Rank the universe by turn-of-month effect strength

Code snippets

curl "https://api.oanor.com/calendareffects-api/v1/screener" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/calendareffects-api/v1/screener", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/calendareffects-api/v1/screener");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/calendareffects-api/v1/screener",
    headers={"x-oanor-key": "oanor_test_..."}
)

Example response

A real response from this endpoint, captured by the latest health check.

{
    "data": {
        "note": "Cross-asset universe ranked by the turn-of-month spread — the average-daily-return advantage of the turn-of-month window (last 1 + first 3 trading days) over the rest of the month. A positive spread means the calendar edge is present. share_of_total_return_pct shows how concentrated each market's return is in those days. Descriptive, not predictive. Read fresh per call, nothing cached.",
        "class": "all",
        "count": 17,
        "effect": "turn_of_month",
        "source": "Yahoo Finance",
        "results": [
            {
                "name": "Emerging Markets",
                "rank": 1,
                "class": "index",
                "symbol": "EEM",
                "available": true,
                "spread_pct": 0.0668,
                "tom_avg_return_pct": 0.0762,
                "rest_avg_return_pct": 0.0093,
                "share_of_total_return_pct": 66.2
            },
            {
                "name": "Gold ETF",
                "rank": 2,
                "class": "commodity",
                "symbol": "GLD",
                "available": true,
                "spread_pct": 0.0469,
                "tom_avg_return_pct": 0.1063,
                "rest_avg_return_pct": 0.0594,
                "share_of_total_return_pct": 30.1
            },
            {
                "name": "20Y+ Treasuries",
                "rank": 3,
                "class": "bond",
                "symbol": "TLT",
                "available": true,
                "spread_pct": 0.0112,
                "tom_avg_return_pct": -0.0246,
                "rest_avg_return_pct": -0.0358,
                "share_of_total_return_pct": 14.1
            },
            {
                "name": "Utilities Sector",
                "rank": 4,
                "class": "sector",
                "symbol": "XLU",
                "available": true,
                "spread_pct": -0.0034,
                "tom_avg_return_pct": 0.0268,
                "rest_avg_return_pct": 0.0303,
                "share_of_total_return_pct": 17.6
            },
            {
                "name": "Nasdaq 100 ETF",
                "rank": 5,
                "class": "index",
                "symbol": "QQQ",
                "available": true,
                "spread_pct": -0.0036,
                "tom_avg_return_pct": 0.0674,
                "rest_avg_return_pct": 0.071,
                "share_of_total_return_pct": 18.6
            },
            {
                "name": "Developed ex-US",
                "rank": 6,
                "class": "index",
                "symbol": "EFA",
                "available": true,
                "spread_pct": -0.017,
                "tom_avg_return_pct": 0.0116,
                "rest_avg_return_pct": 0.0286,
                "share_of_total_return_pct": 8.9
            },
            {
                "name": "S&P 500 ETF",
                "rank": 7,
                "class": "index",
                "symbol": "SPY",
 
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