stock-trek 0.2.5

Stock Trek time-series analysis
Documentation 
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{
  "metadata": {
    "$schema": "https://stock-trek.com/docs/schemas/signal/v0.3/schema.json",
    "generator": {
      "generator_id": "318e-74ecd1e0-bc73",
      "name": "My Very Good Predictor",
      "version": "1.7.2",
      "creator": "Tim Jones"
    },
    "provenance": {
      "description": "ML backed predictor",
      "methodology": "My Very Good Methodology",
      "references": [
        "https://google.com",
        "https://facebook.com"
      ]
    },
    "event": {
      "event_id": "c73a-9311e0ee-c22e",
      "generated_timestamp_ms": 1740000000000,
      "generated_timezone": "UTC"
    }
  },
  "signal": {
    "instrument": {
      "product": "spot",
      "base": "BTC",
      "quote": "USDT"
    },
    "context": {
      "market_regime": {
        "classifications": {
          "dominant": "bullish_high_volatility_compression",
          "confidence": 0.43225,
          "top_alternatives": {
            "bullish_high_volatility_expansion": 0.18525,
            "bearish_high_volatility_compression": 0.133,
            "bearish_high_volatility_expansion": 0.057
          },
          "unclassified": 0.1925
        },
        "trend": {
          "bullish": 0.65,
          "bearish": 0.20,
          "sideways": 0.15
        },
        "volatility": {
          "snapshot": {
            "high": 0.95,
            "low": 0.05
          },
          "trend": {
            "expansion": 0.30,
            "compression": 0.70
          }
        },
        "cycle": {
          "accumulation": 0.45,
          "distribution": 0.15,
          "markup": 0.20,
          "markdown": 0.10,
          "neutral": 0.10
        }
      },
      "regime_persistence": {
        "regime_persistence_confidence": 0.87,
        "remaining_durations_minutes": {
          "p1": 120,
          "p5": 240,
          "p10": 480,
          "p25": 640,
          "p50": 860,
          "p75": 1200,
          "p90": 1800,
          "p95": 2000,
          "p99": 3000
        }
      }
    },
    "prediction": {
      "horizon_confidences_by_minutes": {
        "m5": 0.7,
        "m10": 0.75,
        "m20": 0.76,
        "m30": 0.78,
        "m60": 0.8,
        "m120": 0.7,
        "m240": 0.6,
        "m480": 0.5,
        "m720": 0.4,
        "m960": 0.3,
        "m1440": 0.2
      },
      "optimal_horizon_minutes": "m60",
      "percentage_changes": {
        "p01": -0.94,
        "p05": -0.17,
        "p10": 0.37,
        "p25": 1.02,
        "p50": 1.74,
        "p75": 2.18,
        "p90": 2.83,
        "p95": 3.03,
        "p99": 3.17
      },
      "risk": {
        "percentage_risks": {
          "var_95": -10.2,
          "var_99": -10.2,
          "cvar_95": -23.6,
          "cvar_99": -23.6,
          "max_drawdown_95": 37.1,
          "max_drawdown_99": 37.1
        },
        "risk_factors": {
          "high_volatility": 0.8,
          "moderate_drawdown_potential": 0.3
        }
      },
      "validity_duration_minutes": 120
    }
  }
}