/mean-reversion Endpoint

Endpoint

GET https://api.currency-core.com/v1/mean-reversion

Ranks currencies by how strongly they return to their mean (“fair value”) over the window, yielding a composite score (0-100, higher = more mean-reverting) from two transparent components measured vs base:

• crossing frequency: how often the rate crosses its window mean (more = it oscillates around fair value rather than trending),
• reversion half-life: the estimated time for a deviation to halve, from the AR(1) coefficient of the demeaned series (shorter = faster reversion).

Each result also reports the current deviation from the mean, so you can see which currencies are currently stretched.

Plan requirement

/v1/mean-reversion is available on the Growth plan and higher. Free / Starter keys receive HTTP 403 forbidden.

Query parameters

Example

Most mean-reverting currencies vs USD:

curl "https://api.currency-core.com/v1/mean-reversion?base=USD&limit=5" \
  -H "Authorization: Bearer cc_live_your_key"

const res = await fetch("https://api.currency-core.com/v1/mean-reversion?base=USD&limit=5", {
  headers: { Authorization: "Bearer cc_live_your_key" },
});
console.log((await res.json()).results);

import requests

res = requests.get(
    "https://api.currency-core.com/v1/mean-reversion",
    params={"base": "USD", "limit": 5},
    headers={"Authorization": "Bearer cc_live_your_key"},
)
print(res.json()["results"])

{
  "base": "USD", "from": "2024-06-17", "to": "2026-06-17",
  "results": [
    { "currency": "EUR", "score": 71.5, "deviationPct": -1.2, "reversionFrequency": 0.32, "halfLifeDays": 18.4 },
    { "currency": "GBP", "score": 64.0, "deviationPct": 0.8, "reversionFrequency": 0.27, "halfLifeDays": 24.1 }
  ]
}

Errors