEvidence": {
"additionalProperties": false,
"properties": {
"detected_interval_hours": {
"$ref": "#/$defs/NullableNumberMap"
},
"flags": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"funding_pnl_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"funding_share_of_net": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"n_funding_events_charged": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"net_return_after_funding_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"price_net_return_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"rate_convention": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"funding_pnl_total_pct",
"price_net_return_total_pct",
"net_return_after_funding_pct",
"funding_share_of_net",
"n_funding_events_charged",
"detected_interval_hours",
"rate_convention",
"flags"
],
"type": "object"
},
"GauntletBudget": {
"additionalProperties": false,
"properties": {
"break_even_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"cumulative_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"effective_n_method": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"family_threshold_sharpe_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"n_trials_effective": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"note": {
"maxLength": 2000,
"type": "string"
},
"sketch_note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"sketch_retained": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"cumulative_n",
"n_trials_effective",
"effective_n_method",
"break_even_n",
"family_threshold_sharpe_per_obs",
"note"
],
"type": "object"
},
"GraveyardPriorEvidence": {
"additionalProperties": false,
"properties": {
"family_published": {
"type": "boolean"
},
"prior_kill_rate": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"top_kill_reasons": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/KillReason"
},
"maxItems": 5,
"type": "array"
},
{
"type": "null"
}
]
}
},
"required": [
"family_published",
"prior_kill_rate",
"top_kill_reasons"
],
"type": "object"
},
"GraveyardPriorStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/GraveyardPriorEvidence"
},
"stage": {
"const": "graveyard_prior",
"type": "string"
},
"verdict": {
"const": "info",
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"HacEvidence": {
"additionalProperties": false,
"properties": {
"contains_zero": {
"type": "boolean"
},
"hi": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"lag": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"lo": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"method": {
"maxLength": 2000,
"type": "string"
},
"se_hac": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"se_naive": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"t_hac": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"variance_ratio": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"lo",
"hi",
"se_naive",
"se_hac",
"t_hac",
"variance_ratio",
"lag",
"contains_zero",
"method"
],
"type": "object"
},
"InsufficientStageEvidence": {
"additionalProperties": false,
"properties": {
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
}
},
"required": [
"reason"
],
"type": "object"
},
"KillReason": {
"additionalProperties": false,
"properties": {
"count": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"reason": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"reason",
"count"
],
"type": "object"
},
"LeakageAttribution": {
"additionalProperties": false,
"properties": {
"attributions": {
"items": {
"$ref": "#/$defs/LeakageAttributionEntry"
},
"maxItems": 10000,
"type": "array"
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"label": {
"enum": [
"clean",
"attributed"
],
"type": "string"
}
},
"required": [
"label",
"attributions",
"detail"
],
"type": "object"
},
"LeakageAttributionEntry": {
"additionalProperties": false,
"properties": {
"failure_class": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"leakage_class": {
"enum": [
"I",
"II",
"III"
],
"type": "string"
},
"severity": {
"enum": [
"hard_fail",
"cap_verdict",
"major_penalty",
"minor_penalty",
"trust_gate"
],
"type": "string"
},
"source": {
"enum": [
"finding",
"execution_attestation"
],
"type": "string"
}
},
"required": [
"leakage_class",
"failure_class",
"severity",
"source"
],
"type": "object"
},
"LeakageTaxonomy": {
"additionalProperties": false,
"properties": {
"classes": {
"items": {
"enum": [
"I",
"II",
"III"
],
"type": "string"
},
"maxItems": 3,
"type": "array"
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"label": {
"enum": [
"clean",
"class_I",
"class_II",
"class_III",
"multiple_leakage_classes"
],
"type": "string"
}
},
"required": [
"classes",
"label",
"detail"
],
"type": "object"
},
"NetEdgeEvidence": {
"additionalProperties": false,
"properties": {
"bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"net_return_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"net_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"trades": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"net_sharpe_annualized",
"net_return_total_pct",
"trades",
"bars"
],
"type": "object"
},
"NetEdgeStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/NetEdgeEvidence"
},
"stage": {
"const": "net_edge",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"NormalityEvidence": {
"additionalProperties": false,
"properties": {
"excess_kurtosis": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"normal_plausible": {
"type": "boolean"
},
"skew": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"skew",
"excess_kurtosis",
"normal_plausible"
],
"type": "object"
},
"NullableNumberMap": {
"additionalProperties": false,
"description": "Bounded runtime-keyed map of finite or unavailable numbers.",
"maxProperties": 256,
"patternProperties": {
"^\\S+$": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"propertyNames": {
"maxLength": 128,
"minLength": 1
},
"type": "object"
},
"PermutationEvidence": {
"additionalProperties": false,
"properties": {
"n_permutations": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"pvalue": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"pvalue"
],
"type": "object"
},
"PlaceboEvidence": {
"additionalProperties": false,
"properties": {
"basis": {
"const": "per_trade_gross",
"type": "string"
},
"chronology_percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"n_placebos_effective": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"real_trade_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"sign_shuffle_percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"percentile",
"n_placebos_effective",
"basis",
"sign_shuffle_percentile",
"chronology_percentile",
"real_trade_sharpe_annualized"
],
"type": "object"
},
"PlaceboStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/PlaceboEvidence"
},
"stage": {
"const": "placebo",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"warn",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"PowerHonestyEvidence": {
"additionalProperties": false,
"properties": {
"achieved_power": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"cohens_d": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"min_btl_obs": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"n_required_80": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"n_trials_effective": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"underpowered": {
"type": "boolean"
}
},
"required": [
"min_btl_obs",
"bars",
"n_trials_effective",
"achieved_power",
"cohens_d",
"n_required_80",
"underpowered"
],
"type": "object"
},
"PowerHonestyStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/PowerHonestyEvidence"
},
"stage": {
"const": "power_honesty",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"info"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"ReproducibilityReadiness": {
"additionalProperties": false,
"properties": {
"cap_reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"label": {
"maxLength": 2000,
"type": "string"
},
"missing": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"present": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"severity": {
"const": "trust_gate",
"type": "string"
},
"tier": {
"enum": [
"R0",
"R1",
"R2",
"R3"
],
"type": "string"
}
},
"required": [
"tier",
"label",
"severity",
"present",
"missing",
"cap_reason",
"detail"
],
"type": "object"
},
"SignificanceEvidence": {
"additionalProperties": false,
"properties": {
"advisories": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"binomial": {
"anyOf": [
{
"$ref": "#/$defs/BinomialEvidence"
},
{
"type": "null"
}
]
},
"bootstrap_ci": {
"anyOf": [
{
"$ref": "#/$defs/ConfidenceInterval"
},
{
"type": "null"
}
]
},
"flags": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"hac": {
"anyOf": [
{
"$ref": "#/$defs/HacEvidence"
},
{
"type": "null"
}
]
},
"normality": {
"anyOf": [
{
"$ref": "#/$defs/NormalityEvidence"
},
{
"type": "null"
}
]
},
"permutation": {
"anyOf": [
{
"$ref": "#/$defs/PermutationEvidence"
},
{
"type": "null"
}
]
},
"studentized_ci": {
"anyOf": [
{
"$ref": "#/$defs/StudentizedInterval"
},
{
"type": "null"
}
]
}
},
"required": [
"bootstrap_ci",
"studentized_ci",
"hac",
"permutation",
"binomial",
"normality",
"flags",
"advisories"
],
"type": "object"
},
"SignificanceStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/SignificanceEvidence"
},
"stage": {
"const": "significance",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"info",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"StudentizedInterval": {
"additionalProperties": false,
"properties": {
"contains_zero": {
"type": "boolean"
},
"hi": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"lo": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"method": {
"maxLength": 2000,
"type": "string"
},
"n_resamples": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"lo",
"hi",
"contains_zero",
"n_resamples",
"method"
],
"type": "object"
},
"SyntheticNullPreview": {
"additionalProperties": false,
"properties": {
"note": {
"maxLength": 2000,
"type": "string"
},
"paths": {
"items": {
"$ref": "#/$defs/SyntheticNullPreviewPath"
},
"maxItems": 3,
"type": "array"
}
},
"required": [
"paths",
"note"
],
"type": "object"
},
"SyntheticNullPreviewPath": {
"additionalProperties": false,
"properties": {
"family": {
"enum": [
"heston",
"merton_jump",
"drift_burst"
],
"type": "string"
},
"ground_truth": {
"const": "no_edge",
"type": "string"
},
"max_drawdown_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"n_bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"realized_vol_annualized_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"total_return_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"family",
"n_bars",
"total_return_pct",
"realized_vol_annualized_pct",
"max_drawdown_pct",
"ground_truth"
],
"type": "object"
},
"VerdictEnvelope": {
"additionalProperties": false,
"properties": {
"agent_action": {
"enum": [
"continue_due_diligence",
"require_additional_validation",
"gather_more_evidence",
"reject_current_evidence",
"owner_data_decision_required"
],
"type": "string"
},
"benchmark_overlap": {
"anyOf": [
{
"$ref": "#/$defs/BenchmarkUnavailable"
},
{
"$ref": "#/$defs/BenchmarkComputed"
},
{
"type": "null"
}
],
"default": null
},
"findings": {
"items": {
"$ref": "#/$defs/VerdictFinding"
},
"maxItems": 10000,
"type": "array"
},
"leakage_attribution": {
"anyOf": [
{
"$ref": "#/$defs/LeakageAttribution"
},
{
"type": "null"
}
],
"default": null
},
"leakage_taxonomy": {
"$ref": "#/$defs/LeakageTaxonomy"
},
"provenance": {
"$ref": "#/$defs/VerdictProvenance"
},
"reproducibility_readiness": {
"anyOf": [
{
"$ref": "#/$defs/ReproducibilityReadiness"
},
{
"type": "null"
}
],
"default": null
},
"reproducible": {
"type": "boolean"
},
"schema_version": {
"const": "0",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"conditional",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"schema_version",
"verdict",
"agent_action",
"findings",
"reproducible",
"leakage_taxonomy",
"provenance"
],
"type": "object"
},
"VerdictFinding": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"failure_class": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"severity": {
"enum": [
"hard_fail",
"cap_verdict",
"major_penalty",
"minor_penalty",
"trust_gate"
],
"type": "string"
}
},
"required": [
"failure_class",
"severity",
"detail"
],
"type": "object"
},
"VerdictProvenance": {
"additionalProperties": false,
"properties": {
"check_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"evidence_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"generated_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"inputs_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_hash": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"schema_ref": {
"maxLength": 2000,
"type": "string"
},
"schema_version": {
"const": "0",
"type": "string"
},
"tool": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tool_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"tool",
"tool_version",
"schema_ref",
"schema_version",
"inputs_hash",
"generated_at",
"evidence_refs",
"check_refs"
],
"type": "object"
},
"WalkForwardEvidence": {
"additionalProperties": false,
"properties": {
"generalization_ratio": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"is_oos_correlation": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
]
},
"n_folds": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"oos_median_sharpe_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"oos_share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"oos_sum": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"weak_generalization": {
"type": "boolean"
}
},
"required": [
"n_folds",
"oos_share_positive",
"oos_median_sharpe_per_obs",
"oos_sum",
"generalization_ratio",
"is_oos_correlation",
"weak_generalization"
],
"type": "object"
},
"WalkForwardStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/WalkForwardEvidence"
},
{
"$ref": "#/$defs/InsufficientStageEvidence"
}
]
},
"stage": {
"const": "walk_forward",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"info",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"description": "All three documented demo responses under one closed public contract.",
"oneOf": [
{
"not": {
"anyOf": [
{
"required": [
"schema"
]
},
{
"required": [
"budget"
]
},
{
"required": [
"stages"
]
},
{
"required": [
"failure_codes"
]
},
{
"required": [
"family_id"
]
},
{
"required": [
"spec_hash"
]
},
{
"required": [
"disclaimer"
]
},
{
"required": [
"died_at"
]
},
{
"required": [
"died_at_plain"
]
},
{
"required": [
"data_note"
]
}
]
},
"properties": {
"explanation": {
"not": {
"type": "null"
}
},
"note": {
"not": {
"type": "null"
}
},
"price_usd": {
"not": {
"type": "null"
}
},
"synthetic_null_preview": {
"not": {
"type": "null"
}
},
"verdict": {
"not": {
"type": "string"
}
}
},
"required": [
"explanation",
"note",
"synthetic_null_preview",
"price_usd"
]
},
{
"not": {
"anyOf": [
{
"required": [
"note"
]
},
{
"required": [
"synthetic_null_preview"
]
},
{
"required": [
"price_usd"
]
},
{
"required": [
"schema"
]
},
{
"required": [
"budget"
]
},
{
"required": [
"stages"
]
},
{
"required": [
"failure_codes"
]
},
{
"required": [
"family_id"
]
},
{
"required": [
"spec_hash"
]
},
{
"required": [
"disclaimer"
]
},
{
"required": [
"died_at"
]
},
{
"required": [
"died_at_plain"
]
},
{
"required": [
"data_note"
]
}
]
},
"properties": {
"explanation": {
"not": {
"type": "null"
}
},
"verdict": {
"not": {
"type": "string"
}
}
},
"required": [
"explanation"
]
},
{
"not": {
"anyOf": [
{
"required": [
"explanation"
]
},
{
"required": [
"note"
]
},
{
"required": [
"synthetic_null_preview"
]
},
{
"required": [
"price_usd"
]
}
]
},
"properties": {
"budget": {
"not": {
"type": "null"
}
},
"disclaimer": {
"not": {
"type": "null"
}
},
"failure_codes": {
"not": {
"type": "null"
}
},
"family_id": {
"not": {
"type": "null"
}
},
"schema": {
"const": "gauntlet.v1"
},
"spec_hash": {
"not": {
"type": "null"
}
},
"stages": {
"not": {
"type": "null"
}
},
"verdict": {
"enum": [
"pass",
"conditional",
"fail"
]
}
},
"required": [
"schema",
"budget",
"stages",
"failure_codes",
"family_id",
"spec_hash",
"disclaimer",
"died_at",
"died_at_plain"
]
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"budget": {
"anyOf": [
{
"$ref": "#/$defs/GauntletBudget"
},
{
"type": "null"
}
],
"default": null
},
"data_note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"disclaimer": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"explanation": {
"anyOf": [
{
"$ref": "#/$defs/Explanation"
},
{
"type": "null"
}
],
"default": null
},
"failure_codes": {
"anyOf": [
{
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"family_id": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"price_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"schema": {
"anyOf": [
{
"const": "gauntlet.v1",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"spec_hash": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"stages": {
"anyOf": [
{
"items": {
"discriminator": {
"mapping": {
"capacity": "#/$defs/CapacityStage",
"concentration": "#/$defs/ConcentrationStage",
"cpcv": "#/$defs/CpcvStage",
"family_deflation": "#/$defs/FamilyDeflationStage",
"funding_edge": "#/$defs/FundingEdgeStage",
"graveyard_prior": "#/$defs/GraveyardPriorStage",
"net_edge": "#/$defs/NetEdgeStage",
"placebo": "#/$defs/PlaceboStage",
"power_honesty": "#/$defs/PowerHonestyStage",
"significance": "#/$defs/SignificanceStage",
"walk_forward": "#/$defs/WalkForwardStage"
},
"propertyName": "stage"
},
"oneOf": [
{
"$ref": "#/$defs/NetEdgeStage"
},
{
"$ref": "#/$defs/FundingEdgeStage"
},
{
"$ref": "#/$defs/FamilyDeflationStage"
},
{
"$ref": "#/$defs/PowerHonestyStage"
},
{
"$ref": "#/$defs/SignificanceStage"
},
{
"$ref": "#/$defs/CpcvStage"
},
{
"$ref": "#/$defs/WalkForwardStage"
},
{
"$ref": "#/$defs/ConcentrationStage"
},
{
"$ref": "#/$defs/PlaceboStage"
},
{
"$ref": "#/$defs/CapacityStage"
},
{
"$ref": "#/$defs/GraveyardPriorStage"
}
]
},
"maxItems": 11,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"synthetic_null_preview": {
"anyOf": [
{
"$ref": "#/$defs/SyntheticNullPreview"
},
{
"type": "null"
}
],
"default": null
},
"verdict": {
"anyOf": [
{
"$ref": "#/$defs/VerdictEnvelope"
},
{
"enum": [
"pass",
"conditional",
"fail"
],
"type": "string"
}
]
}
},
"required": [
"_meta",
"verdict"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want your strategy actively attacked -- execution\nlag, cost stress, regime split, parameter neighbourhood, drift-burst --\nto see what kills it first. Demote-only; it does not give buy/sell advice.\nWe do not check your signal -- we actively try to KILL it. An adversary\nruns a battery of stress attacks against your strategy (execution-lag push,\ncost stress, time jackknife, regime split, parameter-neighbourhood\nperturbation, combinatorial purged CPCV partitions, synthetic no-edge\nworlds, drift-burst window stripping -- does the PnL survive without\nits flash-crash bars?) and returns a survival map: which attack kills\nit first,\nwhich it withstands and up to what limit, plus a weakest-link headline.\nThe graveyard sharpens the attack order -- families that mostly died of\ncost get cost-stressed first. Surviving every attack is the strongest\nevidence of robustness this platform can give (still not a profit promise).\nSupply an executable DSL spec + your own candles. Code-computed,\ndemote-only. Price: per check; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key required -- account\nsetup at https://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"ConstNode": {
"additionalProperties": false,
"properties": {
"const": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"const"
],
"type": "object"
},
"IndicatorNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"indicator": {
"const": "price"
},
"window": {
"type": "null"
}
},
"required": [
"indicator"
]
},
{
"properties": {
"indicator": {
"const": "atr"
},
"source": {
"type": "null"
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"const": "zscore"
},
"window": {
"minimum": 2,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"roc"
]
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
}
],
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"atr",
"roc",
"zscore",
"price"
],
"type": "string"
},
"source": {
"anyOf": [
{
"enum": [
"open",
"high",
"low",
"close",
"volume"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"window": {
"anyOf": [
{
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"indicator"
],
"type": "object"
},
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
},
"SignalNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt"
]
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"enum": [
"and",
"or"
]
},
"right": {
"$ref": "#/$defs/SignalNode"
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"const": "not"
},
"right": {
"type": "null"
}
},
"required": [
"op",
"left"
]
}
],
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt",
"and",
"or",
"not"
],
"type": "string"
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"op",
"left"
],
"type": "object"
},
"StrategyPosition": {
"additionalProperties": false,
"properties": {
"else": {
"const": "flat",
"type": "string"
},
"on_signal": {
"const": "long",
"type": "string"
}
},
"required": [
"on_signal",
"else"
],
"type": "object"
},
"StrategySpec": {
"additionalProperties": false,
"properties": {
"asset_universe": {
"items": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"maxItems": 50,
"minItems": 1,
"type": "array",
"uniqueItems": true
},
"bar_interval": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"dsl_version": {
"const": "1",
"type": "string"
},
"entry_lag_bars": {
"default": 1,
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"position": {
"anyOf": [
{
"$ref": "#/$defs/StrategyPosition"
},
{
"type": "null"
}
],
"default": null
},
"signal": {
"$ref": "#/$defs/SignalNode",
"x-maxDepth": 16
},
"target": {
"$ref": "#/$defs/StrategyTarget"
}
},
"required": [
"dsl_version",
"asset_universe",
"bar_interval",
"target",
"signal"
],
"type": "object"
},
"StrategyTarget": {
"additionalProperties": false,
"properties": {
"horizon_bars": {
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"kind": {
"const": "forward_return",
"type": "string"
}
},
"required": [
"kind",
"horizon_bars"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10,
"description": "Round-trip cost in bps/side for the cost stress."
