get_market_regime
Classify an asset's regime using a lookback of 1-365 days of daily closes: the return and a bull/neutral/bear band over 90, 180 and 365 days, plus annualised volatility as a percentage, a bucket, and a z-score against the asset's own baseline; and the whole lookback in the sweep catalog's labels (direction, low/medium/high volatility for its asset class and length, and a clean/mixed/choppy trend). Use it before recommending a strategy style, because a mean-reversion design and a trend-following design suit opposite regimes. Covers crypto and the stocks, ETFs, commodities and bonds in Oracle's regime catalog: SPY, QQQ, DIA, IWM, AAPL, AMD, AMZN, COST, GOOGL, HD, JNJ, JPM, META, MSFT, NFLX, NVDA, PG, TSLA, UNH, WMT, XOM, GLD, SLV, USO, GOLD (gold futures), CRUDE (crude oil futures) and TLT. Without explicit source arguments, those tickers are read from their exchange-session daily series, even where a crypto token shares one (DIA and META are the ETF and the stock here); any other ticker is read as crypto, so a stock not named here cannot be read. Explicit market or provider arguments select the crypto history path. venue says which feed was read. A listed ticker needs at least 15 sessions with a close, about three weeks; anything shorter is refused as too little history. For a listed ticker the lookback is calendar days, so 365 reads about 250 sessions. For an exact crypto market, supply quote_token and market_data_venue together.
[Access: pay 0.02 USDC via x402 (PAYMENT-SIGNATURE header) OR authenticate with an API key. An x402-capable client will auto-pay; API-key clients pay nothing per call.]
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asset | Yes | Asset symbol, e.g. BTC or ETH. | |
| provider | No | Optional upstream override; omitted uses the existing server default. | |
| quote_token | No | Quote currency of the requested market. | |
| lookback_days | No | Number of days of history to request. | |
| market_data_venue | No | Exact venue of the requested market. |