analyze_metric
Run a single-metric z-score backtest with forward returns across 8 horizons (1d to 365d) to determine if a metric has predictive power for crypto assets.
Instructions
Single-metric z-score backtest with forward returns across 8 horizons (1d to 365d). The core factor discovery tool — test whether a metric has predictive power.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asset | Yes | Asset symbol (e.g. BTC) | |
| operator | Yes | Z-score comparison operator | |
| metric_id | Yes | Metric ID (e.g. TR_ADX_14D, VOL_GARCH_7D) | |
| threshold | Yes | Z-score threshold value |