},
"ohlcv_by_symbol": {
"additionalProperties": false,
"description": "Your candles per symbol for the attack battery.",
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"spec": {
"$ref": "#/$defs/StrategySpec",
"description": "Executable JSON DSL strategy to attack with the survival map."
}
},
"required": [
"spec",
"ohlcv_by_symbol"
],
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_falsify",
"outputSchema": {
"$defs": {
"CostStressAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "cost_stress",
"type": "string"
},
"dimension": {
"const": "costs",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/CostStressAttackEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"CostStressAttackEvidence": {
"additionalProperties": false,
"properties": {
"sharpe_by_cost_multiple": {
"$ref": "#/$defs/NumberMap"
}
},
"required": [
"sharpe_by_cost_multiple"
],
"type": "object"
},
"CpcvAttackEvidence": {
"additionalProperties": false,
"properties": {
"median_combination_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"min_share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"n_combinations": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"purge": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"status": {
"maxLength": 2000,
"type": "string"
},
"worst_combination_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"status",
"share_positive",
"min_share_positive",
"median_combination_sharpe_annualized",
"worst_combination_sharpe_annualized",
"n_combinations",
"purge"
],
"type": "object"
},
"CpcvPartitionAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "cpcv_partition",
"type": "string"
},
"dimension": {
"const": "path_dependence",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/CpcvAttackEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"DriftBurstAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "drift_burst",
"type": "string"
},
"dimension": {
"const": "burst_concentration",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/DriftBurstAttackEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"DriftBurstAttackEvidence": {
"additionalProperties": false,
"properties": {
"burst_pnl_share": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"n_burst_bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"sigma_multiple": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"stripped_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"vol_window": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"n_burst_bars",
"burst_pnl_share",
"stripped_sharpe_annualized",
"vol_window",
"sigma_multiple"
],
"type": "object"
},
"ExecutionLagAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "execution_lag",
"type": "string"
},
"dimension": {
"const": "look_ahead",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/ExecutionLagAttackEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"ExecutionLagAttackEvidence": {
"additionalProperties": false,
"properties": {
"sharpe_by_lag": {
"$ref": "#/$defs/NumberMap"
},
"verdict_lag": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"sharpe_by_lag",
"verdict_lag"
],
"type": "object"
},
"FalsifyGraveyardContext": {
"additionalProperties": false,
"properties": {
"attack_reordered_for_cost": {
"type": "boolean"
},
"family_prior_kill_rate": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"attack_reordered_for_cost",
"family_prior_kill_rate"
],
"type": "object"
},
"NumberMap": {
"additionalProperties": false,
"description": "Bounded runtime-keyed map of finite numbers.",
"maxProperties": 256,
"patternProperties": {
"^\\S+$": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"propertyNames": {
"maxLength": 128,
"minLength": 1
},
"type": "object"
},
"ParameterNeighbourhoodAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "parameter_neighbourhood",
"type": "string"
},
"dimension": {
"const": "overfit",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/ParameterNeighbourhoodEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"ParameterNeighbourhoodEvidence": {
"additionalProperties": false,
"properties": {
"base_sharpe": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"neighbour_sharpe": {
"$ref": "#/$defs/NumberMap"
},
"neighbour_survival_share": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"stability_surface": {
"$ref": "#/$defs/NumberMap"
},
"worst_to_base_ratio": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"base_sharpe",
"neighbour_sharpe",
"stability_surface",
"neighbour_survival_share",
"worst_to_base_ratio"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"RegimeSplitAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "regime_split",
"type": "string"
},
"dimension": {
"const": "regime_dependence",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/RegimeSplitAttackEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"RegimeSplitAttackEvidence": {
"additionalProperties": false,
"properties": {
"first_half_sharpe": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"second_half_sharpe": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"first_half_sharpe",
"second_half_sharpe"
],
"type": "object"
},
"SyntheticNullAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "synthetic_null",
"type": "string"
},
"dimension": {
"const": "process_placebo",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/SyntheticNullAttackEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"SyntheticNullAttackEvidence": {
"additionalProperties": false,
"properties": {
"families": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"n_paths": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_usable_paths": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"null_sharpe_max": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"null_sharpe_median": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"null_sharpe_percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"status": {
"enum": [
"computed",
"insufficient_paths"
],
"type": "string"
},
"survive_threshold_percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"n_paths",
"n_usable_paths",
"families",
"survive_threshold_percentile",
"status",
"null_sharpe_percentile"
],
"type": "object"
},
"TimeJackknifeAttack": {
"additionalProperties": false,
"properties": {
"attack": {
"const": "time_jackknife",
"type": "string"
},
"dimension": {
"const": "period_dependence",
"type": "string"
},
"evidence": {
"$ref": "#/$defs/TimeJackknifeAttackEvidence"
},
"kill_point": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"plain_language": {
"maxLength": 2000,
"type": "string"
},
"survives": {
"type": "boolean"
}
},
"required": [
"attack",
"dimension",
"survives",
"kill_point",
"evidence",
"plain_language"
],
"type": "object"
},
"TimeJackknifeAttackEvidence": {
"additionalProperties": false,
"properties": {
"sharpe_by_dropped_period": {
"$ref": "#/$defs/NumberMap"
}
},
"required": [
"sharpe_by_dropped_period"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"verdict": {
"const": "no_edge_to_attack"
}
},
"required": [
"verdict"
]
},
"then": {
"properties": {
"detail": {
"not": {
"type": "null"
}
},
"family_id": {
"type": "null"
},
"graveyard_informed": {
"type": "null"
},
"headline": {
"type": "null"
},
"killed_by": {
"type": "null"
},
"spec_hash": {
"type": "null"
},
"survival_map": {
"type": "null"
}
},
"required": [
"detail"
]
}
},
{
"if": {
"properties": {
"verdict": {
"const": "SURVIVOR"
}
},
"required": [
"verdict"
]
},
"then": {
"properties": {
"detail": {
"type": "null"
},
"family_id": {
"not": {
"type": "null"
}
},
"graveyard_informed": {
"not": {
"type": "null"
}
},
"headline": {
"not": {
"type": "null"
}
},
"killed_by": {
"not": {
"type": "null"
}
},
"spec_hash": {
"not": {
"type": "null"
}
},
"survival_map": {
"not": {
"type": "null"
}
}
},
"required": [
"killed_by",
"survival_map",
"family_id",
"spec_hash",
"graveyard_informed",
"headline"
]
}
},
{
"if": {
"properties": {
"verdict": {
"const": "KILLED"
}
},
"required": [
"verdict"
]
},
"then": {
"properties": {
"detail": {
"type": "null"
},
"family_id": {
"not": {
"type": "null"
}
},
"graveyard_informed": {
"not": {
"type": "null"
}
},
"headline": {
"not": {
"type": "null"
}
},
"killed_by": {
"not": {
"type": "null"
}
},
"spec_hash": {
"not": {
"type": "null"
}
},
"survival_map": {
"not": {
"type": "null"
}
}
},
"required": [
"killed_by",
"survival_map",
"family_id",
"spec_hash",
"graveyard_informed",
"headline"
]
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"base_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"detail": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"family_id": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"graveyard_informed": {
"anyOf": [
{
"$ref": "#/$defs/FalsifyGraveyardContext"
},
{
"type": "null"
}
],
"default": null
},
"headline": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"killed_by": {
"anyOf": [
{
"items": {
"enum": [
"execution_lag",
"cost_stress",
"time_jackknife",
"regime_split",
"parameter_neighbourhood",
"cpcv_partition",
"synthetic_null",
"drift_burst"
],
"type": "string"
},
"maxItems": 8,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"schema": {
"const": "falsify.v1",
"type": "string"
},
"spec_hash": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"survival_map": {
"anyOf": [
{
"items": {
"discriminator": {
"mapping": {
"cost_stress": "#/$defs/CostStressAttack",
"cpcv_partition": "#/$defs/CpcvPartitionAttack",
"drift_burst": "#/$defs/DriftBurstAttack",
"execution_lag": "#/$defs/ExecutionLagAttack",
"parameter_neighbourhood": "#/$defs/ParameterNeighbourhoodAttack",
"regime_split": "#/$defs/RegimeSplitAttack",
"synthetic_null": "#/$defs/SyntheticNullAttack",
"time_jackknife": "#/$defs/TimeJackknifeAttack"
},
"propertyName": "attack"
},
"oneOf": [
{
"$ref": "#/$defs/ExecutionLagAttack"
},
{
"$ref": "#/$defs/CostStressAttack"
},
{
"$ref": "#/$defs/TimeJackknifeAttack"
},
{
"$ref": "#/$defs/RegimeSplitAttack"
},
{
"$ref": "#/$defs/ParameterNeighbourhoodAttack"
},
{
"$ref": "#/$defs/CpcvPartitionAttack"
},
{
"$ref": "#/$defs/SyntheticNullAttack"
},
{
"$ref": "#/$defs/DriftBurstAttack"
}
]
},
"maxItems": 8,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"verdict": {
"enum": [
"no_edge_to_attack",
"SURVIVOR",
"KILLED"
],
"type": "string"
},
"weakest_link": {
"anyOf": [
{
"enum": [
"execution_lag",
"cost_stress",
"time_jackknife",
"regime_split",
"parameter_neighbourhood",
"cpcv_partition",
"synthetic_null",
"drift_burst"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"_meta",
"schema",
"verdict",
"base_sharpe_annualized",
"disclaimer"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when a signal looks good but you suspect leakage or\nlook-ahead and want to know WHY it fails, not just that it fails --\na diagnostic audit, it does not give buy/sell advice.\nLeakage forensics: WHY your signal fails, not just that it fails.\n\nUpload your own decision timestamps (symbol, decision_time with explicit\ntimezone, long/short) plus OHLCV candles and get a forensic diagnosis:\ndoes the edge collapse with a realistic one-bar execution delay\n(look-ahead leak)? Does the move happen BEFORE your decision\n(front-loading / anticipation)? Does it beat matched random timing? Do\nyour trades collapse onto few independent events? Code-computed,\ndemote-only, plain-language explanations per finding. Naive timestamps\nare rejected -- timezone ambiguity is the top source of fake edges.\nPrice: per check; see https://api.alphaassay.com/v1/meta/pricing\n(api_key required -- account setup at\nhttps://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
},
"SignalEvent": {
"additionalProperties": false,
"properties": {
"confidence": {
"anyOf": [
{
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"ge": 0,
"le": 1
},
{
"type": "null"
}
],
"default": null
},
"decision_time": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"direction": {
"enum": [
"long",
"short"
],
"type": "string"
},
"symbol": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"decision_time",
"symbol",
"direction"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"ohlcv_by_symbol": {
"additionalProperties": false,
"description": "Candles per symbol the events are scored against for the look-ahead / front-loading forensics.",
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
"primary_horizon": {
"default": 3,
"description": "Forward horizon in bars the signal claims to predict, for the leakage attribution.",
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"signal_events": {
"description": "Signal decisions with the schema-accepted fields {decision_time, symbol, direction, confidence?} to test for timing leakage.",
"items": {
"$ref": "#/$defs/SignalEvent"
},
"maxItems": 10000,
"minItems": 1,
"type": "array"
}
},
"required": [
"signal_events",
"ohlcv_by_symbol"
],
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_forensics",
"outputSchema": {
"$defs": {
"BurstConcentrationDiagnosis": {
"additionalProperties": false,
"properties": {
"evidence": {
"$ref": "#/$defs/BurstConcentrationEvidence"
},
"finding": {
"maxLength": 2000,
"type": "string"
},
"id": {
"const": "burst_concentration",
"type": "string"
},
"plain_language_explanation": {
"maxLength": 2000,
"type": "string"
},
"severity": {
"enum": [
"high",
"ok",
"insufficient_power"
],
"type": "string"
}
},
"required": [
"id",
"finding",
"severity",
"evidence",
"plain_language_explanation"
],
"type": "object"
},
"BurstConcentrationEvidence": {
"additionalProperties": false,
"properties": {
"bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"burst_events": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"burst_mean_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"calm_events": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"min_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_burst_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"non_burst_mean_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
},
"ClusterCollapseDiagnosis": {
"additionalProperties": false,
"properties": {
"evidence": {
"$ref": "#/$defs/ClusterCollapseEvidence"
},
"finding": {
"maxLength": 2000,
"type": "string"
},
"id": {
"const": "cluster_collapse",
"type": "string"
},
"plain_language_explanation": {
"maxLength": 2000,
"type": "string"
},
"severity": {
"enum": [
"high",
"medium",
"ok",
"insufficient_power"
],
"type": "string"
}
},
"required": [
"id",
"finding",
"severity",
"evidence",
"plain_language_explanation"
],
"type": "object"
},
"ClusterCollapseEvidence": {
"additionalProperties": false,
"properties": {
"cluster_key": {
"anyOf": [
{
"const": "utc_calendar_day",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"independent_clusters": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"reported_trades": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"reported_trades",
"independent_clusters"
],
"type": "object"
},
"EntryLagDiagnosis": {
"additionalProperties": false,
"properties": {
"evidence": {
"$ref": "#/$defs/EntryLagEvidence"
},
"finding": {
"maxLength": 2000,
"type": "string"
},
"id": {
"const": "entry_lag_sweep",
"type": "string"
},
"plain_language_explanation": {
"maxLength": 2000,
"type": "string"
},
"severity": {
"enum": [
"critical",
"ok",
"insufficient_power"
],
"type": "string"
}
},
"required": [
"id",
"finding",
"severity",
"evidence",
"plain_language_explanation"
],
"type": "object"
},
"EntryLagEvidence": {
"additionalProperties": false,
"properties": {
"events_per_lag": {
"anyOf": [
{
"$ref": "#/$defs/IntegerMap"
},
{
"type": "null"
}
],
"default": null
},
"events_with_window": {
"anyOf": [
{
"$ref": "#/$defs/IntegerMap"
},
{
"type": "null"
}
],
"default": null
},
"lag_curve_mean_pct": {
"anyOf": [
{
"$ref": "#/$defs/NumberMap"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
},
"ForensicsInputSummary": {
"additionalProperties": false,
"properties": {
"distinct_clusters": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"events_rejected": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"events_submitted": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"events_valid": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"primary_horizon_bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"rejected": {
"items": {
"$ref": "#/$defs/ForensicsRejectedEvent"
},
"maxItems": 10,
"type": "array"
}
},
"required": [
"events_submitted",
"events_valid",
"events_rejected",
"rejected",
"distinct_clusters",
"primary_horizon_bars"
],
"type": "object"
},
"ForensicsRejectedEvent": {
"additionalProperties": false,
"properties": {
"event": {
"$ref": "#/$defs/RejectedSignalEvent"
},
"index": {
"exclusiveMaximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"reason": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"index",
"reason",
"event"
],
"type": "object"
},
"FrontLoadingDiagnosis": {
"additionalProperties": false,
"properties": {
"evidence": {
"$ref": "#/$defs/FrontLoadingEvidence"
},
"finding": {
"maxLength": 2000,
"type": "string"
},
"id": {
"const": "front_loading",
"type": "string"
},
"plain_language_explanation": {
"maxLength": 2000,
"type": "string"
},
"severity": {
"enum": [
"high",
"ok",
"insufficient_power"
],
"type": "string"
}
},
"required": [
"id",
"finding",
"severity",
"evidence",
"plain_language_explanation"
],
"type": "object"
},
"FrontLoadingEvidence": {
"additionalProperties": false,
"properties": {
"clusters": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"front_loading_share": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"front_loading_share_max": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"pooled_post_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"pooled_pre_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"clusters"
],
"type": "object"
},
"IntegerMap": {
"additionalProperties": false,
"description": "Bounded runtime-keyed map of integer counts.",
"maxProperties": 256,
"patternProperties": {
"^\\S+$": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"propertyNames": {
"maxLength": 128,
"minLength": 1
},
"type": "object"
},
"NumberMap": {
"additionalProperties": false,
"description": "Bounded runtime-keyed map of finite numbers.",
"maxProperties": 256,
"patternProperties": {
"^\\S+$": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"propertyNames": {
"maxLength": 128,
"minLength": 1
},
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"RandomTimingDiagnosis": {
"additionalProperties": false,
"properties": {
"evidence": {
"$ref": "#/$defs/RandomTimingEvidence"
},
"finding": {
"maxLength": 2000,
"type": "string"
},
"id": {
"const": "same_symbol_random_timing_placebo",
"type": "string"
},
"plain_language_explanation": {
"maxLength": 2000,
"type": "string"
},
"severity": {
"enum": [
"high",
"ok",
"insufficient_power"
],
"type": "string"
}
},
"required": [
"id",
"finding",
"severity",
"evidence",
"plain_language_explanation"
],
"type": "object"
},
"RandomTimingEvidence": {
"additionalProperties": false,
"properties": {
"empirical_p_value": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"n_null_windows": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"null_window_candidates": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"observed_mean_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"seed": {
"anyOf": [
{
"maximum": 18446744073709552000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
},
"RejectedSignalEvent": {
"additionalProperties": false,
"properties": {
"confidence": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"decision_time": {
"anyOf": [
{
"maxLength": 64,
"minLength": 1,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"direction": {
"anyOf": [
{
"enum": [
"long",
"short"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"symbol": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
},
"SignRandomizationDiagnosis": {
"additionalProperties": false,
"properties": {
"evidence": {
"$ref": "#/$defs/SignRandomizationEvidence"
