Get Signal Backtest
get_signal_backtestFind historical instances of a signal type on an asset over the last N days and compute forward returns (1h/4h/24h), win rate, and Sharpe. Lets an agent reason about EV before trading. Killer feature: turns predmcp from data API into edge-proven intelligence.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asset | Yes | Asset ticker, e.g. "BTC", "HYPE" | |
| z_score | No | For funding_outlier: minimum deviation factor vs the rolling mean (default: 3×) | |
| signal_type | Yes | Which signal to backtest. funding_outlier = funding >= z×baseline; funding_extreme = abs(funding) >= threshold. | |
| min_abs_rate | No | For funding_extreme: minimum absolute funding rate (default: 0.0005 = 0.05%) | |
| lookback_days | No | How many days of history to scan (default: 90, max: 180) | |
| min_separation_hours | No | Cluster consecutive triggers — at least N hours apart (default: 8h) |