Historical Analogs — What Happened Last Time?

The /historical-analogs endpoint finds past audited situations similar to the current forecast — same direction, similar confidence and upside_prob. It shows what actually happened in those analogous cases: accuracy, median change, outcome distribution, max adverse/favorable excursion, and percentiles. This is empirical evidence from analogous situations — ideal for backtesting and adding context to a live forecast.

Endpoint

GET /api/feeds/kronos/historical-analogs/:symbolKey

Parameters

ParamTypeRequiredDescription
symbolKeypathYesAsset symbol, e.g. btc_usdt, eth_usdt

Pricing

$0.01 per request (payment after delivery — settled only if the response is successfully sent).

Example request

curl -H "X-PAYMENT: <x402-payment-header>" \
  "https://kronos.seshat.markets/api/feeds/kronos/historical-analogs/btc_usdt"

Example response (truncated)

{
  "symbol": "btc_usdt",
  "current_forecast": {
    "direction": "up",
    "upside_prob": 0.68,
    "confidence": 0.72
  },
  "summary": {
    "total_analogs": 23,
    "accuracy": 0.74,
    "median_change_pct": 1.8,
    "outcome_distribution": {
      "up": 17,
      "down": 6
    },
    "max_adverse_pct": -2.1,
    "max_favorable_pct": 5.4,
    "percentiles": {
      "p05": -1.8,
      "p25": 0.3,
      "p50": 1.8,
      "p75": 3.2,
      "p95": 4.9
    }
  },
  "analogs": [
    {
      "decision_id": "c3d4e5f6-a7b8-9012-cdef-234567890123",
      "predicted_at": "2025-04-12T08:00:00Z",
      "direction": "up",
      "upside_prob": 0.67,
      "confidence": 0.71,
      "actual_change_pct": 2.1,
      "correct": true
    },
    {
      "decision_id": "d4e5f6a7-b8c9-0123-defa-345678901234",
      "predicted_at": "2025-03-28T16:00:00Z",
      "direction": "up",
      "upside_prob": 0.69,
      "confidence": 0.73,
      "actual_change_pct": -0.4,
      "correct": false
    }
  ]
}

Use cases

Empirical Outcome Evidence

When the model says "up with 68% confidence", analogs show what actually happened in 23 similar past situations. If 17 of 23 went up, the 74% analog accuracy validates the confidence estimate.

Tail Risk Assessment

Check max_adverse_pct: -2.1% and p05: -1.8%. Even in analogous situations that resolved correctly, the worst drawdown was -2.1%. Set stop-losses based on empirical analog data, not assumptions.

Analog Accuracy vs Confidence

If the model says 68% confidence but analog accuracy is only 55%, the model is overconfident. Use analog accuracy as a reality check on the model's own confidence estimate.

Position Sizing from Percentiles

Use the p50 (median outcome) and p95 (best case) to size positions. If the median analog change is +1.8% and p95 is +4.9%, size for the median, not the best case.

Frequently asked questions

What is a historical analogs API for crypto predictions?
It finds past audited situations similar to the current forecast — same direction, similar confidence and upside_prob. It shows what actually happened in those analogous cases: accuracy, median change, outcome distribution, and max adverse/favorable excursion.
How do I find what happened in similar crypto market situations?
Call GET /api/feeds/kronos/historical-analogs/btc_usdt. If the model says "up with 68% confidence", analogs show what happened in 23 similar past situations. If 17 of 23 went up, the 74% analog accuracy validates the confidence estimate.
Can I use historical analogs for crypto tail risk assessment?
Yes. Check max_adverse_pct and p05 in the response. Even in analogous situations that resolved correctly, the worst drawdown might be -2.1%. Set stop-losses based on empirical analog data, not assumptions.
How much does the historical analogs API cost?
$0.01 per request (payment after delivery). Pay with USDC on Solana or Base via x402. Combine with /similar-markets at $0.005 for prediction market analogs.

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