},
"finding": {
"maxLength": 2000,
"type": "string"
},
"id": {
"const": "sign_randomization",
"type": "string"
},
"plain_language_explanation": {
"maxLength": 2000,
"type": "string"
},
"severity": {
"enum": [
"medium",
"ok",
"insufficient_power"
],
"type": "string"
}
},
"required": [
"id",
"finding",
"severity",
"evidence",
"plain_language_explanation"
],
"type": "object"
},
"SignRandomizationEvidence": {
"additionalProperties": false,
"properties": {
"empirical_p_value": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"n_clusters": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"observed_cluster_mean_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"survives": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"n_clusters"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"diagnoses": {
"items": {
"discriminator": {
"mapping": {
"burst_concentration": "#/$defs/BurstConcentrationDiagnosis",
"cluster_collapse": "#/$defs/ClusterCollapseDiagnosis",
"entry_lag_sweep": "#/$defs/EntryLagDiagnosis",
"front_loading": "#/$defs/FrontLoadingDiagnosis",
"same_symbol_random_timing_placebo": "#/$defs/RandomTimingDiagnosis",
"sign_randomization": "#/$defs/SignRandomizationDiagnosis"
},
"propertyName": "id"
},
"oneOf": [
{
"$ref": "#/$defs/EntryLagDiagnosis"
},
{
"$ref": "#/$defs/FrontLoadingDiagnosis"
},
{
"$ref": "#/$defs/RandomTimingDiagnosis"
},
{
"$ref": "#/$defs/SignRandomizationDiagnosis"
},
{
"$ref": "#/$defs/ClusterCollapseDiagnosis"
},
{
"$ref": "#/$defs/BurstConcentrationDiagnosis"
}
]
},
"maxItems": 6,
"type": "array"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"headline": {
"maxLength": 2000,
"type": "string"
},
"input_summary": {
"$ref": "#/$defs/ForensicsInputSummary"
},
"schema": {
"const": "signal_forensics.v1",
"type": "string"
},
"verdict": {
"enum": [
"leakage_suspected",
"weak_evidence",
"insufficient_evidence",
"no_leakage_detected"
],
"type": "string"
}
},
"required": [
"_meta",
"schema",
"verdict",
"diagnoses",
"headline",
"input_summary",
"disclaimer"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want the whole reality-check battery on a strategy\nin one call -- overfitting, leakage, costs, regimes and a matched-random\nplacebo -- as a demote-only dossier, never buy/sell advice.\nThe full reality-check battery in ONE call -- validator, family\ndeflation, matched-random placebo, capacity ceiling and graveyard prior\nchained into a single consolidated dossier. Instead of pass/fail you get\nWHICH gate killed the signal first (machine-readable failure_codes), the\nplacebo percentile, the tradable capacity ceiling, how often the family\nwas already buried, and the family's remaining search budget. Built for\niterating agents: it is training feedback with budget economics, not a\nbare verdict. Supply the strategy as an executable DSL spec plus your own\ncandles; optional per-symbol ADV in USD unlocks the capacity gate, and\noptional per-symbol daily volatility (sigma_by_symbol_pct, percent) sharpens\nits impact model for volatile assets. Trading perpetuals? Supply\nfunding_by_symbol ({symbol: [{ts, rate}, ...]}, decimal per-settlement\nrates, positive = longs pay) and the funding_edge stage charges the\nfunding leg against every holding period: it kills what only looked\nprofitable because funding was ignored (funding_erases_edge) and what\nis carry income masquerading as timing skill (edge_is_funding_carry);\na series that fails its own audit keeps the funding question open\ninstead of acquitting. Data minimisation on request: sketch_opt_out=true\nskips persisting the 32-bucket return sketch, and the trial counts IN\nFULL toward the family budget (no evidence, no discount -- disclosed in\nthe budget block). The response is code-computed and ledger-dependent: a\nnew call can change the family budget. Byte-identical output is promised\nonly by stored replay of the same non-empty request_id with the same\ncanonical request. Demote-only.\nPrice: per check; see https://api.alphaassay.com/v1/meta/pricing\n(api_key required -- account setup at\nhttps://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"ConstNode": {
"additionalProperties": false,
"properties": {
"const": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"const"
],
"type": "object"
},
"FundingPoint": {
"additionalProperties": false,
"properties": {
"rate": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"ts": {
"maxLength": 64,
"minLength": 1,
"type": "string"
}
},
"required": [
"ts",
"rate"
],
"type": "object"
},
"IndicatorNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"indicator": {
"const": "price"
},
"window": {
"type": "null"
}
},
"required": [
"indicator"
]
},
{
"properties": {
"indicator": {
"const": "atr"
},
"source": {
"type": "null"
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"const": "zscore"
},
"window": {
"minimum": 2,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"roc"
]
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
}
],
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"atr",
"roc",
"zscore",
"price"
],
"type": "string"
},
"source": {
"anyOf": [
{
"enum": [
"open",
"high",
"low",
"close",
"volume"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"window": {
"anyOf": [
{
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"indicator"
],
"type": "object"
},
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
},
"SignalNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt"
]
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"enum": [
"and",
"or"
]
},
"right": {
"$ref": "#/$defs/SignalNode"
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"const": "not"
},
"right": {
"type": "null"
}
},
"required": [
"op",
"left"
]
}
],
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt",
"and",
"or",
"not"
],
"type": "string"
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"op",
"left"
],
"type": "object"
},
"StrategyPosition": {
"additionalProperties": false,
"properties": {
"else": {
"const": "flat",
"type": "string"
},
"on_signal": {
"const": "long",
"type": "string"
}
},
"required": [
"on_signal",
"else"
],
"type": "object"
},
"StrategySpec": {
"additionalProperties": false,
"properties": {
"asset_universe": {
"items": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"maxItems": 50,
"minItems": 1,
"type": "array",
"uniqueItems": true
},
"bar_interval": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"dsl_version": {
"const": "1",
"type": "string"
},
"entry_lag_bars": {
"default": 1,
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"position": {
"anyOf": [
{
"$ref": "#/$defs/StrategyPosition"
},
{
"type": "null"
}
],
"default": null
},
"signal": {
"$ref": "#/$defs/SignalNode",
"x-maxDepth": 16
},
"target": {
"$ref": "#/$defs/StrategyTarget"
}
},
"required": [
"dsl_version",
"asset_universe",
"bar_interval",
"target",
"signal"
],
"type": "object"
},
"StrategyTarget": {
"additionalProperties": false,
"properties": {
"horizon_bars": {
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"kind": {
"const": "forward_return",
"type": "string"
}
},
"required": [
"kind",
"horizon_bars"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"adv_by_symbol_usd": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Average daily dollar volume per symbol, for the capacity / market-impact stress."
},
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10,
"description": "Round-trip cost in bps/side."
},
"funding_by_symbol": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"items": {
"$ref": "#/$defs/FundingPoint"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Per-symbol funding-rate series so the funding-edge stage can net carry out of the edge."
},
"ohlcv_by_symbol": {
"additionalProperties": false,
"description": "Your candles per symbol for the gauntlet.",
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"sigma_by_symbol_pct": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Per-symbol volatility (%) input for the risk/capacity cells when you have it."
},
"sketch_opt_out": {
"default": false,
"description": "True to skip the return sketch (data minimisation).",
"type": "boolean"
},
"spec": {
"$ref": "#/$defs/StrategySpec",
"description": "Executable JSON DSL strategy to run the full battery on."
},
"variants_in_call": {
"default": 1,
"description": "Sibling-variant count for family trial accounting.",
"maximum": 25,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"spec",
"ohlcv_by_symbol"
],
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_gauntlet",
"outputSchema": {
"$defs": {
"BinomialEvidence": {
"additionalProperties": false,
"properties": {
"n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"pvalue": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"significant": {
"type": "boolean"
},
"wins": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"wins",
"n",
"pvalue",
"significant"
],
"type": "object"
},
"CapacityEvidence": {
"additionalProperties": false,
"properties": {
"break_even_aum_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"break_even_binding_symbol": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
]
},
"capacity_ceiling_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"cost_model_uncertainty": {
"$ref": "#/$defs/CostModelUncertainty"
},
"mean_gross_return_pct_per_trade": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"model_range_exceeded": {
"type": "boolean"
}
},
"required": [
"capacity_ceiling_usd",
"break_even_aum_usd",
"break_even_binding_symbol",
"model_range_exceeded",
"cost_model_uncertainty",
"mean_gross_return_pct_per_trade"
],
"type": "object"
},
"CapacityStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/CapacityEvidence"
},
{
"$ref": "#/$defs/EmptyObject"
}
]
},
"stage": {
"const": "capacity",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"ConcentrationEvidence": {
"additionalProperties": false,
"properties": {
"n_top_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"rest_net_return_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"top_1pct_share": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"warn_share_threshold": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"top_1pct_share",
"n_top_bars",
"rest_net_return_total_pct",
"warn_share_threshold"
],
"type": "object"
},
"ConcentrationStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/ConcentrationEvidence"
},
"stage": {
"const": "concentration",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"warn",
"info"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"ConfidenceInterval": {
"additionalProperties": false,
"properties": {
"contains_zero": {
"type": "boolean"
},
"hi": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"lo": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"n_resamples": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"lo",
"hi",
"contains_zero",
"n_resamples"
],
"type": "object"
},
"CostModelUncertainty": {
"additionalProperties": false,
"properties": {
"ceiling_by_exponent": {
"$ref": "#/$defs/NullableNumberMap"
},
"exponent_band": {
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 10000,
"type": "array"
},
"worst_case_ceiling_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"exponent_band",
"ceiling_by_exponent",
"worst_case_ceiling_usd"
],
"type": "object"
},
"CpcvComputedEvidence": {
"additionalProperties": false,
"properties": {
"median_combination_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"min_share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"n_combinations": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"purge": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"worst_combination_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"share_positive",
"min_share_positive",
"median_combination_sharpe_annualized",
"worst_combination_sharpe_annualized",
"n_combinations",
"purge"
],
"type": "object"
},
"CpcvStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/CpcvComputedEvidence"
},
{
"$ref": "#/$defs/InsufficientStageEvidence"
}
]
},
"stage": {
"const": "cpcv",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"EmptyObject": {
"additionalProperties": false,
"description": "An explicitly empty, closed object.",
"properties": {},
"type": "object"
},
"FamilyDeflationEvidence": {
"additionalProperties": false,
"properties": {
"cumulative_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"dsr": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"effective_n_method": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"family_verdict": {
"anyOf": [
{
"enum": [
"survives",
"deflated_out"
],
"type": "string"
},
{
"type": "null"
}
]
},
"killed_by": {
"anyOf": [
{
"items": {
"enum": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "string"
},
"maxItems": 2,
"type": "array"
},
{
"type": "null"
}
]
},
"n_trials_effective": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"variants_in_call": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
}
},
"required": [
"dsr",
"cumulative_n",
"n_trials_effective",
"variants_in_call",
"family_verdict",
"effective_n_method",
"killed_by"
],
"type": "object"
},
"FamilyDeflationStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/FamilyDeflationEvidence"
},
"stage": {
"const": "family_deflation",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"FundingEdgeStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/FundingEvidence"
},
{
"$ref": "#/$defs/EmptyObject"
}
]
},
"stage": {
"const": "funding_edge",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"warn",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"FundingEvidence": {
"additionalProperties": false,
"properties": {
"detected_interval_hours": {
"$ref": "#/$defs/NullableNumberMap"
},
"flags": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"funding_pnl_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"funding_share_of_net": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"n_funding_events_charged": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"net_return_after_funding_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"price_net_return_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"rate_convention": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"funding_pnl_total_pct",
"price_net_return_total_pct",
"net_return_after_funding_pct",
"funding_share_of_net",
"n_funding_events_charged",
"detected_interval_hours",
"rate_convention",
"flags"
],
"type": "object"
},
"GauntletBudget": {
"additionalProperties": false,
"properties": {
"break_even_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"cumulative_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"effective_n_method": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"family_threshold_sharpe_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"n_trials_effective": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"note": {
"maxLength": 2000,
"type": "string"
},
"sketch_note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"sketch_retained": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"cumulative_n",
"n_trials_effective",
"effective_n_method",
"break_even_n",
"family_threshold_sharpe_per_obs",
"note"
],
"type": "object"
},
"GraveyardPriorEvidence": {
"additionalProperties": false,
"properties": {
"family_published": {
"type": "boolean"
},
"prior_kill_rate": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"top_kill_reasons": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/KillReason"
},
"maxItems": 5,
"type": "array"
},
{
"type": "null"
}
]
}
},
"required": [
"family_published",
"prior_kill_rate",
"top_kill_reasons"
],
"type": "object"
},
"GraveyardPriorStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/GraveyardPriorEvidence"
},
"stage": {
"const": "graveyard_prior",
"type": "string"
},
"verdict": {
"const": "info",
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"HacEvidence": {
"additionalProperties": false,
"properties": {
"contains_zero": {
"type": "boolean"
},
"hi": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"lag": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"lo": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"method": {
"maxLength": 2000,
"type": "string"
},
"se_hac": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"se_naive": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"t_hac": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"variance_ratio": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"lo",
"hi",
"se_naive",
"se_hac",
"t_hac",
"variance_ratio",
"lag",
"contains_zero",
"method"
],
"type": "object"
},
"InsufficientStageEvidence": {
"additionalProperties": false,
"properties": {
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
}
},
"required": [
"reason"
],
"type": "object"
},
"KillReason": {
"additionalProperties": false,
"properties": {
"count": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"reason": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"reason",
"count"
],
"type": "object"
},
"NetEdgeEvidence": {
"additionalProperties": false,
"properties": {
"bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"net_return_total_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"net_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"trades": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"net_sharpe_annualized",
"net_return_total_pct",
"trades",
"bars"
],
"type": "object"
},
"NetEdgeStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/NetEdgeEvidence"
},
"stage": {
"const": "net_edge",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"NormalityEvidence": {
"additionalProperties": false,
"properties": {
"excess_kurtosis": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"normal_plausible": {
"type": "boolean"
},
"skew": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"skew",
"excess_kurtosis",
"normal_plausible"
],
"type": "object"
},
"NullableNumberMap": {
"additionalProperties": false,
"description": "Bounded runtime-keyed map of finite or unavailable numbers.",
"maxProperties": 256,
"patternProperties": {
"^\\S+$": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"propertyNames": {
"maxLength": 128,
"minLength": 1
},
"type": "object"
},
"PermutationEvidence": {
"additionalProperties": false,
"properties": {
"n_permutations": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"pvalue": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"pvalue"
],
"type": "object"
},
"PlaceboEvidence": {
"additionalProperties": false,
"properties": {
"basis": {
"const": "per_trade_gross",
"type": "string"
},
"chronology_percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"n_placebos_effective": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"real_trade_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"sign_shuffle_percentile": {
"anyOf": [
{
"maximum": 100,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 100,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"percentile",
"n_placebos_effective",
"basis",
"sign_shuffle_percentile",
"chronology_percentile",
"real_trade_sharpe_annualized"
],
"type": "object"
},
"PlaceboStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/PlaceboEvidence"
},
"stage": {
"const": "placebo",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"warn",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"PowerHonestyEvidence": {
"additionalProperties": false,
"properties": {
"achieved_power": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"cohens_d": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"min_btl_obs": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"n_required_80": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"n_trials_effective": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"underpowered": {
"type": "boolean"
}
},
"required": [
"min_btl_obs",
"bars",
"n_trials_effective",
"achieved_power",
"cohens_d",
"n_required_80",
"underpowered"
],
"type": "object"
