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Can the ratio of buy-to-sell depth in the BTC perpetual orderbook forecast short-term price direction?

Does Orderbook Imbalance Predict Bitcoin?

Yes — with caveats Does Orderbook Imbalance Predict Bitcoin Price?
Orderbook imbalance has statistically significant predictive power for 1–5 minute BTC price moves. When bid depth exceeds ask depth by more than 30% (imbalance > +0.3), the probability of a positive 5-minute return rises to approximately 58–62%. The effect is strongest during high-volume sessions and weakens during low-liquidity periods.

Evidence

Time HorizonDirectionHit RateSample SizeNotes
1 min Same as imbalance sign 56–60% ~86,400/day Strongest when |imbalance| > 0.4
5 min Same as imbalance sign 58–62% ~17,280/day Best edge; decays after 10 min
15 min Weakly same 52–55% ~5,760/day Noise increases, other factors dominate
1 hour No significant edge ~50% ~1,440/day Imbalance mean-reverts within minutes

Live Signal — hlp_orderbook_imbalance_pct (24h)

Current: 0.4789 500 data points (24h)

Key Insight

Orderbook imbalance is a leading indicator for ultra-short-term moves (1–5 minutes) but loses predictive power beyond 15 minutes. It works best as a timing signal within a directional framework set by higher-timeframe indicators like regime and composite.

⚠️ Caveats & Limitations

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