Questions,
answered directly.

Sign up with your email on the Pricing page or the homepage — no credit card required for Free. You'll receive a one-time sign-in link; click it to access your account dashboard, where your API key is ready immediately. Upgrading to Pro uses the same account — you just complete payment via Stripe from inside your dashboard, and your existing key switches to the Pro rate limit.

Yes. There's one account system for both tiers — the same passwordless email sign-in, the same dashboard. Upgrading to Pro doesn't create a new account or change how you log in, it just changes your tier and rate limit.

No. Konseki uses passwordless sign-in — enter your email, click the link we send you, and you're in. There's no password to create, remember, or reset.

Log in with your email at any time using the same sign-in link flow — your account dashboard shows your API key, current tier, and daily usage count.

No. The free tier requires only an email address to sign up. Payment details are only needed if you upgrade to Pro.

Visit any symbol page under Coverage — each one renders the same data the API returns, including a real example JSON response. No account required just to look.

Full access to the entire S&P 500 universe — no symbol restrictions. All 8 lookback periods, all 4 forward windows, every output field including the LLM-ready commentary. The only limit is 2,000 requests per day, which covers roughly 250 symbols at full analytical depth, every day. See Pricing for the full comparison.

No. Free tier access covers the entire S&P 500 universe — query any symbol. The only constraint is the daily request limit, not which symbols you can access.

Cancel any time from your account dashboard — your access continues until the end of the current billing period. No questions asked, no partial refunds for unused days. If you have trouble accessing your dashboard, email hello@konseki.io and we'll handle it directly.

Not currently. Pro is billed monthly with no annual commitment required. Email us if you have specific high-volume or institutional requirements — we're open to discussing options.

Free and Pro cover the S&P 500 universe at the limits described on the Pricing page. If you need broader coverage or a higher request ceiling, get in touch — we're interested in hearing what you need.

Daily request limits reset at midnight UTC. Each call to /v1/analysis/{symbol}-{exchange} counts as one request, regardless of how many forward windows or fields you read from the response — all forward windows come back in a single call. If you exceed your daily limit, requests return a 429 response until the limit resets.

Data is updated daily after each market close. The exact time can vary — check the meta.generated_at and meta.data_through fields in any API response to see exactly when that output was computed and which market date it reflects.

Yes. Every day's output is stored as a permanent, immutable snapshot. Add a date parameter to any request — e.g. ?lookback=15&date=2026-01-02 — to retrieve that day's analysis instead of the latest. Useful for backtesting and validating how the engine's output looked on a specific historical date.

The engine has roughly 20+ years of total price history to search against. Producing a valid snapshot for any given date requires enough prior data before that date — so fully computable historical snapshots currently span the more recent ~10 years. This is a data availability constraint that will extend further back as more history is added. See Methodology for the full explanation.

Yes — you can use Konseki API output within your own applications, trading tools, research workflows, and AI assistants, including commercial products. The restriction is on redistributing the raw data itself as a standalone data product. See the Terms of Service for details.

Email hello@konseki.io immediately. We'll deactivate the exposed key and issue a replacement. Treat your API key like a password — don't share it, commit it to public repositories, or expose it in client-side code.

The lookback period is how many days of recent price history the engine uses to find historical analogs — you specify this with the lookback parameter. The forward window is how many days ahead each outcome distribution measures. You don't need to specify a forward window: every API response includes all 4 forward windows (3, 5, 10, and 15 days) nested inside, for whichever lookback you requested.

A match is a historical period — for a possibly different symbol — whose price behaviour was structurally similar to the current setup, scored across seven dimensions including price correlation, shape, volatility, trend, range position, volume, and risk. The search runs across the full universe, not just the symbol's own history. Full breakdown on Methodology.

Reliability reflects evidence count and match diversity together — a small number of matches, or matches concentrated in one symbol or time period, lower reliability regardless of how clean the headline outcome looks. It's one of five tags returned per forward window, alongside direction, consistency, risk, and outlier.

No. Konseki surfaces what happened in structurally similar historical conditions — a documented distribution, not a forecast. Commentary is written with confidence-hedged language throughout ("historically leaned," never "will"). Nothing on Konseki constitutes financial or trading advice.

The response is plain JSON — requests.get(...).json() in Python gives you a dict you can pass directly into pd.DataFrame() or pd.Series(). The schema is consistent across every symbol and lookback, so the same parsing code works universe-wide. Full examples on Docs.

analysis.forward_outcome.{N}.commentary.summary is natural language, written for direct insertion into a prompt — no preprocessing required. Pick whichever forward window (3, 5, 10, or 15 days) matches your product's time horizon.