arena_get_historical_analog

io.github.Schoasch/backtesting-arena · Verify this server

What happened historically after the Bitcoin cycle looked like this? Conditional forward-return distribution for a named preset cycle state — over N DISTINCT historical episodes matching that state (matched_episodes), returns median/IQR/positive-share forward returns (30/90/180/365d) with per-horizon n, small-n warnings, point-in-time integrity and an `evidence` block that names which field its sample-size gate checked (gate_applies_to), against which threshold, over which data window. A distribution with its sample size. Not obtainable from web search or public market-data APIs — requires point-in-time indicator history and look-ahead-free episode matching. Presets: cycle_bottom_cluster (Cycle bottom cluster), cycle_top_cluster (Cycle top cluster), deep_fear (Deep fear), euphoria (Euphoria), quiet_volatility (Quiet volatility regime). The response opens with "preset_definition" — the machine-readable condition set behind the preset name, plus current_state_matches (does the state hold TODAY?) and last_matching_date; check that before mapping the distribution onto the present. Some presets carry a "study_finding" field — a state we have already investigated and where the result was NULL; read that before the distribution, it is the more important answer. EVERY preset returns "vs_unconditional_drift" — read THAT rather than the raw forward returns: the raw median measures the asset's contemporaneous drift as much as the state — the drift and excess columns in that block carry the honest comparison, and the excess can be negative while the raw median looks positive. For quiet_volatility, vol_rank_threshold (fixed steps 5/10/20/50) asks the stricter "UNUSUALLY quiet" question the null study left open, and condition_on_direction ("what followed once the state resolved up/down?") conditions episodes on the sign of the first post-anchor move over direction_window_days (default 5) — both mark study_finding_applies=false, and horizons within direction_window_days are suppressed as circular. Also works for asset=ETH/SOL (F2 cycle history), but only price-derived presets (cycle_bottom_cluster, cycle_top_cluster) — fear-greed and volatility presets are BTC-only. Related: arena_get_volatility_history (the series behind the volatility preset), arena_get_cycle (the current state to compare against), arena_dip_scenario (composes this base rate into a tranche structure). [API Pro tier]