},
"PowerHonestyStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/PowerHonestyEvidence"
},
"stage": {
"const": "power_honesty",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"info"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"SignificanceEvidence": {
"additionalProperties": false,
"properties": {
"advisories": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"binomial": {
"anyOf": [
{
"$ref": "#/$defs/BinomialEvidence"
},
{
"type": "null"
}
]
},
"bootstrap_ci": {
"anyOf": [
{
"$ref": "#/$defs/ConfidenceInterval"
},
{
"type": "null"
}
]
},
"flags": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"hac": {
"anyOf": [
{
"$ref": "#/$defs/HacEvidence"
},
{
"type": "null"
}
]
},
"normality": {
"anyOf": [
{
"$ref": "#/$defs/NormalityEvidence"
},
{
"type": "null"
}
]
},
"permutation": {
"anyOf": [
{
"$ref": "#/$defs/PermutationEvidence"
},
{
"type": "null"
}
]
},
"studentized_ci": {
"anyOf": [
{
"$ref": "#/$defs/StudentizedInterval"
},
{
"type": "null"
}
]
}
},
"required": [
"bootstrap_ci",
"studentized_ci",
"hac",
"permutation",
"binomial",
"normality",
"flags",
"advisories"
],
"type": "object"
},
"SignificanceStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"$ref": "#/$defs/SignificanceEvidence"
},
"stage": {
"const": "significance",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"info",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
},
"StudentizedInterval": {
"additionalProperties": false,
"properties": {
"contains_zero": {
"type": "boolean"
},
"hi": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"lo": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"method": {
"maxLength": 2000,
"type": "string"
},
"n_resamples": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"lo",
"hi",
"contains_zero",
"n_resamples",
"method"
],
"type": "object"
},
"WalkForwardEvidence": {
"additionalProperties": false,
"properties": {
"generalization_ratio": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"is_oos_correlation": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
]
},
"n_folds": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"oos_median_sharpe_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"oos_share_positive": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"oos_sum": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"weak_generalization": {
"type": "boolean"
}
},
"required": [
"n_folds",
"oos_share_positive",
"oos_median_sharpe_per_obs",
"oos_sum",
"generalization_ratio",
"is_oos_correlation",
"weak_generalization"
],
"type": "object"
},
"WalkForwardStage": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence": {
"anyOf": [
{
"$ref": "#/$defs/WalkForwardEvidence"
},
{
"$ref": "#/$defs/InsufficientStageEvidence"
}
]
},
"stage": {
"const": "walk_forward",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"info",
"skipped"
],
"type": "string"
}
},
"required": [
"stage",
"verdict",
"evidence",
"detail"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"budget": {
"$ref": "#/$defs/GauntletBudget"
},
"data_note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"family_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"schema": {
"const": "gauntlet.v1",
"type": "string"
},
"spec_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"stages": {
"items": {
"discriminator": {
"mapping": {
"capacity": "#/$defs/CapacityStage",
"concentration": "#/$defs/ConcentrationStage",
"cpcv": "#/$defs/CpcvStage",
"family_deflation": "#/$defs/FamilyDeflationStage",
"funding_edge": "#/$defs/FundingEdgeStage",
"graveyard_prior": "#/$defs/GraveyardPriorStage",
"net_edge": "#/$defs/NetEdgeStage",
"placebo": "#/$defs/PlaceboStage",
"power_honesty": "#/$defs/PowerHonestyStage",
"significance": "#/$defs/SignificanceStage",
"walk_forward": "#/$defs/WalkForwardStage"
},
"propertyName": "stage"
},
"oneOf": [
{
"$ref": "#/$defs/NetEdgeStage"
},
{
"$ref": "#/$defs/FundingEdgeStage"
},
{
"$ref": "#/$defs/FamilyDeflationStage"
},
{
"$ref": "#/$defs/PowerHonestyStage"
},
{
"$ref": "#/$defs/SignificanceStage"
},
{
"$ref": "#/$defs/CpcvStage"
},
{
"$ref": "#/$defs/WalkForwardStage"
},
{
"$ref": "#/$defs/ConcentrationStage"
},
{
"$ref": "#/$defs/PlaceboStage"
},
{
"$ref": "#/$defs/CapacityStage"
},
{
"$ref": "#/$defs/GraveyardPriorStage"
}
]
},
"maxItems": 11,
"minItems": 1,
"type": "array"
},
"verdict": {
"enum": [
"pass",
"conditional",
"fail"
],
"type": "string"
}
},
"required": [
"_meta",
"schema",
"verdict",
"budget",
"stages",
"failure_codes",
"family_id",
"spec_hash",
"disclaimer",
"died_at",
"died_at_plain"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want to check, for free, how often a signal family\n(e.g. sma_cross) has already been falsified and what usually kills it,\nbefore spending a check. Anonymised stats only -- no buy/sell advice.\nFree lookup: how often has this signal family already died?\n\nAnonymised falsification statistics per structural signal family --\ntested / killed / survived counts, top kill reasons, and the crowd prior\nyour submission would be deflated by. Check BEFORE you spend weeks on an\nidea whether the crowd already buried it. k-anonymous: families with\nfewer than 5 distinct submitters fall back to coarser taxonomy stats.\nPrice: free.",
"inputSchema": {
"$defs": {
"JsonValue": {
"anyOf": [
{
"type": "boolean"
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"maxLength": 262144,
"type": "string",
"x-maxUtf8Bytes": 262144
},
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"x-maxDepth": 16,
"x-maxNodes": 10000
}
},
"additionalProperties": false,
"properties": {
"fingerprint": {
"default": "",
"description": "Optional precomputed family fingerprint if you have it (skips the name lookup).",
"maxLength": 256,
"type": "string"
},
"strategy": {
"default": "",
"description": "Strategy family name to look up in the anonymised graveyard, e.g. 'sma_cross' -- what usually kills it.",
"maxLength": 256,
"type": "string"
},
"timeframe": {
"default": "",
"description": "Optional bar interval to filter the family stats.",
"maxLength": 64,
"type": "string"
},
"variant": {
"$ref": "#/$defs/JsonValue",
"default": null,
"description": "Optional variant params to narrow the family lookup."
}
},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_graveyard",
"outputSchema": {
"$defs": {
"GraveyardFallbackLevel": {
"additionalProperties": false,
"properties": {
"asset_class": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"signal_type": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"timeframe": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"signal_type",
"asset_class",
"timeframe"
],
"type": "object"
},
"GraveyardFallbackStats": {
"additionalProperties": false,
"properties": {
"families": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"kill_rate": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"killed": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"survived": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"tested": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"tested",
"killed",
"survived",
"families",
"kill_rate"
],
"type": "object",
"x-relations": [
"tested == killed + survived"
]
},
"GraveyardFamilyStats": {
"additionalProperties": false,
"properties": {
"best_surviving_dsr": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"distinct_submitters": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"killed": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"survived": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"tested": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"tested",
"killed",
"survived",
"distinct_submitters",
"best_surviving_dsr"
],
"type": "object",
"x-relations": [
"tested == killed + survived"
]
},
"GraveyardKillReason": {
"additionalProperties": false,
"properties": {
"count": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"reason": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"reason",
"count"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"oneOf": [
{
"not": {
"anyOf": [
{
"required": [
"fallback_level"
]
},
{
"required": [
"fallback_stats"
]
},
{
"required": [
"reason"
]
},
{
"required": [
"note"
]
}
]
},
"properties": {
"collision_warning": {
"not": {
"type": "null"
}
},
"crowd_prior_n_trials": {
"not": {
"type": "null"
}
},
"family_published": {
"const": true
},
"family_stats": {
"not": {
"type": "null"
}
},
"plain_language": {
"not": {
"type": "null"
}
},
"prior_kill_rate": {
"not": {
"type": "null"
}
},
"top_kill_reasons": {
"not": {
"type": "null"
}
}
},
"required": [
"family_stats",
"prior_kill_rate",
"crowd_prior_n_trials",
"top_kill_reasons",
"plain_language",
"collision_warning"
]
},
{
"not": {
"anyOf": [
{
"required": [
"fallback_level"
]
},
{
"required": [
"fallback_stats"
]
},
{
"required": [
"reason"
]
},
{
"required": [
"family_stats"
]
},
{
"required": [
"prior_kill_rate"
]
},
{
"required": [
"crowd_prior_n_trials"
]
},
{
"required": [
"top_kill_reasons"
]
},
{
"required": [
"plain_language"
]
},
{
"required": [
"collision_warning"
]
}
]
},
"properties": {
"family_published": {
"const": false
},
"note": {
"not": {
"type": "null"
}
}
},
"required": [
"note"
]
},
{
"not": {
"anyOf": [
{
"required": [
"note"
]
},
{
"required": [
"family_stats"
]
},
{
"required": [
"prior_kill_rate"
]
},
{
"required": [
"crowd_prior_n_trials"
]
},
{
"required": [
"top_kill_reasons"
]
},
{
"required": [
"plain_language"
]
}
]
},
"properties": {
"collision_warning": {
"not": {
"type": "null"
}
},
"fallback_level": {
"not": {
"type": "null"
}
},
"fallback_stats": {
"not": {
"type": "null"
}
},
"family_published": {
"const": false
},
"reason": {
"not": {
"type": "null"
}
}
},
"required": [
"fallback_level",
"fallback_stats",
"reason",
"collision_warning"
]
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"collision_warning": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"crowd_prior_n_trials": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"fallback_level": {
"anyOf": [
{
"$ref": "#/$defs/GraveyardFallbackLevel"
},
{
"type": "null"
}
],
"default": null
},
"fallback_stats": {
"anyOf": [
{
"$ref": "#/$defs/GraveyardFallbackStats"
},
{
"type": "null"
}
],
"default": null
},
"family_published": {
"type": "boolean"
},
"family_stats": {
"anyOf": [
{
"$ref": "#/$defs/GraveyardFamilyStats"
},
{
"type": "null"
}
],
"default": null
},
"fingerprint": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"plain_language": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"prior_kill_rate": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"top_kill_reasons": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/GraveyardKillReason"
},
"maxItems": 5,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"_meta",
"fingerprint",
"family_published",
"disclaimer"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you have the T x N returns of a grid search and want\nthe probability of backtest overfitting (PBO, CSCV) -- did the sweep\nfind an edge or manufacture one? A demote-only audit, not buy/sell advice.\nDid your parameter sweep FIND an edge -- or manufacture one? PBO over\nthe whole trial matrix.\n\nSubmit the full T x N payoff matrix of every configuration you tried\n(rows = time-ordered per-period returns, columns = the candidates from\nyour grid search / parameter sweep / optimisation run) and get the\nProbability of Backtest Overfitting via combinatorial symmetric\ncross-validation (CSCV, Bailey/Borwein/Lopez de Prado/Zhu 2017) with\npurge and embargo against overlapping-label leakage: the fraction of\ntrain/test splits in which your in-sample winner ranks at or below the\nout-of-sample median. The dossier adds the performance-degradation slope\n(does out-of-sample decay as in-sample shines?), the probability of\nout-of-sample loss, and first-order stochastic dominance of your\nselected picks versus the whole pool. Complements the trial ledger: the\nledger counts how many tries your family burned, PBO grades whether the\nSELECTION PROCESS itself is overfit -- PBO >= 0.5 earns the named demote\nPBO_HIGH. Exhaustive enumeration with nothing to seed,\nfail-closed on undersized, oversized or non-numeric input. Demote-only:\nit can kill a selection, never bless one. NOT a buy/sell signal.\nPrice: per check; see https://api.alphaassay.com/v1/meta/pricing\n(api_key required -- account setup at\nhttps://api.alphaassay.com/account).",
"inputSchema": {
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"embargo": {
"default": 0,
"description": "Extra embargo bars after each test block.",
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_groups": {
"default": 8,
"description": "Number of CSCV partitions (even; combinatorial in/out-of-sample splits).",
"maximum": 16,
"minimum": 2,
"multipleOf": 2,
"type": "integer",
"x-strictJsonInteger": true
},
"periods_per_year": {
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"default": 365,
"description": "Annualisation factor for the reported Sharpes.",
"gt": 0,
"le": 1000000
},
"purge": {
"default": 0,
"description": "Bars purged around each split to break serial-correlation leak.",
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"returns_matrix": {
"description": "T x N matrix: per-period returns for each of your N grid/sweep configurations -- the raw material for probability-of-backtest-overfitting (CSCV).",
"items": {
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 64,
"minItems": 2,
"type": "array"
},
"maxItems": 5000,
"minItems": 2,
"type": "array"
}
},
"required": [
"returns_matrix"
],
"type": "object",
"x-maxBodyBytes": 5242880,
"x-relations": [
"all returns_matrix rows have equal length"
]
},
"name": "assay_pbo",
"outputSchema": {
"$defs": {
"PboDegradation": {
"additionalProperties": false,
"properties": {
"intercept": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"interpretation": {
"maxLength": 2000,
"type": "string"
},
"n_pairs": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"prob_oos_loss": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"slope": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"slope",
"intercept",
"prob_oos_loss",
"n_pairs",
"interpretation"
],
"type": "object"
},
"PboStochasticDominance": {
"additionalProperties": false,
"properties": {
"first_order": {
"enum": [
"selected_dominates",
"pool_dominates",
"none"
],
"type": "string"
},
"interpretation": {
"maxLength": 2000,
"type": "string"
},
"max_cdf_gap_pool_over_selected": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"max_cdf_gap_selected_over_pool": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"n_pool": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_selected": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"first_order",
"max_cdf_gap_pool_over_selected",
"max_cdf_gap_selected_over_pool",
"n_selected",
"n_pool",
"interpretation"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"status": {
"const": "computed"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"degradation": {
"not": {
"type": "null"
}
},
"interpretation": {
"not": {
"type": "null"
}
},
"mean_logit": {
"not": {
"type": "null"
}
},
"n_blocked_splits": {
"not": {
"type": "null"
}
},
"n_configs": {
"not": {
"type": "null"
}
},
"n_evaluated_splits": {
"not": {
"type": "null"
}
},
"n_rows": {
"not": {
"type": "null"
}
},
"n_splits": {
"not": {
"type": "null"
}
},
"overfit_flag": {
"not": {
"type": "null"
}
},
"reason": {
"type": "null"
},
"stochastic_dominance": {
"not": {
"type": "null"
}
}
},
"required": [
"overfit_flag",
"mean_logit",
"n_rows",
"n_configs",
"n_splits",
"n_evaluated_splits",
"n_blocked_splits",
"interpretation",
"degradation",
"stochastic_dominance"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "blocked"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"degradation": {
"type": "null"
},
"interpretation": {
"type": "null"
},
"mean_logit": {
"type": "null"
},
"n_evaluated_splits": {
"type": "null"
},
"overfit_flag": {
"type": "null"
},
"pbo": {
"type": "null"
},
"reason": {
"not": {
"type": "null"
}
},
"stochastic_dominance": {
"type": "null"
}
},
"required": [
"reason"
]
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"degradation": {
"anyOf": [
{
"$ref": "#/$defs/PboDegradation"
},
{
"type": "null"
}
]
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"embargo": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"interpretation": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"mean_logit": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"method": {
"const": "CSCV_combinatorial_pbo_purged_embargoed",
"type": "string"
},
"n_blocked_splits": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_configs": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_evaluated_splits": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_groups": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_rows": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_splits": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"overfit_flag": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"pbo": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"pbo_high_threshold": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"periods_per_year": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"purge": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"status": {
"enum": [
"blocked",
"computed"
],
"type": "string"
},
"stochastic_dominance": {
"anyOf": [
{
"$ref": "#/$defs/PboStochasticDominance"
},
{
"type": "null"
}
]
},
"verdict": {
"enum": [
"pass",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"_meta",
"method",
"status",
"verdict",
"pbo",
"pbo_high_threshold",
"n_groups",
"purge",
"embargo",
"periods_per_year",
"died_at",
"died_at_plain",
"failure_codes",
"degradation",
"stochastic_dominance"
],
"type": "object",
"x-relations": [
"n_evaluated_splits + n_blocked_splits == n_splits when status == computed"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want to lint the SHAPE of a submission (DSL spec,\ncandles or trades) for free before spending a check, so a typo never\ncosts you one. A format check only -- it gives no buy/sell advice.\nFree payload lint -- fix your submission BEFORE spending a check.\n\nValidates the SHAPE of what you are about to submit, with the same\nmachine-readable failure vocabulary the paid tools use: DSL schema\nvalidity, OHLCV sanity (finite positive prices, aligned series,\nstrictly increasing timestamps), per-symbol data presence, trade-row\ntypes, and an honest size warning when the sample is below the paid\ngates' evidential floor. Send the same spec/ohlcv_by_symbol/trades you\nwould send to assay_gauntlet or assay_signal; get back ok plus named\nfindings (dsl_invalid, timestamps_not_monotonic,\nohlcv_non_finite_or_non_positive, ohlcv_series_misaligned,\nsymbol_data_missing, trades_rows_invalid, sample_below_engine_floor)\nwith plain-language details. Shape lint only -- a clean preflight is\nNOT evidence of an edge and never blesses a signal; it just means your\npaid check will not bounce on format. Code-computed, no ledger write,\nno account needed. NOT financial advice. Price: free.",
"inputSchema": {
"$defs": {
"JsonValue": {
"anyOf": [
{
"type": "boolean"
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"maxLength": 262144,
"type": "string",
"x-maxUtf8Bytes": 262144
},
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"x-maxDepth": 16,
"x-maxNodes": 10000
}
},
"additionalProperties": false,
"properties": {
"ohlcv_by_symbol": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/JsonValue"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Candles per symbol to sanity-check (aligned, finite, positive)."
},
"spec": {
"$ref": "#/$defs/JsonValue",
"default": null,
"description": "DSL strategy to lint for shape/DSL errors before you spend a check."
},
"trades": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "Trade list to lint instead of a spec."
