Upside/Downside Capture API

Measures the asymmetry every allocator actually cares about: how much of a benchmark's gains an asset captures when the market rises, versus how much of its losses it suffers when the market falls — computed live from Yahoo Finance daily closes, no key, nothing stored. A single beta assumes a market moves the same up and down, but the assets worth owning do not: they participate in rallies and cushion sell-offs, and the ones to avoid do the opposite. This API splits the benchmark's history into up-days and down-days and measures each side separately. The upside capture is the asset's average gain on the benchmark's up-days relative to the benchmark (above 100 = it gains more than the market in rallies); the downside capture is the same on down-days (below 100 = it loses less in sell-offs — defensive). Their ratio, the capture ratio, is the headline: above 1 means a favourable asymmetry. It also returns the downside beta and upside beta — the asset's beta measured only on the benchmark's down- and up-days — whose gap reveals whether the asset is more exposed in crashes than in rallies. The asset endpoint returns one instrument's full asymmetry profile; the screener endpoint ranks the cross-asset universe by capture ratio, downside capture or downside beta. This is the conditional / up-down asymmetry cut — distinct from the single unconditional beta screener, the correlation matrix, and the total-risk and tail-risk APIs. It separates the up market from the down market.