Self-service
documentation

Complete integration guide and technical references. Billing/admin contact only. No technical support.

📘 Methodology 2026 · Schema TS_2026Q1

Methodology at a glance

Inputs: Daily OHLCV (Open, High, Low, Close, Volume) from Twelve Data. Minimum 60 trading days for basic operation; 252 trading days (1 year) recommended for full signal reliability (burn-in period). Data is sourced from regulated US equity and ETF feeds.

Outputs: A single risk state (0–3) per ticker per day: 0 = Normal, 1 = Vigilance, 2 = Stress, 3 = Critical. Each response includes lsri_raw (LCI), lsri_ratio (LCI/σ(LUSE) for asset auto-calibration), regime, and confidence. Level thresholds (2, 6, 12 on ratio) are governed by schema TS_2026Q1 and may adjust for detected market regime.

Framework: LSRI is a structural risk indicator, not VaR, stress-test, or volatility measure. It detects conditions historically associated with liquidity stress and regime shifts. Non-predictive: it describes current state, not future outcomes. Rolling Z-score (252-day window) ensures no look-ahead bias — audit-ready computation. Append-only snapshots for audit trail.

Statistical governance

LSRI is computed using causal statistics only.

This ensures the risk state can be documented, audited, and used in committee settings without hindsight bias.

Getting Started

📖

User Guide

Start here. This is your complete integration reference. Use Try API to test with your API key and a ticker (no code required).

Billing

💳

Billing & Refunds

All plans are annual licenses. Please use the demo and review documentation before purchase.

Audit & Vendor Review

📋

Technical Documentation

For integration teams, model validation, and vendor management. All documentation is versioned and maintained for audit purposes.

⚠ Legal Disclaimer

LSRI provides market state data and does not provide trading signals, forecasts, or investment advice. Data is provided "as is" without warranty.