Rank the universe by Martin ratio or Ulcer Index

Fragmentos de código

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

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

$ch = curl_init("https://api.oanor.com/ulcerindex-api/v1/screener");
curl_setopt($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/ulcerindex-api/v1/screener",
    headers={"x-oanor-key": "oanor_test_..."}
)

Respuesta de ejemplo

Una respuesta real de este endpoint, capturada en la última comprobación de estado.

{
    "data": {
        "note": "Ranked by Martin ratio descending (best pain-adjusted return first) over window_days of daily closes. Ulcer Index = RMS of daily drawdowns from the running peak (a deep, long drawdown is penalised most). Martin ratio = annualised excess return / Ulcer Index. Read fresh per call, nothing cached.",
        "class": "all",
        "count": 21,
        "metric": "martin",
        "source": "Yahoo Finance",
        "results": [
            {
                "name": "US Small Caps",
                "rank": 1,
                "class": "equity",
                "symbol": "IWM",
                "available": true,
                "pain_index": 2.15,
                "pain_ratio": 16.768,
                "ulcer_index": 3.17,
                "martin_ratio": 11.407,
                "observations": 252,
                "ann_return_pct": 36.11,
                "avg_drawdown_pct": -2.62,
                "max_drawdown_pct": -11.19,
                "current_drawdown_pct": -0.55,
                "current_underwater_days": 10,
                "longest_underwater_days": 57
            },
            {
                "name": "S&P 500",
                "rank": 2,
                "class": "equity",
                "symbol": "SPY",
                "available": true,
                "pain_index": 1.16,
                "pain_ratio": 19.699,
                "ulcer_index": 2.01,
                "martin_ratio": 11.36,
                "observations": 252,
                "ann_return_pct": 22.78,
                "avg_drawdown_pct": -1.56,
                "max_drawdown_pct": -9.13,
                "current_drawdown_pct": -2.87,
                "current_underwater_days": 7,
                "longest_underwater_days": 53
            },
            {
                "name": "Emerging Markets",
                "rank": 3,
                "class": "equity",
                "symbol": "EEM",
                "available": true,
                "pain_index": 2.27,
                "pain_ratio": 18.271,
                "ulcer_index": 3.71,
                "martin_ratio": 11.161,
                "observations": 252,
                "ann_return_pct": 41.44,
                "avg_drawdown_pct": -2.98,
                "max_drawdown_pct": -13.52,
                "current_drawdown_pct": -4.66,
                "current_underwater_days": 7,
                "longest_underwater_days": 43
            },
            {
                "name": "Nasdaq 100",
                "rank": 4,
                "class": "equity",
                "symbol": "QQQ",
                "available": true,
                "pain_index": 2.18,
                "pain_ratio": 15.978,
                "ulcer_index": 3.26,
                "martin_ratio": 10.693,
                "observations": 252,
                "ann_return_pct": 34.85,
                "avg_drawdown_pct": -2.82,
                "max_drawdown_pct": -12.19,
                "current_drawdown_pct": -3.89,
                "current_underwate
…