Methodology
Every verdict is explainable. No black box — here is exactly how the composite signal is built and how to read it.
The four-layer composite
Each signal blends four independent layers, weighted by how predictive each has been. The split below is the default (Neutral-regime) baseline — on-chain leads there — but the engine re-weights all four per detected regime, so the live mix shifts (e.g. technicals lead in trending markets). The live blend is shown on the Signals page.
Weights are calibrated nightly from a k-fold out-of-fold Brier-skill scan against the agent-decision log; any single layer is capped at 0.40 so no one indicator dominates.
Regime states
Reader levels
Beginner, Intermediate, and Advanced change how much annotation you see — never the underlying data. Same numbers, different depth of explanation. Switch levels in the top bar.
The model never guarantees a profit — it surfaces the strongest opportunities and risks. Hypothetical and past results are not indicative of future returns.
Data sources
- Prices & volumes — Kraken, Gate.io, Bybit, MEXC; CoinGecko fallback.
- Macro — Yahoo Finance (DXY, US10Y), Fear & Greed index.
- Funding — OKX / Bybit perp funding.
- On-chain proxies — derived from 24h ticker volume / price (free-tier surrogate).
Limitations & honest gaps
- On-chain tiles are proxies, not Glassnode reads — labeled as such throughout.
- Liquidity coverage is biased to top-cap pairs on the listed venues.
- Composite weights refresh nightly — intraday regime flips can lag by up to 24h.
- Past performance never guarantees future returns. Worst-loss-streak is the metric to watch.
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