Patternfetch vs Pythia Oracle MCP

patternfetch_analogs

Find earlier windows IN THE SAME SERIES whose shape resembles the current price action and return the FULL distribution of what followed (win-rate, median, min, max, n) over a fixed forward horizon. Parameters: window = how many recent bars form the shape being matched (default 32); horizon = how many bars forward each match is measured over (default 20). WHEN: an agent wants the historical spread of outcomes after a similar-looking setup, including how wide and how uncertain that spread is. WHEN NOT: you want the current technical picture (use brief), you want to find candidates across the market (use scan), or you need one expected value — this deliberately returns a distribution, not a point estimate. NOT a prediction, NOT a backtest of a strategy; past distribution does not guarantee future results. Example: {"ticker":"ETH/USDT","timeframe":"1d"}. Impersonal data, not advice.

patternfetch_scan

Scan US stocks, ETFs, and crypto for tickers currently in a given regime or showing a chart/candlestick pattern, RANKED by the honest backtested base rate + 95% CI — discovery, NOT lookup. This is the screener: instead of asking about one ticker you already know, ask "which tickers right now are in an uptrend / printing a double_bottom, and which of those has the strongest historical base rate?" and get a ranked shortlist back. Precomputed daily over a curated universe (liquid US large-caps + core/sector ETFs + major crypto pairs) so it is fast and cheap. Filters (all optional): assetClass ("stock"|"crypto"|"all"), regime ("up"|"down"|"range"), pattern (e.g. "double_bottom","double_top","head_and_shoulders","bullish_engulfing","bearish_engulfing","hammer"), minLift (-1..1 in rate points, e.g. 0.02 = keep only patterns beating their OWN pattern-free baseline by >= 2pp; 0 = at or above baseline), minBaseRate (0..1, drop tickers whose top pattern base rate is below this), tf, limit. PREFER minLift over minBaseRate: a raw base rate is not comparable across bullish and bearish rows, so minBaseRate:0.55 mostly returns bullish patterns in a rising universe before any of them carries information, whereas minLift returns the ones that measurably add something. Rows with no baseline in the evidence table are excluded by any minLift (absence of a lift is not a lift of 0). Each row: {sym, tf, assetClass, regime, pattern, baseRate, ci95, n, scope, confidence, asOf} PLUS the drift-free comparison {baseline, lift, liftCi95, liftReading} — baseline is the direction-matched rate with no pattern present, lift is baseRate minus that baseline, and liftReading says whether the difference is distinguishable from zero at all ("above-baseline" | "below-baseline" | "indistinguishable-from-baseline"). Read lift, not baseRate, when comparing a bullish row against a bearish one: in a rising universe a bullish pattern starts ahead before it carries any information. Ranked by baseRate desc, then confidence desc, then narrower CI, then fresher asOf. WHEN: an agent wants to FIND candidates across the market, not analyze a named one (then call brief on the shortlist). WHEN NOT: you already have a specific ticker (use brief). Example: {"assetClass":"all","regime":"up","minLift":0.02,"limit":20}. Impersonal historical data, not investment advice; base rates are gross directional frequencies and do not guarantee future results.

patternfetch_capabilities

Return patternfetch's own capability matrix: which asset classes are covered (US stocks, ETFs, crypto spot), the data source and delay for each, the supported timeframes, the endpoint list, the per-call prices and tier limits, and the product version. Takes no arguments and returns the same static self-description on every call — it contains NO market data (no quotes, candles, patterns or base rates). WHEN: once at the start of a session, to learn which asset classes and timeframes are supported before calling brief/multi/delta/analogs/scan, instead of guessing and getting a validation error. WHEN NOT: you already know the ticker and timeframe are supported (go straight to brief), or you want actual market data (this returns none).