> ## Documentation Index > Fetch the complete documentation index at: https://docs.sequency.sh/llms.txt > Use this file to discover all available pages before exploring further. # Get First Passage Time analysis > Get First Passage Time (FPT) probabilistic timing analysis for a stock. ## What is FPT? FPT provides probabilistic estimates for how long it will take price to reach target levels, accounting for: - Current volatility (Garman-Klass estimator with RVOL adjustment) - Two-barrier race (target vs stop loss) - Standard institutional levels (IB extensions, pivots, VWAP bands) ## Pre-computed Scenarios All FPT data is pre-computed by the Go pattern-detector and stored in the graph. Standard scenarios include: - **IB 1.5x Extensions**: Initial Balance extensions (intraday targets) - **Pivot Levels**: R1/S1 pivot targets - **VWAP Bands**: VWAP +/- 1 standard deviation ## Response Fields - **volatility**: Garman-Klass historical volatility context - **standard_scenarios**: Pre-computed FPT for institutional levels - **timeframe_fit**: Classification (EXCELLENT/GOOD/MODERATE/EXTENDED/LONG) - **event_risk**: Earnings within FPT horizon warning ## Timeframe Fit Classification - **EXCELLENT**: Median < 2 days (day trade / swing entry) - **GOOD**: Median 2-5 days (swing trade) - **MODERATE**: Median 5-10 days (swing / position) - **EXTENDED**: Median 10-20 days (position trade) - **LONG**: Median > 20 days (investment horizon) ## Performance Target <100ms response time (reads pre-computed data from graph). ## OpenAPI ````yaml /api/openapi.json get /api/graph/v1/stocks/{symbol}/fpt openapi: 3.1.0 info: title: Sequency Graph API description: > # Sequency Graph-Native Trading API Graph-native API for trading intelligence, built on FalkorDB. ## Features - **Screener**: Filter stocks using graph-native queries with relationship expansion - **Stock Detail**: Complete stock context with all relationships - **Confluence Scoring**: Setup quality assessment with weighted components - **Strategy Matching**: Find matching options strategies via graph traversal - **Market Context**: Current market-wide context for trading decisions ## Data Sources All data is sourced from the FalkorDB knowledge graph, populated by: - Pattern detector (Go) - Technical indicators, patterns - Graph sync service - Levels, volume profiles, news, day classification version: 1.0.0 servers: [] security: [] paths: /api/graph/v1/stocks/{symbol}/fpt: get: tags: - Stocks summary: Get First Passage Time analysis description: >- Get First Passage Time (FPT) probabilistic timing analysis for a stock. ## What is FPT? FPT provides probabilistic estimates for how long it will take price to reach target levels, accounting for: - Current volatility (Garman-Klass estimator with RVOL adjustment) - Two-barrier race (target vs stop loss) - Standard institutional levels (IB extensions, pivots, VWAP bands) ## Pre-computed Scenarios All FPT data is pre-computed by the Go pattern-detector and stored in the graph. Standard scenarios include: - **IB 1.5x Extensions**: Initial Balance extensions (intraday targets) - **Pivot Levels**: R1/S1 pivot targets - **VWAP Bands**: VWAP +/- 1 standard deviation ## Response Fields - **volatility**: Garman-Klass historical volatility context - **standard_scenarios**: Pre-computed FPT for institutional levels - **timeframe_fit**: Classification (EXCELLENT/GOOD/MODERATE/EXTENDED/LONG) - **event_risk**: Earnings within FPT horizon warning ## Timeframe Fit Classification - **EXCELLENT**: Median < 2 days (day trade / swing entry) - **GOOD**: Median 2-5 days (swing trade) - **MODERATE**: Median 5-10 days (swing / position) - **EXTENDED**: Median 10-20 days (position trade) - **LONG**: Median > 20 days (investment horizon) ## Performance Target <100ms response time (reads pre-computed data from graph). operationId: get_fpt_api_graph_v1_stocks__symbol__fpt_get parameters: - name: symbol in: path required: true schema: type: string title: Symbol responses: '200': description: FPT analysis content: application/json: schema: $ref: '#/components/schemas/FPTAnalysis' '404': description: Stock not found '422': description: Validation Error content: application/json: schema: $ref: '#/components/schemas/HTTPValidationError' '504': description: Query timeout components: schemas: FPTAnalysis: properties: symbol: type: string title: Symbol description: Stock ticker symbol current_price: type: number minimum: 0 title: Current Price description: Current stock price volatility: $ref: '#/components/schemas/VolatilityMetrics' description: Volatility context used for calculations standard_scenarios: $ref: '#/components/schemas/FPTStandardScenarios' description: Pre-computed FPT for standard institutional levels timeframe_fit: $ref: '#/components/schemas/TimeframeFit' description: Best timeframe classification based on FPT estimates event_risk: $ref: '#/components/schemas/EventRiskContext' description: Event risk assessment within FPT horizon data_quality: type: string title: Data Quality description: 'Data quality indicator: complete, partial, stale, unavailable' default: complete type: object required: - symbol - current_price - volatility - standard_scenarios - timeframe_fit - event_risk title: FPTAnalysis description: |- Complete FPT analysis for a symbol. Provides probabilistic timing estimates for reaching standard institutional levels based on current volatility and price position. example: current_price: 180.5 data_quality: complete event_risk: days_to_earnings: 18 earnings_within_horizon: false standard_scenarios: ib_15x_down: direction: down level: 176 level_type: ib_extension median_days: 2.1 p75_days: 3.8 p90_days: 6.5 probability: 0.58 ib_15x_up: direction: up level: 185 level_type: ib_extension median_days: 2.3 p75_days: 4.1 p90_days: 7.2 probability: 0.65 pivot_r1: direction: up level: 188 level_type: pivot median_days: 3.1 p75_days: 5.5 p90_days: 9.2 probability: 0.48 symbol: NVDA timeframe_fit: GOOD volatility: rvol_adjustment: 1.15 source: Garman-Klass HV value: 0.42 window_days: 20 HTTPValidationError: properties: detail: items: $ref: '#/components/schemas/ValidationError' type: array title: Detail type: object title: HTTPValidationError VolatilityMetrics: properties: value: type: number minimum: 0 title: Value description: Effective volatility (annualized) used for FPT calculation source: type: string title: Source description: Volatility estimation method default: Garman-Klass HV rvol_adjustment: anyOf: - type: number minimum: 0 - type: 'null' title: Rvol Adjustment description: RVOL multiplier applied (1.0 = no adjustment) window_days: type: integer maximum: 60 minimum: 5 title: Window Days description: Lookback window for volatility estimation default: 20 type: object required: - value title: VolatilityMetrics description: |- Volatility context for FPT calculations. Uses Garman-Klass estimator (more efficient than close-to-close) with optional RVOL adjustment for current market conditions. FPTStandardScenarios: properties: ib_15x_up: anyOf: - $ref: '#/components/schemas/FPTScenario' - type: 'null' description: 'IB 1.5x upward extension (target: IB 1.5x high, stop: IB low)' ib_15x_down: anyOf: - $ref: '#/components/schemas/FPTScenario' - type: 'null' description: 'IB 1.5x downward extension (target: IB 1.5x low, stop: IB high)' pivot_r1: anyOf: - $ref: '#/components/schemas/FPTScenario' - type: 'null' description: 'Pivot R1 (target: R1, stop: S1)' pivot_s1: anyOf: - $ref: '#/components/schemas/FPTScenario' - type: 'null' description: 'Pivot S1 (target: S1, stop: R1)' vwap_1sd_up: anyOf: - $ref: '#/components/schemas/FPTScenario' - type: 'null' description: 'VWAP +1SD (target: VWAP +1SD, stop: VWAP -1SD)' vwap_1sd_down: anyOf: - $ref: '#/components/schemas/FPTScenario' - type: 'null' description: 'VWAP -1SD (target: VWAP -1SD, stop: VWAP +1SD)' type: object title: FPTStandardScenarios description: |- Pre-computed FPT scenarios for standard institutional levels. Includes IB 1.5x extensions, pivot levels, and VWAP bands. All calculated with two-barrier race methodology. TimeframeFit: type: string enum: - EXCELLENT - GOOD - MODERATE - EXTENDED - LONG title: TimeframeFit description: |- Timeframe fit classification based on FPT median days. Indicates how well the expected time-to-target aligns with different trading timeframes. EventRiskContext: properties: earnings_within_horizon: type: boolean title: Earnings Within Horizon description: True if earnings occur within FPT P90 horizon default: false days_to_earnings: anyOf: - type: integer - type: 'null' title: Days To Earnings description: Days until next earnings announcement event_warning: anyOf: - type: string - type: 'null' title: Event Warning description: Warning message if significant event within horizon type: object title: EventRiskContext description: |- Event risk assessment for FPT horizon. Earnings and other catalysts can invalidate FPT assumptions due to gap risk. ValidationError: properties: loc: items: anyOf: - type: string - type: integer type: array title: Location msg: type: string title: Message type: type: string title: Error Type input: title: Input ctx: type: object title: Context type: object required: - loc - msg - type title: ValidationError FPTScenario: properties: level: anyOf: - type: number minimum: 0 - type: 'null' title: Level description: Target price level level_type: type: string title: Level Type description: 'Level classification: ib_extension, pivot, vwap_band' direction: type: string enum: - up - down title: Direction description: 'Direction to target: up (bullish) or down (bearish)' median_days: anyOf: - type: number minimum: 0 - type: 'null' title: Median Days description: Median (P50) days to reach level p75_days: anyOf: - type: number minimum: 0 - type: 'null' title: P75 Days description: 75th percentile days to reach level p90_days: anyOf: - type: number minimum: 0 - type: 'null' title: P90 Days description: 90th percentile days to reach level (tail scenario) probability: anyOf: - type: number maximum: 1 minimum: 0 - type: 'null' title: Probability description: Probability of hitting this level before opposing barrier (0-1) type: object required: - level_type - direction title: FPTScenario description: |- Single FPT scenario result for a target level. Contains timing percentiles and probability of hitting target before the opposing barrier (stop loss for targets, target for stops). ````