}
},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_preflight",
"outputSchema": {
"$defs": {
"PreflightChecked": {
"additionalProperties": false,
"properties": {
"ohlcv_symbols": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"spec": {
"type": "boolean"
},
"trades_rows": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"spec",
"ohlcv_symbols",
"trades_rows"
],
"type": "object"
},
"PreflightFinding": {
"additionalProperties": false,
"properties": {
"code": {
"enum": [
"dsl_invalid",
"timestamps_not_monotonic",
"ohlcv_non_finite_or_non_positive",
"ohlcv_series_misaligned",
"symbol_data_missing",
"trades_rows_invalid",
"sample_below_engine_floor"
],
"type": "string"
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"level": {
"enum": [
"error",
"warn"
],
"type": "string"
}
},
"required": [
"code",
"level",
"detail"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"else": {
"properties": {
"findings": {
"contains": {
"additionalProperties": false,
"properties": {
"code": {
"type": "string"
},
"detail": {
"type": "string"
},
"level": {
"const": "error"
}
},
"required": [
"level"
],
"type": "object"
}
}
}
},
"if": {
"properties": {
"ok": {
"const": true
}
},
"required": [
"ok"
]
},
"then": {
"properties": {
"findings": {
"not": {
"contains": {
"additionalProperties": false,
"properties": {
"code": {
"type": "string"
},
"detail": {
"type": "string"
},
"level": {
"const": "error"
}
},
"required": [
"level"
],
"type": "object"
}
}
}
}
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"checked": {
"$ref": "#/$defs/PreflightChecked"
},
"findings": {
"items": {
"$ref": "#/$defs/PreflightFinding"
},
"maxItems": 10000,
"type": "array"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"ok": {
"type": "boolean"
},
"price_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"schema": {
"const": "preflight.v1",
"type": "string"
}
},
"required": [
"_meta",
"schema",
"ok",
"findings",
"checked",
"price_usd",
"note"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want to judge ANY signal seller -- including us --\nwith a machine-readable seven-test falsification protocol you can run\nin an afternoon. It scores methodology, not markets: no buy/sell advice.\nTest ANY signal provider in an afternoon -- the falsification\nprotocol as machine-readable rules.\n\nSeven falsifiable tests that separate edge from selection, runnable\nagainst any signal seller (paid channel, platform, bot) without their\ncooperation: provenance (tamper-proof timestamps or it did not happen),\nsurvivorship (the full issue history incl. losers), pre-registration\n(ten sealed forward calls), placebo (does random timing do as well?),\ncosts (profitable AFTER fees/spread/slippage?), trial accounting (one\nwinner out of how many quiet attempts?), and the examiner test (apply\nit all to whoever grades the signals -- including AlphaAssay: golden\nspecimens, hosted full-trust certificate verification with separate raw\nsignature-only and full offline trust paths, current persisted calibration\nsnapshot).\nEach\ntest carries a machine-checkable failure_condition, and tests 3-6 name\nthe AlphaAssay endpoint that automates them. Static and code-computed:\nthis tool hands you the checklist, it does not rate, score or rank any\nprovider and it never fetches external data. NOT financial advice.\nPrice: free.",
"inputSchema": {
"additionalProperties": false,
"properties": {},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_provider_protocol",
"outputSchema": {
"$defs": {
"ProviderAutomation": {
"additionalProperties": false,
"properties": {
"failure_code": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"mcp": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"rest": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
}
},
"required": [
"mcp",
"rest"
],
"type": "object"
},
"ProviderRunAgainst": {
"additionalProperties": false,
"properties": {
"calibration": {
"maxLength": 2000,
"type": "string"
},
"golden_specimens": {
"maxLength": 2000,
"type": "string"
},
"offline_verify": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"golden_specimens",
"offline_verify",
"calibration"
],
"type": "object"
},
"ProviderTest": {
"additionalProperties": false,
"properties": {
"applies_to_alphaassay": {
"type": "boolean"
},
"automated_by": {
"anyOf": [
{
"$ref": "#/$defs/ProviderAutomation"
},
{
"type": "null"
}
]
},
"failure_condition": {
"maxLength": 2000,
"type": "string"
},
"how_to_run": {
"maxLength": 2000,
"type": "string"
},
"id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"question": {
"maxLength": 2000,
"type": "string"
},
"run_against_alphaassay": {
"anyOf": [
{
"$ref": "#/$defs/ProviderRunAgainst"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"id",
"n",
"question",
"how_to_run",
"failure_condition",
"applies_to_alphaassay",
"automated_by"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"agent_rules": {
"maxLength": 2000,
"type": "string"
},
"applies_to_alphaassay": {
"type": "boolean"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"price_usd": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"principle": {
"maxLength": 2000,
"type": "string"
},
"schema": {
"const": "provider_protocol.v1",
"type": "string"
},
"source_url": {
"maxLength": 2000,
"type": "string"
},
"tests": {
"items": {
"$ref": "#/$defs/ProviderTest"
},
"maxItems": 10000,
"type": "array"
},
"title": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"_meta",
"schema",
"title",
"source_url",
"principle",
"tests",
"agent_rules",
"applies_to_alphaassay",
"note",
"price_usd"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you want to seal a strategy and its success criteria\nNOW, before the forward data exists, so that registration cannot be\nadapted or backfilled against those later bars -- a commitment audit,\nnot buy/sell advice. Pre-register a signal NOW; freeze its terms before\nthe forward evidence exists.\n\nSignal commitment: your strategy spec (executable JSON DSL) is canonically\nhashed and committed in tenant state now, then queued for later daily\noperator-published Merkle inclusion. The register response is not an\ninclusion proof, and the built-in chain is not independent time evidence;\nthat requires a separately present and pinned external anchor. The\nlater verdict (assay_verdict) uses exclusively data from AFTER\nregistration. That prevents adapting this registration to those forward\nbars, but does not prove the strategy or family was not selected through\nearlier research or repeated trials; the family ledger and deflation\ndisclose and penalise those trials. v2: optionally seal a machine-writable HYPOTHESIS tuple\nalongside the spec -- declared_pass_sharpe_annualized (your\npre-committed success bar), max_evaluation_bars (ex-ante window cap:\nwaiting longer than promised cannot improve the verdict),\nfee_bps_per_side and trading_calendar (the sealed evaluation terms),\nplus an optional rationale. The tuple is canonically hashed and bound\ninto the same queued commitment as the spec, and assay_verdict ENFORCES\nit: deviating terms are recomputed under the seal and flagged\ngoalpost_moved -- success criteria chosen after seeing the data are\nnot criteria. Registrations are idempotent, withdrawals still count\ntoward your family's trial budget (anti-gaming). Registrations are\nkeyed to your authenticated account. Price: per check; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key with the register\nscope required -- account setup at\nhttps://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"ConstNode": {
"additionalProperties": false,
"properties": {
"const": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"const"
],
"type": "object"
},
"Hypothesis": {
"additionalProperties": false,
"properties": {
"declared_pass_sharpe_annualized": {
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"gt": 0,
"le": 20
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10
},
"max_evaluation_bars": {
"maximum": 10000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"rationale": {
"default": "",
"maxLength": 2000,
"type": "string"
},
"trading_calendar": {
"default": "24/7",
"enum": [
"24/7",
"weekdays"
],
"type": "string"
}
},
"required": [
"declared_pass_sharpe_annualized",
"max_evaluation_bars"
],
"type": "object"
},
"IndicatorNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"indicator": {
"const": "price"
},
"window": {
"type": "null"
}
},
"required": [
"indicator"
]
},
{
"properties": {
"indicator": {
"const": "atr"
},
"source": {
"type": "null"
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"const": "zscore"
},
"window": {
"minimum": 2,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
},
{
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"roc"
]
},
"window": {
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"indicator",
"window"
]
}
],
"properties": {
"indicator": {
"enum": [
"sma",
"ema",
"rsi",
"atr",
"roc",
"zscore",
"price"
],
"type": "string"
},
"source": {
"anyOf": [
{
"enum": [
"open",
"high",
"low",
"close",
"volume"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"window": {
"anyOf": [
{
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"indicator"
],
"type": "object"
},
"SignalNode": {
"additionalProperties": false,
"oneOf": [
{
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt"
]
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
}
]
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"enum": [
"and",
"or"
]
},
"right": {
"$ref": "#/$defs/SignalNode"
}
},
"required": [
"op",
"left",
"right"
]
},
{
"properties": {
"left": {
"$ref": "#/$defs/SignalNode"
},
"op": {
"const": "not"
},
"right": {
"type": "null"
}
},
"required": [
"op",
"left"
]
}
],
"properties": {
"left": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
}
]
},
"op": {
"enum": [
"cross_above",
"cross_below",
"gt",
"lt",
"and",
"or",
"not"
],
"type": "string"
},
"right": {
"anyOf": [
{
"$ref": "#/$defs/ConstNode"
},
{
"$ref": "#/$defs/IndicatorNode"
},
{
"$ref": "#/$defs/SignalNode"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"op",
"left"
],
"type": "object"
},
"StrategyPosition": {
"additionalProperties": false,
"properties": {
"else": {
"const": "flat",
"type": "string"
},
"on_signal": {
"const": "long",
"type": "string"
}
},
"required": [
"on_signal",
"else"
],
"type": "object"
},
"StrategySpec": {
"additionalProperties": false,
"properties": {
"asset_universe": {
"items": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"maxItems": 50,
"minItems": 1,
"type": "array",
"uniqueItems": true
},
"bar_interval": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"dsl_version": {
"const": "1",
"type": "string"
},
"entry_lag_bars": {
"default": 1,
"maximum": 5000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"position": {
"anyOf": [
{
"$ref": "#/$defs/StrategyPosition"
},
{
"type": "null"
}
],
"default": null
},
"signal": {
"$ref": "#/$defs/SignalNode",
"x-maxDepth": 16
},
"target": {
"$ref": "#/$defs/StrategyTarget"
}
},
"required": [
"dsl_version",
"asset_universe",
"bar_interval",
"target",
"signal"
],
"type": "object"
},
"StrategyTarget": {
"additionalProperties": false,
"properties": {
"horizon_bars": {
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"kind": {
"const": "forward_return",
"type": "string"
}
},
"required": [
"kind",
"horizon_bars"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"embargo_bars": {
"default": 3,
"description": "Bars after registration to embargo before evaluation.",
"maximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"hypothesis": {
"anyOf": [
{
"$ref": "#/$defs/Hypothesis"
},
{
"type": "null"
}
],
"default": null,
"description": "Your sealed success criteria (target metric, threshold, costs) so the later verdict cannot move the goalposts."
},
"maturity_bars": {
"default": 30,
"description": "Bars of forward data required before assay_verdict may evaluate it (the maturity window).",
"maximum": 10000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"spec": {
"$ref": "#/$defs/StrategySpec",
"description": "DSL strategy whose canonical hash and terms are committed to tenant state now, before forward data, and queued for later daily operator-published Merkle inclusion. The return is not an inclusion proof or independent timestamp; that requires a separately pinned external anchor."
}
},
"required": [
"spec"
],
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_register",
"outputSchema": {
"$defs": {
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"SealedHypothesis": {
"additionalProperties": false,
"properties": {
"declared_pass_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
]
},
"max_evaluation_bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"rationale": {
"maxLength": 2000,
"type": "string"
},
"trading_calendar": {
"enum": [
"24/7",
"weekdays"
],
"type": "string"
}
},
"required": [
"declared_pass_sharpe_annualized",
"max_evaluation_bars",
"fee_bps_per_side",
"trading_calendar",
"rationale"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"anchor_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"created": {
"type": "boolean"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"evaluation_start_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"family_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"hypothesis": {
"anyOf": [
{
"$ref": "#/$defs/SealedHypothesis"
},
{
"type": "null"
}
],
"default": null
},
"hypothesis_hash": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"ledger_cumulative_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"maturity_bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"prereg_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"registered_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"spec_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"status": {
"anyOf": [
{
"enum": [
"registered",
"maturing",
"evaluated",
"withdrawn"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"_meta",
"prereg_id",
"family_id",
"spec_hash",
"anchor_hash",
"registered_at",
"evaluation_start_at",
"maturity_bars",
"engine_version",
"ledger_cumulative_n",
"created",
"disclaimer"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when someone hands you a claimed track record and you want\nto recompute it yourself from the fills and candles -- an arithmetic\naudit of the numbers, not buy/sell advice.\nIndependently recompute a claimed track record -- audit the\narithmetic, not the story.\n\nNew audit object: not the signal, the CALLER'S CALCULATION. Send the\ntrades (entry/exit time, price, side), the candles they were filled\non, and the claimed headline metrics (total_return_pct, win_rate,\nmax_drawdown_pct, n_trades, sharpe_annualized); the engine rebuilds\nthe equity book independently and grades the claim against disclosed\nper-metric tolerances (published cross-engine divergence reaches\n3.71%, so the band is explicit output, never a hidden judgment).\nChecks every fill against its bar's [low, high] (a fill outside the\nrange was never physically available: FILL_OUTSIDE_BAR_RANGE), prices\nformally undecidable stop/limit exits worst-case -- both bracket\nlevels inside one OHLC bar cannot be ordered (Maier-Paape/Platen) --\nand reports that fill-ambiguity haircut (FILL_AMBIGUITY_MATERIAL when\nworst-case pricing flips the book's sign). Also returns an\nimplementation-uncertainty interval: every fill pushed to the best and\nworst end of its bar, the spread a legitimate re-implementation could\nproduce; a claim outside EVERY convention earns\nRESULT_NOT_REPRODUCED. Demote-only: 'reproduced' means the numbers\nfollow from the fills -- it is NOT evidence of an edge and never\nendorses a strategy. Code-computed; no ledger write (auditing\narithmetic is not a new trial). Timestamps must carry explicit\ntimezones; structurally invalid input is refunded. NOT financial\nadvice. Price: per check; see https://api.alphaassay.com/v1/meta/pricing\n(api_key required -- account setup at\nhttps://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"ClaimedMetrics": {
"additionalProperties": false,
"anyOf": [
{
"properties": {
"total_return_pct": {
"not": {
"type": "null"
}
}
},
"required": [
"total_return_pct"
]
},
{
"properties": {
"max_drawdown_pct": {
"not": {
"type": "null"
}
}
},
"required": [
"max_drawdown_pct"
]
},
{
"properties": {
"win_rate": {
"not": {
"type": "null"
}
}
},
"required": [
"win_rate"
]
},
{
"properties": {
"n_trades": {
"not": {
"type": "null"
}
}
},
"required": [
"n_trades"
]
},
{
"properties": {
"sharpe_annualized": {
"not": {
"type": "null"
}
}
},
"required": [
"sharpe_annualized"
]
}
],
"properties": {
"max_drawdown_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"n_trades": {
"anyOf": [
{
"maximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"total_return_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"win_rate": {
"anyOf": [
{
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"ge": 0,
"le": 1
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
},
"ExitOrder": {
"additionalProperties": false,
"properties": {
"limit_price": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"stop_price": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
}
},
"required": [
"stop_price",
"limit_price"
],
"type": "object"
},
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
},
"ReproduceTrade": {
"additionalProperties": false,
"properties": {
"entry_price": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"entry_time": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"exit_order": {
"anyOf": [
{
"$ref": "#/$defs/ExitOrder"
},
{
"type": "null"
}
],
"default": null
},
"exit_price": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"exit_time": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"side": {
"enum": [
"long",
"short"
],
"type": "string"
},
"symbol": {
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"symbol",
"side",
"entry_time",
"exit_time",
"entry_price",
"exit_price"
],
"type": "object"
}
},
"additionalProperties": false,
"allOf": [
{
"properties": {
"claimed": {
"not": {
"type": "null"
}
},
"ohlcv_by_symbol": {
"not": {
"type": "null"
}
},
"trades": {
"not": {
"type": "null"
}
}
},
"required": [
"trades",
"ohlcv_by_symbol",
"claimed"
]
}
],
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"claimed": {
"anyOf": [
{
"$ref": "#/$defs/ClaimedMetrics"
},
{
"type": "null"
}
],
"default": null,
"description": "The performance the seller claims (e.g. total return / Sharpe) so the audit can confirm or refute it."
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10,
"description": "Round-trip cost in bps/side for the recomputation."
},
"ohlcv_by_symbol": {
"anyOf": [
{
"additionalProperties": false,
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Candles per symbol {symbol: {time,open,high,low,close,volume}} the trades were supposedly filled on -- used to catch fills outside the bar range."
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"trades": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/ReproduceTrade"
},
"maxItems": 10000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "The claimed fills to audit: entry/exit time, price and side per trade -- checked arithmetically against the bars."
