Composite Trading Signal
Multi-factor directional signal combining momentum, funding, volatility, order flow, and on-chain data into a single actionable score per asset.
Current Signals
| Coin | Direction | Score | Vol Regime | Key Factors |
|---|---|---|---|---|
| BTC | buy | 0.168 | high | basis_spread: 1.00, funding: 0.05, gas: 0.30 |
| ETH | sell | -0.113 | high | basis_spread: -0.66, funding: -0.03, gas: 0.30 |
| SOL | buy | 0.107 | high | basis_spread: 1.00, funding: 0.24, gas: 0.30 |
| HYPE | sell | -0.221 | high | basis_spread: -1.00, funding: -0.06, gas: 0.30 |
Signal Methodology
Weighted: imbalance(30%) + funding(25%) + basis(20%) + momentum(15%) + gas(10%)
- Price Momentum: 5m, 15m, 1h, and 4h price returns weighted by recency
- Funding Rate: Positive funding → bearish bias, negative → bullish bias
- Order Book Imbalance: Bid/ask ratio signals buying or selling pressure
- Whale Activity: Large order detection and flow direction
- Volatility Regime: High-vol adjusts signal sensitivity downward
Score range: -1.0 (strongly bearish) to +1.0 (strongly bullish). Scores between -0.2 and +0.2 are classified as neutral.