Playbook — cross-asset signal propagation. When a primary ticker's pattern historically matched your query window, what

Playbook — cross-asset signal propagation. When a primary ticker's pattern historically matched your query window, what did the peer tickers do in the subsequent N days? Answers: 'when NVDA looked like this, what did MSFT / AMD / QQQ do?' HOW TO CALL: POST /playbook?ticker=NVDA&start_date=2025-11-01&end_date=2026-01-15&peers=MSFT,AMD,QQQ PARAMETERS: ticker — primary ticker (required) start_date — pattern window start (YYYY-MM-DD) end_date — pattern window end (YYYY-MM-DD) peers — comma-separated peer tickers, max 10 (required) k — number of analogs to average (default 10) forward_days — forward horizon in trading days (default 30) RESPONSE: peer_playbook — per-peer: avg_return_pct, pct_positive, count, returns_per_analog. PRICING: $0.50 per call.