}
},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_reproduce",
"outputSchema": {
"$defs": {
"AuditFinding": {
"additionalProperties": false,
"properties": {
"code": {
"maxLength": 2000,
"type": "string"
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"severity": {
"enum": [
"hard_fail",
"warn",
"info"
],
"type": "string"
}
},
"required": [
"code",
"severity",
"detail"
],
"type": "object"
},
"FillAmbiguity": {
"additionalProperties": false,
"properties": {
"ambiguous_trades": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"flips_sign": {
"type": "boolean"
},
"haircut_pp": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"worst_case_total_return_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"ambiguous_trades",
"haircut_pp",
"worst_case_total_return_pct",
"flips_sign"
],
"type": "object"
},
"ImplementationUncertainty": {
"additionalProperties": false,
"properties": {
"best_case_total_return_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"claimed_within_any_convention": {
"type": "boolean"
},
"engine_spread_pp": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"worst_case_total_return_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"worst_case_total_return_pct",
"best_case_total_return_pct",
"engine_spread_pp",
"claimed_within_any_convention"
],
"type": "object"
},
"MetricDivergence": {
"additionalProperties": false,
"properties": {
"abs_diff": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"claimed": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"reproduced": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"within_tolerance": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
]
}
},
"required": [
"claimed",
"reproduced",
"within_tolerance"
],
"type": "object"
},
"MetricTolerance": {
"additionalProperties": false,
"properties": {
"abs_pp": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"rel": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"abs_pp",
"rel"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"ReproduceClaimedMetrics": {
"additionalProperties": false,
"properties": {
"max_drawdown_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"n_trades": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"total_return_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"win_rate": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
},
"ReproduceDivergence": {
"additionalProperties": false,
"properties": {
"max_drawdown_pct": {
"anyOf": [
{
"$ref": "#/$defs/MetricDivergence"
},
{
"type": "null"
}
],
"default": null
},
"n_trades": {
"anyOf": [
{
"$ref": "#/$defs/MetricDivergence"
},
{
"type": "null"
}
],
"default": null
},
"sharpe_annualized": {
"anyOf": [
{
"$ref": "#/$defs/MetricDivergence"
},
{
"type": "null"
}
],
"default": null
},
"total_return_pct": {
"anyOf": [
{
"$ref": "#/$defs/MetricDivergence"
},
{
"type": "null"
}
],
"default": null
},
"win_rate": {
"anyOf": [
{
"$ref": "#/$defs/MetricDivergence"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
},
"ReproduceTolerances": {
"additionalProperties": false,
"properties": {
"max_drawdown_pct": {
"$ref": "#/$defs/MetricTolerance"
},
"n_trades": {
"$ref": "#/$defs/MetricTolerance"
},
"sharpe_annualized": {
"$ref": "#/$defs/MetricTolerance"
},
"total_return_pct": {
"$ref": "#/$defs/MetricTolerance"
},
"win_rate": {
"$ref": "#/$defs/MetricTolerance"
}
},
"required": [
"total_return_pct",
"max_drawdown_pct",
"win_rate",
"n_trades",
"sharpe_annualized"
],
"type": "object"
},
"ReproducedMetrics": {
"additionalProperties": false,
"properties": {
"max_drawdown_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"n_trades": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"total_return_pct": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"win_rate": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"total_return_pct",
"max_drawdown_pct",
"win_rate",
"n_trades",
"sharpe_annualized"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"claimed": {
"$ref": "#/$defs/ReproduceClaimedMetrics"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"divergence": {
"$ref": "#/$defs/ReproduceDivergence"
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"fill_ambiguity": {
"anyOf": [
{
"$ref": "#/$defs/FillAmbiguity"
},
{
"type": "null"
}
]
},
"findings": {
"items": {
"$ref": "#/$defs/AuditFinding"
},
"maxItems": 10000,
"type": "array"
},
"implementation_uncertainty": {
"anyOf": [
{
"$ref": "#/$defs/ImplementationUncertainty"
},
{
"type": "null"
}
]
},
"n_trades": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"reproduced": {
"$ref": "#/$defs/ReproducedMetrics"
},
"schema": {
"const": "reproduce.v1",
"type": "string"
},
"tolerances": {
"$ref": "#/$defs/ReproduceTolerances"
},
"verdict": {
"enum": [
"reproduced",
"not_reproduced",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"_meta",
"schema",
"verdict",
"reproduced",
"claimed",
"divergence",
"tolerances",
"findings",
"failure_codes",
"fill_ambiguity",
"implementation_uncertainty",
"n_trades",
"fee_bps_per_side",
"disclaimer"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you have a backtest result or live track record (a\ntrades log, equity curve or QuantConnect export) and need to know\nwhether the edge is real or just overfitting, survivorship or luck.\nValidate a trading strategy export: fail-closed statistical verdict.\n\nReality-check for backtest results, trade lists and equity curves\n(overfitting detection, deflated Sharpe, multiple-testing deflation via\nn_trials, cost stress, look-ahead signature, sample-size floor).\nAccepts CSV text (trade list with pnl / return %, equity curve, signal\nseries) or a QuantConnect/LEAN backtest JSON -- crypto, stocks, futures,\nFX alike. Returns pass / conditional / fail / insufficient_evidence with\nqualitative findings and canonical provenance hashes; code-computed, no\nLLM scoring. Declare n_trials honestly (omitting it earns a named TRIALS_UNDISCLOSED finding): it is the count of variants you\nsearched to find this one (best-of-N selection from a parameter sweep);\nthe verdict then answers whether the winner is real or an artifact of\nthe search. Optional pit_evidence attaches an\nalready-computed point-in-time / look-ahead guard report (e.g. a\nsame-session vs prior-settle rank-consistency check): an explicit\ncomputed material_look_ahead verdict hard-fails the submission\n(pit_lookahead); missing or inconclusive evidence changes nothing --\nthe field can demote, never bless. Optional source_rights attaches attested data-rights evidence: an explicit negative (source_rights_clean=false or a missing_source_rights status) withholds any positive outcome as insufficient_evidence with agent_action=owner_data_decision_required (a verdict on data you may not use is a liability, not evidence); fail stays fail, unclear evidence changes nothing. NOT a buy/sell signal. Price: per check; see https://api.alphaassay.com/v1/meta/pricing. Debited from your prepaid account (api_key required --\ncreate one at https://api.alphaassay.com/account; the current allowance\nis published by runtime pricing).",
"inputSchema": {
"$defs": {
"JsonValue": {
"anyOf": [
{
"type": "boolean"
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"maxLength": 262144,
"type": "string",
"x-maxUtf8Bytes": 262144
},
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"x-maxDepth": 16,
"x-maxNodes": 10000
},
"PitEvidence": {
"additionalProperties": false,
"properties": {
"detail": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"matched_null_min_p": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"min_tickers": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"pit_oi_rank_consistency_verdict": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_consistency_status": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_consistency_verdict": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_matched_null_floor": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_matched_null_min_p": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_min_tickers": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_n_tickers": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_power_alpha": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_rho_threshold": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_spearman_rho": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_ticker_flip_count": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_top_flip": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_top_k": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_top_pit": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_top_same_session": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"pit_rank_underpowered": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"power_alpha": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"spearman_rho": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"status": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"ticker_flip_count": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"top_flip": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"top_k": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"verdict": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object",
"x-relations": [
"pit_rank_top_k <= pit_rank_n_tickers",
"pit_rank_ticker_flip_count <= pit_rank_top_k",
"ticker_flip_count <= top_k"
]
},
"SourceRightsEvidence": {
"additionalProperties": false,
"properties": {
"detail": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"source_rights_clean": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"status": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"verdict": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"equity_csv": {
"default": "",
"description": "Equity-curve CSV (timestamp,equity) as an alternative to trades_csv; per-period returns are derived from it.",
"maxLength": 5242880,
"type": "string"
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
],
"default": 10,
"description": "Round-trip cost assumption in basis points per side (slippage + commission) for the net-of-cost reality check."
},
"label": {
"default": "user_strategy",
"description": "Optional human label for the run (echoed back, not scored).",
"maxLength": 256,
"type": "string"
},
"n_trials": {
"anyOf": [
{
"maximum": 1000000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null,
"description": "How many strategy variants you tried before this one (grid size / optimisation attempts). Drives the deflated-Sharpe multiple-testing correction -- under-reporting it inflates your own verdict."
},
"out_of_sample": {
"anyOf": [
{
"type": "boolean"
},
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "True if the track record is genuine out-of-sample / walk-forward, not the in-sample fit."
},
"pit_evidence": {
"anyOf": [
{
"$ref": "#/$defs/PitEvidence"
},
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional point-in-time / look-ahead attestation object; can only demote (flag pit_lookahead), never improve the verdict."
},
"quantconnect_json": {
"anyOf": [
{
"maxLength": 5242880,
"type": "string"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional QuantConnect backtest export; parsed into trades/returns automatically."
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"signals_csv": {
"default": "",
"description": "Signal/position CSV if you have entries rather than realised pnl; converted to returns before grading.",
"maxLength": 5242880,
"type": "string"
},
"source_rights": {
"anyOf": [
{
"$ref": "#/$defs/SourceRightsEvidence"
},
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional data-rights / provenance disclosure for the track record (licensing, vendor)."
},
"trades_csv": {
"default": "",
"description": "Your realised trade log as CSV (pnl and/or return_pct per closed trade) -- the track record to put on trial for overfitting and luck.",
"maxLength": 5242880,
"type": "string"
}
},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_signal",
"outputSchema": {
"$defs": {
"BenchmarkComputed": {
"additionalProperties": false,
"properties": {
"alpha_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"alpha_pvalue": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"alpha_significant": {
"type": "boolean"
},
"alpha_tstat": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"beta": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"correlation": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
}
]
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"n_observations": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"status": {
"const": "computed",
"type": "string"
},
"tracking_error_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"status",
"n_observations",
"beta",
"alpha_per_obs",
"alpha_tstat",
"alpha_pvalue",
"alpha_significant",
"correlation",
"tracking_error_per_obs",
"failure_codes"
],
"type": "object"
},
"BenchmarkUnavailable": {
"additionalProperties": false,
"properties": {
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"status": {
"enum": [
"benchmark_not_supplied",
"invalid_benchmark"
],
"type": "string"
}
},
"required": [
"status",
"note",
"failure_codes"
],
"type": "object"
},
"Explanation": {
"additionalProperties": false,
"properties": {
"agent_action": {
"enum": [
"continue_due_diligence",
"require_additional_validation",
"gather_more_evidence",
"reject_current_evidence",
"owner_data_decision_required"
],
"type": "string"
},
"blocking_findings": {
"items": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"explanations": {
"items": {
"$ref": "#/$defs/ExplanationFinding"
},
"maxItems": 10000,
"type": "array"
},
"leakage_taxonomy": {
"$ref": "#/$defs/LeakageTaxonomy"
},
"next_actions": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"provenance_attestation": {
"$ref": "#/$defs/ExplanationProvenance"
},
"research_only": {
"const": true,
"type": "boolean"
},
"schema_version": {
"const": "0",
"type": "string"
},
"summary": {
"maxLength": 2000,
"type": "string"
},
"tool": {
"const": "explain_backtest_failure",
"type": "string"
},
"tool_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"conditional",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"schema_version",
"research_only",
"tool",
"tool_version",
"verdict",
"agent_action",
"summary",
"provenance_attestation",
"leakage_taxonomy",
"blocking_findings",
"explanations",
"next_actions"
],
"type": "object"
},
"ExplanationFinding": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"evidence_to_lift": {
"maxLength": 2000,
"type": "string"
},
"failure_class": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"severity": {
"enum": [
"hard_fail",
"cap_verdict",
"major_penalty",
"minor_penalty",
"trust_gate"
],
"type": "string"
},
"what_it_means": {
"maxLength": 2000,
"type": "string"
}
},
"required": [
"failure_class",
"severity",
"detail",
"what_it_means",
"evidence_to_lift"
],
"type": "object"
},
"ExplanationProvenance": {
"additionalProperties": false,
"properties": {
"check_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"evidence_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"generated_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"inputs_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"schema_ref": {
"maxLength": 2000,
"type": "string"
},
"schema_version": {
"const": "0",
"type": "string"
},
"source_tool": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"source_tool_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"source_tool",
"source_tool_version",
"schema_ref",
"schema_version",
"inputs_hash",
"request_hash",
"generated_at",
"evidence_refs",
"check_refs"
],
"type": "object"
},
"LeakageAttribution": {
"additionalProperties": false,
"properties": {
"attributions": {
"items": {
"$ref": "#/$defs/LeakageAttributionEntry"
},
"maxItems": 10000,
"type": "array"
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"label": {
"enum": [
"clean",
"attributed"
],
"type": "string"
}
},
"required": [
"label",
"attributions",
"detail"
],
"type": "object"
},
"LeakageAttributionEntry": {
"additionalProperties": false,
"properties": {
"failure_class": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"leakage_class": {
"enum": [
"I",
"II",
"III"
],
"type": "string"
},
"severity": {
"enum": [
"hard_fail",
"cap_verdict",
"major_penalty",
"minor_penalty",
"trust_gate"
],
"type": "string"
},
"source": {
"enum": [
"finding",
"execution_attestation"
],
"type": "string"
}
},
"required": [
"leakage_class",
"failure_class",
"severity",
"source"
],
"type": "object"
},
"LeakageTaxonomy": {
"additionalProperties": false,
"properties": {
"classes": {
"items": {
"enum": [
"I",
"II",
"III"
],
"type": "string"
},
"maxItems": 3,
"type": "array"
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"label": {
"enum": [
"clean",
"class_I",
"class_II",
"class_III",
"multiple_leakage_classes"
],
"type": "string"
}
},
"required": [
"classes",
"label",
"detail"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"ReproducibilityReadiness": {
"additionalProperties": false,
"properties": {
"cap_reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"label": {
"maxLength": 2000,
"type": "string"
},
"missing": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"present": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"severity": {
"const": "trust_gate",
"type": "string"
},
"tier": {
"enum": [
"R0",
"R1",
"R2",
"R3"
],
"type": "string"
}
},
"required": [
"tier",
"label",
"severity",
"present",
"missing",
"cap_reason",
"detail"
],
"type": "object"
},
"VerdictEnvelope": {
"additionalProperties": false,
"properties": {
"agent_action": {
"enum": [
"continue_due_diligence",
"require_additional_validation",
"gather_more_evidence",
"reject_current_evidence",
"owner_data_decision_required"
],
"type": "string"
},
"benchmark_overlap": {
"anyOf": [
{
"$ref": "#/$defs/BenchmarkUnavailable"
},
{
"$ref": "#/$defs/BenchmarkComputed"
},
{
"type": "null"
}
],
"default": null
},
"findings": {
"items": {
"$ref": "#/$defs/VerdictFinding"
},
"maxItems": 10000,
"type": "array"
},
"leakage_attribution": {
"anyOf": [
{
"$ref": "#/$defs/LeakageAttribution"
},
{
"type": "null"
}
],
"default": null
},
"leakage_taxonomy": {
"$ref": "#/$defs/LeakageTaxonomy"
},
"provenance": {
"$ref": "#/$defs/VerdictProvenance"
},
"reproducibility_readiness": {
"anyOf": [
{
"$ref": "#/$defs/ReproducibilityReadiness"
},
{
"type": "null"
}
],
"default": null
},
"reproducible": {
"type": "boolean"
},
"schema_version": {
"const": "0",
"type": "string"
},
"verdict": {
"enum": [
"pass",
"conditional",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"schema_version",
"verdict",
"agent_action",
"findings",
"reproducible",
"leakage_taxonomy",
"provenance"
],
"type": "object"
},
"VerdictFinding": {
"additionalProperties": false,
"properties": {
"detail": {
"maxLength": 2000,
"type": "string"
},
"failure_class": {
"enum": [
"data_rights",
"pit_lookahead",
"survivorship",
"selection_multiple_testing",
"effective_n",
"oos_walk_forward",
"cpcv",
"costs_slippage_capacity",
"pbo_dsr_overfit",
"null_placebo",
"regime",
"execution",
"reproducibility",
"benchmark_overlap"
],
"type": "string"
},
"severity": {
"enum": [
"hard_fail",
"cap_verdict",
"major_penalty",
"minor_penalty",
"trust_gate"
],
"type": "string"
}
},
"required": [
"failure_class",
"severity",
"detail"
],
"type": "object"
},
"VerdictProvenance": {
"additionalProperties": false,
"properties": {
"check_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"evidence_refs": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"generated_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"inputs_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_hash": {
"anyOf": [
{
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"schema_ref": {
"maxLength": 2000,
"type": "string"
},
"schema_version": {
"const": "0",
"type": "string"
},
"tool": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tool_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"tool",
"tool_version",
"schema_ref",
"schema_version",
"inputs_hash",
"generated_at",
"evidence_refs",
"check_refs"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"explanation": {
"$ref": "#/$defs/Explanation"
},
"verdict": {
"$ref": "#/$defs/VerdictEnvelope"
}
},
"required": [
"_meta",
"verdict",
"explanation"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you ran a grid or parameter sweep and want to know\nWHICH variants survive family-wise error control (FWER) rather than\nsurfacing by chance -- an error-budget disclosure, not buy/sell advice.\nWHICH variants of your sweep survive family-wise error control --\nan error-budget disclosure, never a ranking.\n\nSend the same T x N trial matrix assay_pbo grades (rows =\ntime-ordered periods, columns = every configuration you tried) and\nget Romano-Wolf stepwise multiple testing over it: studentized\nper-config statistics, circular block bootstrap over the time rows\n(serial dependence respected), stepdown max-statistic critical values\n(Romano/Wolf 2005, Econometrica; Hansen SPA 2005). Answer, per\nvariant IN INPUT ORDER: could this family's evidence kill it at\nfamily-wise error rate alpha, and in which stepdown round? Survival-\nmap framing by construction: the verdict vocabulary is fail (nothing\nsurvives: NO_SURVIVORS_AT_FWER), conditional (survivors disclosed --\nexplicitly NOT a pass) or insufficient_evidence (blocked with a named\nreason); this tool structurally cannot bless, rank or recommend.\nNatural partner of assay_pbo -- one matrix, two questions: is the\nSELECTION overfit (pbo), and which variants does the error budget\nleave standing (survivors). The bootstrap is seeded from the input\ndigest; fail-closed on size, budget and numerics; no ledger\nwrite. NOT financial advice. Price: per check; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key required -- account\nsetup at https://api.alphaassay.com/account).",
"inputSchema": {
"additionalProperties": false,
"properties": {
"alpha": {
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"default": 0.05,
"description": "Family-wise error rate to control (e.g. 0.05).",
"gt": 0,
"lt": 1
},
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"block_length": {
"anyOf": [
{
"maximum": 5000,
"minimum": 1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null,
"description": "Stationary-bootstrap block length (bars) to preserve serial correlation."
