Proprietary indicators
Options-derived readings across six options-market effects: a different input from standard price and fundamental feeds.
For systematic traders · REST + MCP
Defensible strategies.
Long-lived edge with Options Derived Data
Build on 25 proprietary options-derived indicators that standard feeds don’t carry, and test them on point-in-time history since 2012, with three timestamps on every record and delisted tickers included. Your edge stays yours, and your backtest stays honest.
NO CARD · NO SALES CALL
GET /v1/options/performance?ticker=SNDK&indicator=068
SELECTED FIELDS · HISTORICAL SAMPLE · CALENDAR MONTH
{
"indicator_id": "068",
"winrate": 0.849, "mean_net_return": 0.449,
"n_signals": 106, "horizon": "calendar_month"
}
84.9%win rate
+44.9%mean net return
106observations
Selected historical sample, not a current signal or forecast. Past performance does not guarantee future results.
ONE CONTRACT
REST + MCP · indicators + levels · latest + history
- 25 proprietary indicators
- 4 signal types
- 14 yrs options history · from Jan 2012
- 3 timestamps per record
- 12 level families
- 55 studies behind the methods
- Results by stock: full history · last 50 · last 10
- REST + MCP · one free key
PROBLEM 1 · CROWDING
Same feeds. Same trades.
Same exits.
When most systematic strategies are built on the same price and fundamental feeds, they find the same signals, hold the same positions and head for the same exits at the same time.
When momentum is crowded, its returns reverse.
Lou & Polk, Review of Financial Studies, 2022PROBLEM 2 · DECAY
Edges fade.
Backtests flatter them.
Look-ahead data, survivorship and overfitting make a strategy look stronger in testing than it is in the market, and a published edge fades as more traders use it.
The average returns of 97 published predictors after publication; 26% lower out of sample.
McLean & Pontiff, Journal of Finance, 2016THE ANSWER
A different input,
tested honestly.
Build on data that standard feeds don’t carry, and test it on history that shows what was known at the time, and nothing later.
Timestamps on every record
Event time, available-at and decision time, so a backtest never uses data before it was available.
Tickers included
The indicator history keeps names that were later delisted, acquired or failed, so survivors alone don’t shape the results.
Recent results beside full history
Win rate, mean net return and sample size by stock over the full history, the last 50 and the last 10 signals.
DEVELOPER EXPERIENCE · AUTHENTICATE ONCE
One request.
Evidence included.
Request the four readings for an indicator. Fetch its historical performance separately — rankings and momentum are not win rates.
curl "$API/v1/options/068?ticker=SNDK" \ -H "Authorization: Bearer $VS_KEY" # Historical performance is a separate endpoint: curl "$API/v1/options/performance?ticker=SNDK&indicator=068" \ -H "Authorization: Bearer $VS_KEY"
RESPONSE CONTRACT
Your product can show its work.
- FOUR READINGS
- A buy, short or neutral signal, two raw-value rankings and momentum.
- HISTORICAL PERFORMANCE
- Win rate, mean net return, horizon and observation count for this stock and indicator.
- AVAILABILITY
- Explicit unavailable readings and reasons — not fabricated values.
- LINEAGE
- Method versions, source dates and calculation timestamps remain inspectable.
SYSTEMATIC TRADING TOOLKIT · MIT · FREE ON GITHUB
Six tools that put
the API to work.
Screen, size, research, manage risk, monitor, and plan entries and exits, each with its own AI skills.
Screener
A ready-to-research watchlist, with its context.
vstoolkit screen · contextPosition sizer
Two sizing methods, side by side, never silently blended.
vstoolkit size-stop · size-portfolioResearch
An evidence-first brief on a ticker.
vstoolkit researchRisk management
The conditions that matter for a position.
vstoolkit riskMonitoring
Change-based review events for what you hold.
vstoolkit monitorSupport & resistance
Entry and exit planning from level geometry.
vstoolkit plan · measure
github.com/Visualsectors/systematic-trading-toolkit · 2e1b1f8
systematic-trading-toolkit/
├── screener/ vstoolkit screen · context
│ ├── run.py
│ └── skills/ compose-screen · analyze-screener-context
├── position-sizer/ vstoolkit size-stop · size-portfolio
│ ├── run.py
│ └── portfolio_slots.py
├── research/ vstoolkit research
│ ├── run.py
│ └── skills/ build-research-thesis
├── risk-management/ vstoolkit risk
│ ├── run.py
│ └── skills/ review-risk
├── monitoring/ vstoolkit monitor
│ ├── run.py
│ └── skills/ reassess-position
├── support-resistance/ vstoolkit plan · measure
│ ├── run.py
│ └── skills/ read-levels
├── src/visualsectors_toolkit/ vstoolkit
├── tests/
└── docs/SIX FREE DATA AREAS · OPTIONS INTELLIGENCE ON PRO
The full data stack behind the edge.
Options indicators and levels sit beside market and company context under one predictable contract.
Options indicators
25 proprietary indicators with direction, historical ranking, peer ranking and momentum.
Options S/R levels
Twelve backtested level families with historical hold rates and thesis boundaries.
Technicals
Classic indicator families including ADX, MACD and Bollinger.
Fundamentals
Company context, earnings, estimates and insider transactions.
Time series
Daily, 15-minute and price-change series.
News & sentiment
Ticker-linked headlines, event reactions and tagged companies.
Macro
FRED macro-economic event calendar and release metadata.
START FREE · NO CARD REQUIRED
Start free.
Add proprietary intelligence.
A free key is enough to start building with six supporting data areas. Data API Pro adds the 25 options indicators and their historical performance.
FREE KEY
$0
Confirm your email to receive your key.
- 60 requests / minute
- 1,000 requests / day · 5,000 / month
- 6 months of history, where the source holds it
- REST API + MCP server
- Six supporting data areas
LinkedIn approval raises the free limits to 500 / minute, 10,000 / day and 100,000 / month, with up to 3 years of available history.
DATA API PRO
$149.95 / month
Options intelligence, plus more room to build.
- All 25 proprietary options indicators
- Four readings + historical performance
- 1,000 requests / minute
- 25,000 requests / day · 500,000 / month
- Up to 15 years of history, where the source holds it
Full refund within 14 days of your first charge, once per account.
QUESTIONS BUILDERS ASK FIRST
Know the contract before you depend on it.
Is the API only for options trading?
No. Options activity is the source of differentiated intelligence. Use the context in research across stocks, ETFs, futures, commodities and options.
What do the four signals mean?
Direction is a buy, short or neutral signal. Historical ranking is the raw-value percentile in the same stock’s last 14 years. Peer ranking compares today’s raw value with Russell 2000 stocks. Momentum tracks raw-value changes on an RSI-like 0–100 scale. Historical performance is separate: win rates, returns and sample sizes.
Is the history point-in-time?
Not uniformly, and we label it. The docs say, dataset by dataset, whether the history is as it was known on the day or reconstructed afterwards.
Can I read the docs without an account?
Yes. The account-layout documentation is also available to guests. API calls require a key, and options indicators require Data API Pro.
Does historical evidence guarantee an outcome?
No. It describes prior samples and helps inspect uncertainty; it does not predict or guarantee future performance.
ONE CONTRACT · REST + MCP
Build the first call today.
Keep the edge inspectable.
Use the API under one documented contract.
NO CARD · REST + MCP · START FREE