Rank the universe by up/down capture asymmetry

Code-Snippets

curl "https://api.oanor.com/capture-api/v1/screener" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/capture-api/v1/screener", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/capture-api/v1/screener");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/capture-api/v1/screener",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "Computed vs SPY over window_days of daily returns, split into the benchmark's up- and down-days. upside_capture > 100 = gains more than the market in rallies; downside_capture < 100 = loses less in sell-offs (defensive); capture_ratio > 1 = favourable asymmetry. downside_beta > upside_beta = more exposed in crashes than rallies. Read fresh per call, nothing cached.",
        "class": "all",
        "count": 20,
        "source": "Yahoo Finance",
        "results": [
            {
                "name": "Silver",
                "rank": 1,
                "class": "commodity",
                "symbol": "SLV",
                "up_days": 141,
                "available": true,
                "down_days": 111,
                "upside_beta": 1.428,
                "observations": 252,
                "capture_ratio": 1.368,
                "downside_beta": 1.147,
                "upside_capture": 209.6,
                "downside_capture": 153.2
            },
            {
                "name": "Utilities",
                "rank": 2,
                "class": "sector",
                "symbol": "XLU",
                "up_days": 141,
                "available": true,
                "down_days": 111,
                "upside_beta": 0.151,
                "observations": 252,
                "capture_ratio": 1.314,
                "downside_beta": 0.21,
                "upside_capture": 26.7,
                "downside_capture": 20.3
            },
            {
                "name": "Gold",
                "rank": 3,
                "class": "commodity",
                "symbol": "GLD",
                "up_days": 141,
                "available": true,
                "down_days": 111,
                "upside_beta": 0.731,
                "observations": 252,
                "capture_ratio": 1.247,
                "downside_beta": 0.131,
                "upside_capture": 80.3,
                "downside_capture": 64.3
            },
            {
                "name": "Health Care",
                "rank": 4,
                "class": "sector",
                "symbol": "XLV",
                "up_days": 141,
                "available": true,
                "down_days": 111,
                "upside_beta": 0.666,
                "observations": 252,
                "capture_ratio": 1.152,
                "downside_beta": 0.234,
                "upside_capture": 47.3,
                "downside_capture": 41.1
            },
            {
                "name": "Emerging Markets",
                "rank": 5,
                "class": "equity",
                "symbol": "EEM",
                "up_days": 141,
                "available": true,
                "down_days": 111,
                "upside_beta": 1.566,
                "observations": 252,
                "capture_ratio": 1.115,
                "downside_beta": 1.36,
                "upside_capture": 136.1,
                "downside_capture": 122.1
            
…