},
"n_bootstrap": {
"default": 500,
"description": "Bootstrap resamples for the stepwise multiple test.",
"maximum": 2000,
"minimum": 200,
"type": "integer",
"x-strictJsonInteger": true
},
"periods_per_year": {
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"default": 365,
"description": "Annualisation factor for reporting.",
"gt": 0,
"le": 1000000
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"returns_matrix": {
"anyOf": [
{
"items": {
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 64,
"minItems": 2,
"type": "array"
},
"maxItems": 5000,
"minItems": 2,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "The same T x N trial matrix assay_pbo grades (rows = periods, columns = strategies) -- here for FWER survivor analysis: which survive multiple-testing."
}
},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_survivors",
"outputSchema": {
"$defs": {
"KilledCount": {
"additionalProperties": false,
"properties": {
"count": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"count"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"SurvivorConfig": {
"additionalProperties": false,
"properties": {
"assessable": {
"type": "boolean"
},
"index": {
"exclusiveMaximum": 10000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"mean_per_period": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"rejected_in_round": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"survived_fwer": {
"type": "boolean"
},
"t_stat": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"index",
"assessable",
"mean_per_period",
"t_stat",
"survived_fwer",
"rejected_in_round"
],
"type": "object"
},
"SurvivorSet": {
"additionalProperties": false,
"properties": {
"count": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"indices": {
"items": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"maxItems": 10000,
"type": "array"
}
},
"required": [
"count",
"indices"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"status": {
"const": "computed"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"critical_values_by_round": {
"not": {
"type": "null"
}
},
"killed": {
"not": {
"type": "null"
}
},
"n_configs": {
"not": {
"type": "null"
}
},
"n_rows": {
"not": {
"type": "null"
}
},
"per_config": {
"not": {
"type": "null"
}
},
"reason": {
"type": "null"
},
"survivors": {
"not": {
"type": "null"
}
}
},
"required": [
"per_config",
"survivors",
"killed",
"critical_values_by_round",
"n_rows",
"n_configs"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "blocked"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"critical_values_by_round": {
"type": "null"
},
"killed": {
"type": "null"
},
"n_configs": {
"type": "null"
},
"n_rows": {
"type": "null"
},
"per_config": {
"type": "null"
},
"reason": {
"not": {
"type": "null"
}
},
"survivors": {
"type": "null"
}
},
"required": [
"reason"
]
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"alpha": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"block_length": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"critical_values_by_round": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 10000,
"type": "array"
},
{
"type": "null"
}
]
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"framing": {
"maxLength": 2000,
"type": "string"
},
"killed": {
"anyOf": [
{
"$ref": "#/$defs/KilledCount"
},
{
"type": "null"
}
]
},
"method": {
"const": "romano_wolf_stepm_circular_block_bootstrap_studentized",
"type": "string"
},
"n_bootstrap": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_configs": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"n_rows": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"per_config": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/SurvivorConfig"
},
"maxItems": 10000,
"type": "array"
},
{
"type": "null"
}
]
},
"periods_per_year": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"status": {
"enum": [
"blocked",
"computed"
],
"type": "string"
},
"survivors": {
"anyOf": [
{
"$ref": "#/$defs/SurvivorSet"
},
{
"type": "null"
}
]
},
"verdict": {
"enum": [
"conditional",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"_meta",
"method",
"status",
"verdict",
"alpha",
"n_bootstrap",
"block_length",
"periods_per_year",
"reason",
"per_config",
"survivors",
"killed",
"critical_values_by_round",
"framing",
"disclaimer",
"died_at",
"died_at_plain",
"failure_codes"
],
"type": "object",
"x-relations": [
"len(per_config) == n_configs when status == computed",
"per_config indices are unique and equal range(n_configs) when status == computed",
"survivors.count == len(survivors.indices) when status == computed",
"survivors.indices are unique and a subset of per_config indices when status == computed",
"survivors.count + killed.count == n_configs when status == computed"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you have a raw fill or trade log and want it scanned\nfor internal contradictions -- look-ahead timestamps, pnl that\ndisagrees with the row's own prices, duplicate or out-of-order fills.\nInterrogate a raw fill log for internal contradictions -- no\ncandles needed.\n\nassay_preflight lints shape, assay_reproduce audits arithmetic\nagainst candles; this tool needs nothing but the log itself and asks\nwhether it is internally consistent: exact duplicate fills (double\ncounting inflates every headline number: tradelog_duplicate_fills),\ntime travel (exits before entries, decisions stamped AFTER the entry\nthey supposedly caused: tradelog_time_travel -- the anatomy of a\nlook-ahead), PnL or return_pct contradicting the row's own prices\n(tradelog_pnl_inconsistent), naive/unparseable/future timestamps\n(tradelog_timestamps_invalid -- ambiguous clocks are the top source\nof fake edges), and fills booked outside the declared calendar\n(tradelog_outside_calendar, e.g. weekend fills under\ntrading_calendar='weekdays'). Checks run only where fields exist and\nthe report SAYS which ran (checks_run) -- an absent field is\nuntestable, never innocent. Demote-only: a defect-free log earns\n'conditional', because internal consistency is NOT evidence of an\nedge. Code-computed; no ledger write; structurally invalid input is\nrefunded. NOT financial advice. Price: per check; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key required -- account\nsetup at https://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"JsonValue": {
"anyOf": [
{
"type": "boolean"
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"maxLength": 262144,
"type": "string",
"x-maxUtf8Bytes": 262144
},
{
"items": {
"$ref": "#/$defs/JsonValue"
},
"maxItems": 10000,
"type": "array"
},
{
"additionalProperties": {
"$ref": "#/$defs/JsonValue"
},
"maxProperties": 256,
"propertyNames": {
"maxLength": 256,
"x-maxUtf8Bytes": 256
},
"type": "object"
},
{
"type": "null"
}
],
"x-maxDepth": 16,
"x-maxNodes": 10000
},
"TradeLogRow": {
"additionalProperties": false,
"properties": {
"decision_time": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"entry_price": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"entry_time": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"exit_price": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"exit_time": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"pnl": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"return_pct": {
"$ref": "#/$defs/JsonValue",
"default": null
},
"side": {
"anyOf": [
{
"enum": [
"long",
"short"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"symbol": {
"anyOf": [
{
"maxLength": 64,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
{
"type": "null"
}
],
"default": null
}
},
"type": "object"
}
},
"additionalProperties": false,
"allOf": [
{
"properties": {
"trades": {
"not": {
"type": "null"
}
}
},
"required": [
"trades"
]
}
],
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"trades": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/TradeLogRow"
},
"maxItems": 10000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "Raw trade/fill rows to scan for defects: look-ahead timestamps, pnl or return contradicting the row's own prices, duplicate or out-of-order fills."
},
"trading_calendar": {
"default": "24/7",
"description": "Supported market-calendar literal: '24/7' for continuous markets or 'weekdays' for a Monday-Friday calendar.",
"enum": [
"24/7",
"weekdays"
],
"type": "string"
}
},
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_tradelog",
"outputSchema": {
"$defs": {
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"TradelogChecksRun": {
"additionalProperties": false,
"properties": {
"calendar": {
"type": "boolean"
},
"duplicates": {
"type": "boolean"
},
"pnl_consistency": {
"type": "boolean"
},
"time_travel": {
"type": "boolean"
},
"timestamps": {
"type": "boolean"
}
},
"required": [
"timestamps",
"time_travel",
"duplicates",
"pnl_consistency",
"calendar"
],
"type": "object"
},
"TradelogDefect": {
"additionalProperties": false,
"properties": {
"code": {
"enum": [
"tradelog_duplicate_fills",
"tradelog_time_travel",
"tradelog_pnl_inconsistent",
"tradelog_timestamps_invalid",
"tradelog_outside_calendar"
],
"type": "string"
},
"detail": {
"maxLength": 2000,
"type": "string"
},
"n_rows": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"rows": {
"items": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"maxItems": 10000,
"type": "array"
},
"severity": {
"const": "hard_fail",
"type": "string"
}
},
"required": [
"code",
"severity",
"rows",
"n_rows",
"detail"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"checks_run": {
"$ref": "#/$defs/TradelogChecksRun"
},
"defects": {
"items": {
"$ref": "#/$defs/TradelogDefect"
},
"maxItems": 10000,
"type": "array"
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"framing": {
"maxLength": 2000,
"type": "string"
},
"n_trades": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"schema": {
"const": "tradelog.v1",
"type": "string"
},
"trading_calendar": {
"enum": [
"24/7",
"weekdays"
],
"type": "string"
},
"verdict": {
"enum": [
"conditional",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"_meta",
"schema",
"verdict",
"checks_run",
"defects",
"failure_codes",
"framing",
"n_trades",
"trading_calendar",
"disclaimer",
"died_at",
"died_at_plain"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when you have VaR or Expected-Shortfall forecasts and need\nto know whether reality breached them more often or deeper than your\nclaimed tail level allows -- a risk-forecast audit, not buy/sell advice.\nDoes your risk model's VaR/ES forecast survive contact with reality?\nExceedance backtest over YOUR forecasts -- a new claim type: risk\nnumbers, not return claims.\n\nSubmit realised per-period returns plus the VaR forecasts your model\nproduced ex ante (positive loss thresholds at tail level alpha, e.g.\n0.05 for a 95% VaR), optionally the matching expected-shortfall\nforecasts. The breach count is graded on the EXACT binomial Basel\ntraffic-light zones (Basel Committee 1996: green below cumulative\nprobability 0.95, yellow to 0.9999, red above) -- published boundaries,\nno house thresholds; red earns the named demote VAR_BREACH_RATE_EXCESS.\nKupiec's proportion-of-failures LR (1995) and Christoffersen's\nindependence LR (1998) ride along -- clustered breaches flag the\nadvisory var_breaches_clustered (a model blind to volatility\nclustering). If ES forecasts are supplied, a joint (VaR, ES) mixture\ne-process (e-backtesting, Wang & Ziegel) grades breach DEPTH: crossing\nVille's anytime-valid 1% line earns ES_TAIL_UNDERSTATED. Supply\nbenchmark_var_forecasts (and optionally benchmark_es_forecasts, e.g. a\nrolling historical quantile) and the assay also tests EQUAL PREDICTIVE\nABILITY: Diebold-Mariano (1995) on a strictly consistent loss (quantile\ntick, or the joint FZ0 loss of Fissler & Ziegel 2016 when both sides\ncarry ES) -- a naive benchmark that beats your model past the one-sided\n5% line earns RISK_FORECAST_DOMINATED_BY_BENCHMARK; the attention zone\nto 10% is the advisory risk_forecast_lags_benchmark. Demote-only:\ntoo many breaches can kill, too few is the mis-calibration advisory\nvar_breach_rate_sparse -- conservative models pass with a flag, never\na blessing. Code-computed end to end, fail-closed on malformed or\nundersized input (a series too short to reach the red zone answers\ninsufficient_evidence instead of a hollow pass). Works for any asset\nclass. NOT financial advice; no order path.\nPrice: per check; see https://api.alphaassay.com/v1/meta/pricing\n(api_key required -- account setup at\nhttps://api.alphaassay.com/account).",
"inputSchema": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"benchmark_es_forecasts": {
"not": {
"type": "null"
}
}
},
"required": [
"benchmark_es_forecasts"
]
},
"then": {
"properties": {
"benchmark_var_forecasts": {
"not": {
"type": "null"
}
},
"es_forecasts": {
"not": {
"type": "null"
}
}
},
"required": [
"es_forecasts",
"benchmark_var_forecasts"
]
}
}
],
"properties": {
"alpha": {
"anyOf": [
{
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "number"
}
],
"default": 0.05,
"description": "Tail level, e.g. 0.05 for a 95% VaR (0.001-0.25). Sets the Basel traffic-light expectation.",
"ge": 0.001,
"le": 0.25
},
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"benchmark_es_forecasts": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional benchmark ES forecasts; switches the EPA test to the joint FZ0 loss."
},
"benchmark_var_forecasts": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional naive/benchmark VaR forecasts (e.g. a rolling historical quantile) for the Diebold-Mariano equal-predictive-ability test -- lose to it and the claim is demoted."
},
"es_forecasts": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional matching expected-shortfall forecasts; enables the joint (VaR, ES) e-process tail test."
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"returns": {
"description": "Realised per-period returns (the outcomes your risk model was forecasting for).",
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
},
"var_forecasts": {
"description": "Your model's ex-ante VaR forecasts (positive loss thresholds at level alpha) to backtest for breaches.",
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 100000,
"minItems": 1,
"type": "array"
}
},
"required": [
"returns",
"var_forecasts"
],
"type": "object",
"x-maxBodyBytes": 5242880,
"x-relations": [
"len(var_forecasts) == len(returns)",
"len(es_forecasts) == len(returns) when present",
"len(benchmark_var_forecasts) == len(returns) when present",
"len(benchmark_es_forecasts) == len(returns) when present",
"es_forecasts[i] > var_forecasts[i] when present",
"benchmark_es_forecasts[i] > benchmark_var_forecasts[i] when present"
]
},
"name": "assay_var_es",
"outputSchema": {
"$defs": {
"BreachCounts": {
"additionalProperties": false,
"properties": {
"expected": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"observed": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"rate_observed": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"observed",
"expected",
"rate_observed"
],
"type": "object"
},
"EqualPredictiveAbility": {
"additionalProperties": false,
"properties": {
"advisory_p_threshold": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"dm_stat": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"hac_lags": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"kill_p_threshold": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"loss": {
"anyOf": [
{
"enum": [
"fz0",
"quantile_tick"
],
"type": "string"
},
{
"type": "null"
}
]
},
"mean_loss_benchmark": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"mean_loss_candidate": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"p_dominated": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"supplied": {
"type": "boolean"
}
},
"required": [
"supplied",
"loss",
"mean_loss_candidate",
"mean_loss_benchmark",
"dm_stat",
"p_dominated",
"hac_lags",
"kill_p_threshold",
"advisory_p_threshold"
],
"type": "object"
},
"EsBacktestResult": {
"additionalProperties": false,
"properties": {
"e_advisory_threshold": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"e_kill_threshold": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"e_value": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"lambda_grid": {
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"maxItems": 10000,
"type": "array"
},
"log10_e_value": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"supplied": {
"type": "boolean"
}
},
"required": [
"supplied",
"lambda_grid",
"e_value",
"log10_e_value",
"e_kill_threshold",
"e_advisory_threshold"
],
"type": "object"
},
"IndependenceResult": {
"additionalProperties": false,
"properties": {
"advisory_p_threshold": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"lr": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"max_run": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n00": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n01": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n10": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n11": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"p": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"n00",
"n01",
"n10",
"n11",
"lr",
"p",
"max_run",
"advisory_p_threshold"
],
"type": "object"
},
"KupiecResult": {
"additionalProperties": false,
"properties": {
"lr": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"p": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
}
},
"required": [
"lr",
"p"
],
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
},
"TrafficLightZone": {
"additionalProperties": false,
"properties": {
"cumulative_prob": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"zone": {
"enum": [
"green",
"yellow",
"red"
],
"type": "string"
},
"zone_thresholds": {
"$ref": "#/$defs/ZoneThresholds"
}
},
"required": [
"zone",
"cumulative_prob",
"zone_thresholds"
],
"type": "object"
},
"ZoneThresholds": {
"additionalProperties": false,
"properties": {
"red_at_cumulative_prob": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"yellow_at_cumulative_prob": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
}
},
"required": [
"yellow_at_cumulative_prob",
"red_at_cumulative_prob"
],
"type": "object"
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"allOf": [
{
"if": {
"properties": {
"status": {
"const": "computed"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"basel": {
"not": {
"type": "null"
}
},
"breaches": {
"not": {
"type": "null"
}
},
"epa": {
"not": {
"type": "null"
}
},
"es": {
"not": {
"type": "null"
}
},
"independence": {
"not": {
"type": "null"
}
},
"interpretation": {
"not": {
"type": "null"
}
},
"kupiec": {
"not": {
"type": "null"
}
},
"n": {
"not": {
"type": "null"
}
},
"reason": {
"type": "null"
}
},
"required": [
"n",
"breaches",
"kupiec",
"independence",
"es",
"basel",
"epa",
"interpretation"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "blocked"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"basel": {
"type": "null"
},
"breaches": {
"type": "null"
},
"epa": {
"type": "null"
},
"es": {
"type": "null"
},
"independence": {
"type": "null"
},
"interpretation": {
"type": "null"
},
"kupiec": {
"type": "null"
},
"reason": {
"not": {
"type": "null"
}
}
},
"required": [
"reason"
]
}
},
{
"if": {
"properties": {
"status": {
"const": "computed"
}
},
"required": [
"status"
]
},
"then": {
"properties": {
"n": {
"minimum": 1
}
}
}
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"advisories": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"alpha": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"basel": {
"anyOf": [
{
"$ref": "#/$defs/TrafficLightZone"
},
{
"type": "null"
}
],
"default": null
},
"breaches": {
"anyOf": [
{
"$ref": "#/$defs/BreachCounts"
},
{
"type": "null"
}
],
"default": null
},
"died_at": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"died_at_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
]
},
"epa": {
"anyOf": [
{
"$ref": "#/$defs/EqualPredictiveAbility"
},
{
"type": "null"
}
],
"default": null
},
"es": {
"anyOf": [
{
"$ref": "#/$defs/EsBacktestResult"
},
{
"type": "null"
}
],
"default": null
},
"failure_codes": {
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
"independence": {
"anyOf": [
{
"$ref": "#/$defs/IndependenceResult"
},
{
"type": "null"
}
],
"default": null
},
"interpretation": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"kupiec": {
"anyOf": [
{
"$ref": "#/$defs/KupiecResult"
},
{
"type": "null"
}
],
"default": null
},
"method": {
"const": "var_es_exceedance_backtest",
"type": "string"
},
"n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"reason": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"schema": {
"const": "var_es.v1",
"type": "string"
},
"status": {
"enum": [
"blocked",
"computed"
],
"type": "string"
},
"verdict": {
"enum": [
"pass",
"fail",
"insufficient_evidence"
],
"type": "string"
}
},
"required": [
"_meta",
"schema",
"method",
"status",
"verdict",
"n",
"alpha",
"died_at",
"died_at_plain",
"failure_codes",
"advisories"
],
"type": "object",
"x-relations": [
"breaches.observed <= n when status == computed",
"breaches.rate_observed ~= breaches.observed / n when status == computed",
"independence.n00 + independence.n01 + independence.n10 + independence.n11 == n - 1 when status == computed"
]
}
},
"required": [
"result"
],
"type": "object"
}
},
{
"description": "Use this when a signal was pre-registered with assay_register and the\nmaturity window has passed -- get the post-cutoff verdict computed only\nfrom data after registration. A sealed audit, it gives no buy/sell advice.\nPost-cutoff verdict under the registration's sealed terms.\n\nEvaluates a registration strictly on bars AFTER the registration cutoff,\nwith maturity floor and fail-closed data-gap handling (use\ntrading_calendar='weekdays' for equity daily bars so weekends do not\ncount as gaps; omit fee/calendar to use the registration's sealed\nterms). The verdict embeds the family-deflated Sharpe: even an\nanchored signal is deflated by how much its family was searched. For\nv2 registrations with a sealed hypothesis, the verdict additionally\nreports oos_sharpe_annualized against the pre-committed bar\n(threshold_met -- a descriptive fact, never an endorsement) and flags\ngoalpost_moved when the requested terms deviate from the sealed ones\n(the seal always wins). Price: per check; see\nhttps://api.alphaassay.com/v1/meta/pricing (api_key required -- account\nsetup at https://api.alphaassay.com/account).",
"inputSchema": {
"$defs": {
"OHLCVSeries": {
"additionalProperties": false,
"properties": {
"close": {
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
"high": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"low": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"open": {
"anyOf": [
{
"items": {
"anyOf": [
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"exclusiveMinimum": 0,
"maximum": 1000000000000000,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"time": {
"anyOf": [
{
"items": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"volume": {
"anyOf": [
{
"items": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"maxItems": 5000,
"minItems": 1,
"type": "array"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"close"
],
"type": "object",
"x-relations": [
"len(time|open|high|low|volume) == len(close) when present"
]
}
},
"additionalProperties": false,
"properties": {
"api_key": {
"default": "",
"description": "API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authorization: Bearer transport header so the model never sees the secret; local stdio callers may supply the raw key in this tool argument without a Bearer prefix. Create an account at https://api.alphaassay.com/account; the current free allowance and prices are published at https://api.alphaassay.com/v1/meta/pricing. Paid MCP calls use API-key credits; x402 buys only the separate REST POST /x402/v1/gauntlet and is not MCP billing.",
"maxLength": 512,
"type": "string"
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Round-trip cost in bps/side."
