Gap Stats & DCA Lab, Now in the API and MCP

Last week's two ticker-research launches — QL Gap Stats and QL DCA Lab — were web-only. Today they get the full distribution treatment: public REST endpoints on every key tier including Free, tools on the QuantLogix MCP server for AI agents, and cross-links so the three history tools (Seasonality, Gap Stats, DCA) hand off to each other on any ticker.

For developers

GET /api/v1/gap-stats?ticker=TSLA — the overnight-gap profile: gap frequency, same-day fill rate and follow-through by direction and size bucket, largest gaps on record, and the most recent gap's outcome (docs).
GET /api/v1/dca?ticker=AAPL&monthly=500&years=10 — the full DCA backtest: invested vs final value, money-weighted XIRR, max drawdown, perfect-vs-worst-timing counterfactuals, lump-sum comparison, and the same plan on SPY (docs).
Both endpoints are available on every key tier, including Free — same authentication as the rest of the v1 API.

For AI agents

The QuantLogix MCP server gains two tools: gap_stats ("does TSLA fill its gaps?") and dca_backtest ("what did buying $500/month of AAPL for 10 years actually return?"). Claude, Cursor, or any MCP client can now answer both mid-conversation with real adjusted history instead of guessing (setup).

Connected research

Each of the three history tools now links to the other two, carrying the ticker along. Checking NVDA's seasonality? One click gets its gap-fill profile or its 10-year DCA record. The pages also ship proper social previews, so a shared /gap-stats?ticker=TSLA link unfurls with a real title and description.

Where to start

Grab a free API key and hit /api/v1/gap-stats or /api/v1/dca.
Connect your AI IDE via the MCP server and ask it whether your favorite ticker fills its gaps.
Or just open /seasonality, /gap-stats, or /dca and follow the links between them.

Educational product announcement, not investment advice. Gap statistics and DCA backtests are measured past performance; past behavior does not predict future returns.