Market data

Get the open strategies and backtests

Deterministic rule-based baskets with their weights and a walk-forward backtest each.

GET /api/strategies returns Monvera’s public strategy book: rule-based baskets computed from real 12-month price data, each with its plain-language rule, its current weights, and a walk-forward backtest. No AI is in this loop, so the same data always produces the same weights and anyone can reproduce them. This is the raw JSON behind monvera.best/strategies.

GET /api/strategies · public, no token required · 30 requests per 60 seconds per IP. Base URL, response envelope, and error shapes: conventions.

Parameters

None.

Response

{ asOf, refreshedEvery, note, strategies }.

Field	Type	Description
`asOf`	string	ISO timestamp of the build.
`refreshedEvery`	string	`"6h"`. Strategies are rebuilt from fresh market data every six hours.
`note`	string	The methodology statement, including that backtests are walk-forward and history, not a promise.
`strategies`	object[]	The strategy list (below).

Each strategy:

Field	Type	Description
`id`	string	Stable id: `steady-foundation`, `momentum-leaders`, or `balanced-growth`.
`name`	string	Display name, for example `Momentum Leaders`.
`tagline`	string	One-line summary.
`method`	string	The full rule in plain words, enough to reproduce the weights.
`allocations`	object[]	`{ symbol, weightPct }` per holding; integer weights summing to 100.
`backtest`	object \| null	The walk-forward backtest, or `null` if a data gap prevented one.

Each backtest: period ("6M"), methodology ("walk-forward"), rebalance ("monthly"), portfolio, and benchmark (a BacktestSeries with symbol: "SPY"). A BacktestSeries carries returnPct, volPct, maxDrawdownPct, sharpe, and a downsampled curve normalized to start at 100.

Example

curl "https://monvera.best/api/strategies"

The live response carries all three strategies; one is shown here. Weights and backtest figures are illustrative of the shape — call the route for the current book.

{
  "asOf": "2026-07-08T14:03:11.204Z",
  "refreshedEvery": "6h",
  "note": "Deterministic rules over real daily closes. Backtests are WALK-FORWARD, monthly rebalance, vs buy-and-hold SPY over the same window. History, not a promise: markets change.",
  "strategies": [
    {
      "id": "momentum-leaders",
      "name": "Momentum Leaders",
      "tagline": "The 8 strongest uptrends, sized so no single name can sink it.",
      "method": "Universe: all tokenized stocks with 12 months of public history. Filter: 1-year AND 3-month returns both positive. Rank: 0.7 x 1-year return + 0.3 x annualized 3-month return, take the top 8. Weights: inverse volatility, capped at 20% per stock. Rebalanced monthly.",
      "allocations": [
        { "symbol": "NVDA", "weightPct": 20 },
        { "symbol": "AAPL", "weightPct": 14 },
        { "symbol": "MSFT", "weightPct": 13 },
        { "symbol": "AVGO", "weightPct": 12 },
        { "symbol": "META", "weightPct": 12 },
        { "symbol": "GOOGL", "weightPct": 10 },
        { "symbol": "AMZN", "weightPct": 10 },
        { "symbol": "JPM", "weightPct": 9 }
      ],
      "backtest": {
        "period": "6M",
        "methodology": "walk-forward",
        "rebalance": "monthly",
        "portfolio": {
          "returnPct": 11.87,
          "volPct": 19.62,
          "maxDrawdownPct": 9.44,
          "sharpe": 1.05,
          "curve": [100, 102.4, 104.9, 103.2, 108.1, 111.87]
        },
        "benchmark": {
          "symbol": "SPY",
          "returnPct": 5.11,
          "volPct": 12.44,
          "maxDrawdownPct": 6.83,
          "sharpe": 0.86,
          "curve": [100, 100.8, 102.1, 101.4, 103.9, 105.11]
        }
      }
    }
  ]
}