},
"ohlcv_by_symbol": {
"additionalProperties": false,
"description": "Post-registration candles per symbol to evaluate the sealed strategy on.",
"maxProperties": 50,
"patternProperties": {
"^\\S+$": {
"$ref": "#/$defs/OHLCVSeries"
}
},
"propertyNames": {
"maxLength": 64,
"minLength": 1
},
"type": "object"
},
"prereg_id": {
"description": "Id returned by assay_register; the verdict uses ONLY data from after that registration.",
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Optional idempotency key for this paid execution. Retry the same request_id with the same payload to replay one stored result without another charge; reuse with a different payload returns idempotency_conflict."
},
"trading_calendar": {
"anyOf": [
{
"enum": [
"24/7",
"weekdays"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Market calendar for the instrument."
}
},
"required": [
"prereg_id",
"ohlcv_by_symbol"
],
"type": "object",
"x-maxBodyBytes": 5242880
},
"name": "assay_verdict",
"outputSchema": {
"$defs": {
"DsrAttributionComputed": {
"additionalProperties": false,
"properties": {
"base_psr_normal_no_selection": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"dsr_normal_tails": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"interaction": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"interpretation": {
"maxLength": 2000,
"type": "string"
},
"non_normality_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"selection_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"tipping_point_n_trials": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"total_haircut": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"verdict_would_flip_under_normal_tails": {
"type": "boolean"
}
},
"required": [
"status",
"base_psr_normal_no_selection",
"dsr",
"dsr_normal_tails",
"total_haircut",
"selection_haircut",
"non_normality_haircut",
"interaction",
"tipping_point_n_trials",
"verdict_would_flip_under_normal_tails",
"interpretation"
],
"type": "object"
},
"DsrAttributionUnavailable": {
"additionalProperties": false,
"properties": {
"dsr": {
"type": "null"
},
"reason": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "not_computed",
"type": "string"
}
},
"required": [
"status",
"reason",
"dsr"
],
"type": "object"
},
"EbComputed": {
"additionalProperties": false,
"properties": {
"family_t_stats_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"method": {
"const": "efron_morris_prior_zero",
"type": "string"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"sharpe_shrunk_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
]
},
"shrink_factor": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"sigma_signal_sq": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"t_observed": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"t_shrunk": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
}
},
"required": [
"status",
"family_t_stats_n",
"sigma_signal_sq",
"shrink_factor",
"t_observed",
"t_shrunk",
"sharpe_shrunk_per_obs",
"method",
"note"
],
"type": "object"
},
"EbInsufficient": {
"additionalProperties": false,
"properties": {
"family_t_stats_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"method": {
"const": "efron_morris_prior_zero",
"type": "string"
},
"note": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "insufficient_family_history",
"type": "string"
}
},
"required": [
"status",
"family_t_stats_n",
"method",
"note"
],
"type": "object"
},
"EvaluatedHypothesis": {
"additionalProperties": false,
"properties": {
"declared_pass_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
]
},
"hypothesis_hash": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"max_evaluation_bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"rationale": {
"maxLength": 2000,
"type": "string"
},
"trading_calendar": {
"enum": [
"24/7",
"weekdays"
],
"type": "string"
}
},
"required": [
"declared_pass_sharpe_annualized",
"max_evaluation_bars",
"fee_bps_per_side",
"trading_calendar",
"rationale",
"hypothesis_hash"
],
"type": "object"
},
"EvaluatedVerdict": {
"additionalProperties": false,
"properties": {
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"evaluation_start_at": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"family_deflated_verdict": {
"discriminator": {
"mapping": {
"computed": "#/$defs/FamilyComputed",
"not_computed": "#/$defs/FamilyNotComputed"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/FamilyNotComputed"
},
{
"$ref": "#/$defs/FamilyComputed"
}
]
},
"fee_bps_per_side": {
"anyOf": [
{
"maximum": 1000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000,
"minimum": 0,
"type": "number"
}
]
},
"goalpost_moved": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"goalpost_moved_plain": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"goalpost_moved_reasons": {
"anyOf": [
{
"items": {
"maxLength": 2000,
"type": "string"
},
"maxItems": 10000,
"type": "array"
},
{
"type": "null"
}
],
"default": null
},
"hypothesis": {
"anyOf": [
{
"$ref": "#/$defs/EvaluatedHypothesis"
},
{
"type": "null"
}
],
"default": null
},
"oos_sharpe_annualized": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
},
{
"type": "null"
}
],
"default": null
},
"threshold_met": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
},
"verdict": {
"const": "evaluated",
"type": "string"
},
"window": {
"$ref": "#/$defs/EvaluationWindow"
},
"window_capped_at_sealed_maximum": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"verdict",
"engine_version",
"evaluation_start_at",
"window",
"fee_bps_per_side",
"family_deflated_verdict",
"disclaimer"
],
"type": "object"
},
"EvaluationWindow": {
"additionalProperties": false,
"properties": {
"bars": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"end": {
"maxLength": 64,
"minLength": 1,
"type": "string"
},
"start": {
"maxLength": 64,
"minLength": 1,
"type": "string"
}
},
"required": [
"start",
"end",
"bars"
],
"type": "object"
},
"EvtDsrThreshold": {
"additionalProperties": false,
"properties": {
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"min": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"survives": {
"type": "boolean"
}
},
"required": [
"dsr",
"min",
"survives"
],
"type": "object"
},
"FamilyComputed": {
"additionalProperties": false,
"properties": {
"break_even_n": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
]
},
"cumulative_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"dsr": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"dsr_attribution": {
"discriminator": {
"mapping": {
"computed": "#/$defs/DsrAttributionComputed",
"not_computed": "#/$defs/DsrAttributionUnavailable"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/DsrAttributionUnavailable"
},
{
"$ref": "#/$defs/DsrAttributionComputed"
}
]
},
"eb_shrinkage": {
"discriminator": {
"mapping": {
"computed": "#/$defs/EbComputed",
"insufficient_family_history": "#/$defs/EbInsufficient"
},
"propertyName": "status"
},
"oneOf": [
{
"$ref": "#/$defs/EbInsufficient"
},
{
"$ref": "#/$defs/EbComputed"
}
]
},
"effective_n_method": {
"maxLength": 2000,
"type": "string"
},
"expected_max_sharpe_null": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"family_verdict": {
"enum": [
"survives",
"deflated_out"
],
"type": "string"
},
"global_family_n": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"killed_by": {
"items": {
"enum": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "string"
},
"maxItems": 2,
"type": "array"
},
"kurtosis": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"mean_correlation": {
"anyOf": [
{
"maximum": 1,
"minimum": -1,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": -1,
"type": "number"
},
{
"type": "null"
}
]
},
"n_hat_ledger": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"n_observations": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_trials": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"n_trials_effective": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
"note": {
"maxLength": 2000,
"type": "string"
},
"overlap_warning": {
"type": "boolean"
},
"psr_vs_zero": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"sharpe_per_obs": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"sketch_note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"sketch_retained": {
"type": "boolean"
},
"skew": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": -1000000000000000,
"type": "number"
}
]
},
"status": {
"const": "computed",
"type": "string"
},
"thresholds": {
"$ref": "#/$defs/FamilyThresholds"
},
"variance_of_sharpe": {
"anyOf": [
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1000000000000000,
"minimum": 0,
"type": "number"
}
]
},
"variants_in_call": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"required": [
"status",
"sharpe_per_obs",
"n_observations",
"skew",
"kurtosis",
"n_trials",
"variance_of_sharpe",
"expected_max_sharpe_null",
"psr_vs_zero",
"dsr",
"cumulative_n",
"global_family_n",
"variants_in_call",
"n_trials_effective",
"n_hat_ledger",
"effective_n_method",
"mean_correlation",
"overlap_warning",
"thresholds",
"killed_by",
"family_verdict",
"sketch_retained",
"eb_shrinkage",
"break_even_n",
"dsr_attribution",
"note"
],
"type": "object"
},
"FamilyNotComputed": {
"additionalProperties": false,
"properties": {
"reason": {
"maxLength": 2000,
"type": "string"
},
"status": {
"const": "not_computed",
"type": "string"
}
},
"required": [
"status",
"reason"
],
"type": "object"
},
"FamilyThresholds": {
"additionalProperties": false,
"properties": {
"evt_dsr": {
"$ref": "#/$defs/EvtDsrThreshold"
},
"harvey_liu_bh": {
"$ref": "#/$defs/HarveyLiuThreshold"
}
},
"required": [
"evt_dsr",
"harvey_liu_bh"
],
"type": "object"
},
"HarveyLiuThreshold": {
"additionalProperties": false,
"properties": {
"alpha": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
}
]
},
"p_adjusted": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"p_single": {
"anyOf": [
{
"maximum": 1,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"maximum": 1,
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
]
},
"survives": {
"type": "boolean"
}
},
"required": [
"p_single",
"p_adjusted",
"alpha",
"survives"
],
"type": "object"
},
"IntegerMap": {
"additionalProperties": false,
"description": "Bounded runtime-keyed map of integer counts.",
"maxProperties": 256,
"patternProperties": {
"^\\S+$": {
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
}
},
"propertyNames": {
"maxLength": 128,
"minLength": 1
},
"type": "object"
},
"PublicMeta": {
"additionalProperties": false,
"properties": {
"api_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"as_of": {
"format": "date-time",
"maxLength": 20,
"minLength": 20,
"pattern": "^\\d{4}-\\d{2}-\\d{2}T\\d{2}:\\d{2}:\\d{2}Z$",
"type": "string"
},
"disclaimer": {
"maxLength": 2000,
"type": "string"
},
"engine_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"input_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"not_financial_advice": {
"const": true,
"type": "boolean"
},
"operation": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"request_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"request_id": {
"anyOf": [
{
"maxLength": 256,
"type": "string"
},
{
"type": "null"
}
]
},
"source_identity_digest": {
"pattern": "^sha256:[0-9a-f]{64}$",
"type": "string"
},
"statefulness": {
"enum": [
"pure",
"public_read",
"tenant_read",
"tenant_write"
],
"type": "string"
},
"tenant_scope": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"tenant_scope_version": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
}
},
"required": [
"engine_version",
"api_version",
"as_of",
"input_digest",
"request_digest",
"tenant_scope",
"tenant_scope_version",
"request_id",
"source_identity_digest",
"operation",
"statefulness",
"not_financial_advice",
"disclaimer"
],
"type": "object",
"x-relations": [
"as_of is a real UTC RFC3339 second"
]
}
},
"additionalProperties": false,
"properties": {
"result": {
"additionalProperties": false,
"oneOf": [
{
"not": {
"anyOf": [
{
"required": [
"detail"
]
},
{
"required": [
"covered_bars"
]
},
{
"required": [
"maturity_bars"
]
},
{
"required": [
"gap_bars"
]
},
{
"required": [
"gap_tolerance_bars"
]
},
{
"required": [
"expected_bars"
]
}
]
},
"properties": {
"status": {
"const": "evaluated"
},
"verdict": {
"$ref": "#/$defs/EvaluatedVerdict"
}
},
"required": [
"status",
"verdict"
]
},
{
"not": {
"anyOf": [
{
"required": [
"verdict"
]
},
{
"required": [
"detail"
]
},
{
"required": [
"gap_bars"
]
},
{
"required": [
"gap_tolerance_bars"
]
},
{
"required": [
"expected_bars"
]
}
]
},
"properties": {
"covered_bars": {
"type": "integer",
"x-strictJsonInteger": true
},
"maturity_bars": {
"not": {
"type": "null"
}
},
"status": {
"const": "maturing"
}
},
"required": [
"status",
"covered_bars",
"maturity_bars"
]
},
{
"not": {
"anyOf": [
{
"required": [
"gap_bars"
]
},
{
"required": [
"gap_tolerance_bars"
]
},
{
"required": [
"covered_bars"
]
},
{
"required": [
"expected_bars"
]
},
{
"required": [
"maturity_bars"
]
}
]
},
"properties": {
"detail": {
"not": {
"type": "null"
}
},
"status": {
"enum": [
"registered",
"maturing"
]
},
"verdict": {
"const": "inconclusive_data_gap"
}
},
"required": [
"status",
"verdict",
"detail"
]
},
{
"not": {
"anyOf": [
{
"required": [
"detail"
]
},
{
"required": [
"maturity_bars"
]
}
]
},
"properties": {
"covered_bars": {
"$ref": "#/$defs/IntegerMap"
},
"expected_bars": {
"not": {
"type": "null"
}
},
"gap_bars": {
"not": {
"type": "null"
}
},
"gap_tolerance_bars": {
"not": {
"type": "null"
}
},
"status": {
"enum": [
"registered",
"maturing"
]
},
"verdict": {
"const": "inconclusive_data_gap"
}
},
"required": [
"status",
"verdict",
"gap_bars",
"gap_tolerance_bars",
"covered_bars",
"expected_bars"
]
}
],
"properties": {
"_meta": {
"$ref": "#/$defs/PublicMeta"
},
"covered_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"$ref": "#/$defs/IntegerMap"
},
{
"type": "null"
}
],
"default": null
},
"detail": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"expected_bars": {
"anyOf": [
{
"$ref": "#/$defs/IntegerMap"
},
{
"type": "null"
}
],
"default": null
},
"gap_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"gap_tolerance_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"maturity_bars": {
"anyOf": [
{
"maximum": 9223372036854776000,
"minimum": 0,
"type": "integer",
"x-strictJsonInteger": true
},
{
"type": "null"
}
],
"default": null
},
"note": {
"anyOf": [
{
"maxLength": 2000,
"type": "string"
},
{
"type": "null"
}
],
"default": null
},
"prereg_id": {
"maxLength": 256,
"minLength": 1,
"pattern": "^\\S+$",
"type": "string"
},
"status": {
"enum": [
"registered",
"maturing",
"evaluated"
],
"type": "string"
},
"verdict": {
"anyOf": [
{
"const": "inconclusive_data_gap",
"type": "string"
},
{
"$ref": "#/$defs/EvaluatedVerdict"
},
{
"type": "null"
}
],
"default": null
}
},
"required": [
"_meta",
"prereg_id",
"status"
],
"type": "object"
}
},
"required": [
"result"
],
"type": "object"
}
}
]
}Verify it yourself
curl -s https://api.teppi.xyz/v1/evidence/sha256:f4676e3ec5a6856644e00c74a5779cc2de48a2d727e3adfe4acf975696b9cf54 | sha256sum