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Composite Signal Scorecard
A multi-factor directional signal that combines orderbook imbalance, funding rate, volatility regime, correlation, and whale flow into a single score.
Signal Quality
| Period | Accuracy | Samples | Significance |
|---|---|---|---|
| 7d | 66% | 2,016 | ✅ Significant |
| 30d | 63% | 8,640 | ✅ Significant |
| 90d | 62% | 25,920 | ✅ Significant |
Calibration: Composite score > +0.1 as buy signal, < -0.1 as sell signal. Measured against 1h forward returns.
Current Reading
Current Value
142.3500
alpha_spread_bps
Methodology Version
v2.0 (2026-01)
Current composite score vs 30-day rolling distribution.
24h History
500 data points · alpha_spread_bps
Strengths & Weaknesses
✅ Strengths
- Diversified across signal types
- Smooths out noise from individual signals
- Best all-around signal
Best regime: all regimes (designed as all-weather)
⚠️ Weaknesses
- Lags pure momentum signals in fast moves
- Can be indecisive near zero
- Component weights are discretionary
Worst regime: sudden black-swan events
Methodology Changelog
| Date | Version | Change |
|---|---|---|
| 2026-01 | v2.0 | Re-weighted components: imbalance 30%, funding 25%, basis 20%, momentum 15%, gas 10% |
| 2025-07 | v1.0 | Initial equal-weighted 5-factor composite |
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