All projects on Base matching “regime”

CMC regime classification + strategy spec (USDC pay-per-call). Free preview: GET /regime/preview A bad or unsupported id returns 400; upstream failure returns 503; you are never charged for an error.

Live market regime read for autonomous trading agents: VIX level + tier, SPY/QQQ 20-EMA vs 50-SMA trend state, day moves, and a machine-readable regime verdict (MEAN_REVERT | TRENDING_UP | TRENDING_DOWN | CRISIS) with per-regime strategy hints. Sourced live from public market feeds at call time.

Daily market-regime indicators (BTC trend, alt trend, US equity regime, SPY RSI-2, MSTR BTC filter). Regime Feed issue 2026-10-27 (payload_sha256 8126eec64294a5be3d026d95ee710b79a7cae35e6638faeab0831fb38cc253ed)

Maximum-safe LTV for collateralized agent loans. Computed from (cv + λ·j²)-derived variance over loan horizon + 6-mode regime cap. Lender-specifiable max_default_prob. Returns binding constraint (math vs regime_cap) so agents can see WHY the cap is what it is. Same calibrator as Agent-SOFR rate endpoint.

Compact BTC funding regime state from a four-venue normalized surface: regime label, surface median, 30d z-score, same-sign share, spread, dispersion, venue count, freshness. Ed25519-signed. Data, not advice.

Lightweight gamma regime classification timeline. Returns regime, GEX flip, and key levels per date (max 90 days).

Score one name or a whole watchlist in one read. GET /api/board/name?sym=NVDA (or ?sym=NVDA,AMD,MSFT — up to 10 names, one price) returns each name's full Coil read: opportunity 0-100 + percentile, entry quality 0-100, trend state (cold / building / firing), hold strength, growth score, gap-risk, leadership flag, dollar volume, coil read and its book's regime. No READY / SETUP entry window here (s

Cross-class positioning panels per asset — futures funding stress, options 1M risk-reversal skew, order-book imbalance, and 7-day taker buy/sell ratio. Each panel: current z, percentile, 30-day sparkline, one-line narrative. Response carries a _next block with active-signals / thesis / regime-context / top-setups / peer-cluster so an agent can go from positioning read to per-asset conviction, hist

Macro regime classification (risk-on/risk-off/neutral)

KRW Macro Stress Score (0-100) — combined signal from US 3Y treasury, VIX, foreign ownership proxy (SK Hynix + Samsung, mcap-weighted), USD/KRW momentum, and Korean semiconductor equity. Rolling 120d percentile over 2yr backfill. Regime + direction + per-component breakdown. Positioning: KRW macro stress, not kimchi-premium prediction.

SwapHunt — a crypto market-context toolkit for trading agents: live prices, market regime, volatility, sentiment, funding, macro events, seasonality and anti-FOMO sanity checks, all pay-per-call. This route returns a single asset's live spot price with 24h context: price, 24h change %, 24h high/low and volume — one clean JSON snapshot (BTC, ETH, SOL, any major). For many assets at once use /price/

Deterministic Phase 1 alpha, resilience, treasury-strength, and regime-fit signals for one issuer.

Daily JSON bundles for agents: BTC/ETH volatility regime, crypto news with top x402 sellers, Brazil business calendar, x402 agent economy, Base chain gas, US macro (CPI, unemployment, SOFR). This route serves the brazil-business-calendar bundle.

Crypto market regime classification (choppy / uptrend / downtrend / high-volatility) for SOL, BTC, ETH, XRP, DOGE, LTC, ADA, or XLM, plus a grid-trading suitability verdict. Computed live from 1h klines, a 30-day volatility baseline, and EMA trend detection — the same classifier that steered our production grid bot before we retired it 2026-08-16. For agents deciding whether a pair is grid-tradeab

Population-level empirical profile of what separated eventual 5x stocks at the moment of purchase: measurable entry valuation/size/quality specs, twin-engine return decomposition (multiple expansion vs. earnings growth), 5x->25x graduation base rates, drawdown/kill-zone path characteristics, and sector-regime sensitivity. Synthesized and fully cited from Bessembinder, Yartseva, Mayer, Alta Fox, LS

Call when your agent must decide whether to add, hold or reduce crypto exposure on Base: returns one decision (invest/hold/reduce/defer) with a confidence score and a suggested allocation, combining Chainlink price risk, the live Crash Shield state of the GBLIN vault and the drawdown regime into a single machine-actionable answer.

Flight compensation eligibility across 7 regimes — EU261, UK261, Canada APPR (incl. s.20 denied boarding), Brazil ANAC 400, Turkey SHY, India DGCA, Israel ASL — plus Montreal Convention baggage claims (effective-dated SDR caps, Art. 31 deadline math): deterministic amounts, legal citations, carrier defenses, evidence list. No LLM — every number is recomputable. Eligible? Get the ready-to-send clai

Crypto market data bundle: BTC/ETH OHLCV candles (Coinbase) with pre-computed EMA10/EMA30, RSI14 and trend/range/chop regime label per request — one call replaces fetch + indicator math.

US macro intelligence — Fed rate, CPI/Core PCE YoY, yield curve, M2 money supply, GDP, VIX, crypto Fear & Greed, AI macro regime narrative

Live Bitcoin BTC-USD market-regime and risk evidence for autonomous AI agents, algorithmic systems, portfolio monitors, and quantitative workflows. Returns current market state and phase, coherence, commitment, pressure, derived directional bias, alert label, completion readiness, transition strength, false-breakout risk, and recent state-change events. Experimental analytics only; not financial a

Daily crypto market regime: BTC/ETH trend, breadth, breakout watchlist. BTC/ETH vs 20/50-day MAs, market breadth (% of point-in-time top-N above 20DMA), coins nearest a 20-day breakout, and the R1 breakout strategy's gate and entry signals. Completed UTC daily closes only.

BDI derived indicators (trend, momentum, volatility, regime)

QSIG gold macro context, point-in-time: regime label, CFTC positioning with release time, FRED real yield and breakeven, GeoRisk and gold-linked theme stress, and the 5 nearest historical analogs. Optional as_of for backtests without look-ahead. Computed observation, not a forecast

Octodamus — AI oracle for crypto and tokenized NYSE markets. BUY/SELL/HOLD signals, Polymarket edges, Fear & Greed, macro regime. Ed25519 signed.

MCP server (streamable HTTP). Tools: events_since, impact_for, exposure_graph, regime_snapshot, explain, universe, sources_status.

[PerCall] COMPUTED — not raw data. Cross-pair momentum score (-100 to +100) with regime label for the top 10 USDT pairs, computed from 7 days of hourly closes. Includes 24h/7d rate-of-change, realised volatility, and a composite ranking. Designed for pre-trade agent checks.

Crypto funding-rate extremes screener: scans all 17 perpetual futures markets (BTC/ETH/SOL/BNB/XRP/DOGE/ADA/AVAX/LINK/DOT/LTC/TRX/BCH/ATOM/NEAR/APT/HYPE). Uses z-score (30-day baseline) to identify statistically extreme funding: |z|≥2 = extreme, |z|≥3 = critical. Returns only assets clearing the threshold. Real-time from Kronos market_signals (OKX data). Pay-per-call via x402.

Hero SKU: Pearl Research L1 telemetry (pearld RPC, community nodes, poll history). Free trial: GET /api/a2a/pearl/status