1) Add a bulk historical close / forward-return endpoint: given many {symbol, as_of_date} pairs, return the split-adjusted close on that date and at +21/+63 calendar days

2) Include fresh 52-week high and low in the cached snapshot quote response (snapshot=true&mode=cached) so intraday price and distance-from-high metrics stay in sync in one call

3) Add 1m / 3m / 6m / 1y total returns (dividend-adjusted) to the cached bulk quote payload or a companion bulk endpoint