{"version":1,"generatedBy":"dhawal.org","methodologyUrl":"https://dhawal.org/methodology/","recipes":[{"id":"cross-asset-tape","title":"Cross-asset tape check","question":"Which liquid benchmarks are moving together during this session?","productHref":"/markets/","methodHref":"/methodology/","inputs":[{"label":"Batched quotes","href":"/api/quotes?symbols=SPY,QQQ,TLT,GLD,DX-Y.NYB,CL=F","role":"Last price, session change, source, and observation time for each symbol."}],"calls":["curl \"https://dhawal.org/api/quotes?symbols=SPY,QQQ,TLT,GLD,DX-Y.NYB,CL%3DF\""],"steps":["Retain only returned symbols and preserve each quote source and fetched-at value.","Rank by session percentage change. Do not substitute a missing quote with zero.","Compare direction across equities, duration, gold, the dollar, and crude oil."],"output":"A timestamped cross-asset direction table with missing observations left explicit.","limitations":["Quotes may be delayed and may not share the same observation timestamp.","A one-session move does not establish a durable correlation or causal relationship."]},{"id":"risk-dial-rebuild","title":"Risk dial rebuild","question":"Can the desk risk score be reconstructed from its disclosed legs?","productHref":"/today/","methodHref":"/methodology/","inputs":[{"label":"Breadth composite","href":"/api/breadth","role":"Equal-weight versus cap-weight breadth leg."},{"label":"SPY options analytics","href":"/api/options?symbol=SPY","role":"Put and call volume used by the options leg when available."},{"label":"Risk benchmark quotes","href":"/api/quotes?symbols=%5EVIX,%5EVIX9D,SPY,TLT","role":"Volatility, term structure, equities, and safe-haven inputs."},{"label":"Macro series","href":"/api/macro","role":"Credit spread input and source observation dates."}],"calls":["curl \"https://dhawal.org/api/breadth\"","curl \"https://dhawal.org/api/options?symbol=SPY\"","curl \"https://dhawal.org/api/quotes?symbols=%5EVIX,%5EVIX9D,SPY,TLT\"","curl \"https://dhawal.org/api/macro\""],"steps":["Map each available leg to a zero-to-100 score using the formulas printed on Today.","Clamp every leg to the zero-to-100 range.","Take the equal-weight mean of non-missing legs and round to one decimal.","Return no composite when fewer than three legs report."],"output":"A score, zone, available-leg count, and the input detail for every reporting leg.","limitations":["Legs can mix market-session and economic-series observation dates.","The composite is descriptive. It is not a forecast or trading signal."]},{"id":"yield-curve-slope","title":"Yield-curve slope check","question":"How steep or inverted is the current Treasury curve?","productHref":"/rates/","methodHref":"/methodology/","inputs":[{"label":"Treasury yield curve","href":"/api/yield-curve","role":"Nominal and inflation-protected constant-maturity observations."}],"calls":["curl \"https://dhawal.org/api/yield-curve\""],"steps":["Read the latest available 2-year and 10-year nominal yields from the same response.","Compute 10-year minus 2-year in percentage points.","Multiply by 100 to express the slope in basis points.","Carry the source date and any stale state into the output."],"output":"A 2s10s slope in basis points with both input yields and their source date.","limitations":["Treasury constant-maturity yields are reference estimates, not executable prices.","Missing tenors must remain missing. Do not interpolate them for this recipe."]},{"id":"seasonality-screen","title":"Seasonality cross-section","question":"Which covered symbols have the strongest retained history for a calendar month?","productHref":"/seasonality/","methodHref":"/methodology/","inputs":[{"label":"Build-time seasonality index","href":"/data/seasonality-index.json","role":"Monthly return summaries built from historical Yahoo candles."}],"calls":["curl \"https://dhawal.org/data/seasonality-index.json\""],"steps":["Choose one calendar month and a minimum history threshold before ranking.","Exclude rows with fewer observations than the selected threshold.","Rank by median monthly return, then inspect win rate and sample count together.","Retain the generated-at timestamp from the index."],"output":"A month-specific table with median return, win rate, sample size, and build timestamp.","limitations":["Seasonality describes historical samples and does not identify a catalyst.","Symbol histories can differ in length and survivorship context."]},{"id":"thirteen-f-change","title":"13F position-change audit","question":"Which reported positions changed between a manager’s two retained filings?","productHref":"/13f/","methodHref":"/methodology/","inputs":[{"label":"Normalized 13F book","href":"/api/whales?filer=berkshire-hathaway","role":"Current holdings, prior-quarter changes, filing links, and reconciliation quality."}],"calls":["curl \"https://dhawal.org/api/whales?filer=berkshire-hathaway\""],"steps":["Confirm that the current book is verified and inspect its reconciliation metadata.","Separate new, exited, increased, decreased, and unchanged positions.","Rank changes by absolute reported value change while preserving share change.","Open the linked SEC filing before using a holding in downstream research."],"output":"A filing-linked change ledger with quarter, filed date, value delta, share delta, and quality state.","limitations":["13F reports are delayed, long-only snapshots and omit many asset and short exposures.","Issuer-to-ticker mapping can be incomplete, and amendments can revise a reported book."]},{"id":"portfolio-scenario","title":"Local portfolio shock","question":"How would a disclosed set of price shocks change a browser-local book?","productHref":"/portfolio/","methodHref":"/methodology/","inputs":[{"label":"Local portfolio lots","href":"/portfolio/","role":"Quantities, costs, currencies, and acquisition FX retained only in the browser."},{"label":"Current quotes","href":"/api/quotes?symbols=SPY,TLT,GLD","role":"Current valuation inputs for symbols present in the example basket."}],"calls":["curl \"https://dhawal.org/api/quotes?symbols=SPY,TLT,GLD\""],"steps":["Value every lot with its current quote and the book currency rules shown on Portfolio.","Apply the stated percentage shock to each selected symbol, leaving unselected symbols unchanged.","Revalue the book and subtract the unshocked value.","Keep missing quotes outside both totals rather than treating them as zero."],"output":"A before-and-after book value, absolute change, percentage change, and per-symbol contribution.","limitations":["The shock is a static scenario, not a probability-weighted forecast.","It excludes execution costs, liquidity effects, taxes, and intraday path dependence."]}]}