HPSILab Market Direction
A probabilistic, forward-tracked market-direction decision model for AI trading agents.
Overview
HPSILab Market Direction estimates the probability that a US equity will close higher on the next US trading session. It answers one typed question with a probability, so an agent can use the number directly — size a position by it, gate a trade on it, or combine it with its own signals — instead of parsing prose.
What sets it apart is the record behind the probabilities. HPSILab runs a public forward benchmark: predictions are made before the outcome exists, stored unchanged, scored at the next official close, and published with Brier score and a calibration table, wrong calls included.
Publisher
HPSILab
HPSILab builds market decision infrastructure for AI trading agents.
Website: https://hpsilab.com/
Decision primitive
noul
Will {ticker} close higher on the next US trading session?
Input
| Field | Where | Notes |
|---|---|---|
ticker | URL path | US equity or ETF symbol, e.g. NVDA. A malformed symbol returns 400 with a suggested correction in the X-HPSILAB-Suggested-Symbol header; a well-formed symbol with no data returns 404. |
There are no other inputs. The model reads the latest daily market state for the ticker itself.
curl https://hpsilab.com/api/ai_prediction/NVDA \
-H "Authorization: Bearer $HPSI_API_KEY"
The same prediction is available to agents as the get_ai_prediction tool on the HPSILab MCP server (https://hpsilab.com/mcp). Authentication is an hpsi_ API key sent as a Bearer token, or OAuth 2.1 for connectors that support it.
Output
The REST endpoint returns a JSON array with one object. The MCP tool returns the same object without the array.
| Field | Type | Meaning |
|---|---|---|
ensemble_up_probability | number, 0–1 | The decision. Probability that the next session closes higher. |