Sub-Indicator Breakdown
$-272.5M mean over 7 recorded source dates
Daily-return deviation: 2.83% recent; 2.21% baseline (89 returns)
Funding observation unavailable
16.20% Β· USDT + USDC market cap / BTC market cap
Experimental rules, explicit limits
Methodology correction β 25 October 2026: the previous version applied an extra percentage conversion to funding data and used hourly samples where daily returns were intended. Those calculations are corrected in version 2. Illustrative curves and unsupported historical comparisons have been removed; the recorded archive begins with actual version-2 observations.
This is a descriptive 0β100 composite of selected source observations. Its labels are defined by the site's rules; they are not validated probabilities of a crash, a measure of total market leverage, or investment instructions.
Methodology 2 corrects funding-rate units and samples prices by closed UTC date. It replaces the older methodology; earlier scores are not directly comparable. Source coverage and dates can differ, and missing inputs change the effective weights.
At least three measured inputs are required. The composite is 70% of the weighted mean of available scores plus 30% of the highest available score. Base weights: ETF flows 25%, daily volatility 25%, eight-hour funding sample 20%, stablecoin market-cap ratio 15%, exchange order-book sample 15%.
What This Data Means
Read the current calculation notes
Experimental descriptive index: 53/100 (Elevated) under the published rules, with 4/5 components available. This is not a probability of a crash, a measurement of total leverage or a trading recommendation. Methodology version 2 corrects funding units and uses closed UTC daily returns; earlier versions are not directly comparable.
The composite is 70% of the weighted mean of available components plus 30% of their maximum score. Missing components are excluded and remaining weights renormalised; at least three inputs are required. Changing source coverage can change the score without a market event.
Volatility compares seven daily returns with the available daily baseline, sampled once per closed UTC date. Funding uses the absolute eight-hour percentage for one Bybit BTCUSDT perpetual contract. It is a funding-premium proxy, not proof of market-wide leverage or liquidation risk.
Stablecoin market capitalisation is not deployable cash. Order-book depth covers one exchange and only the returned levels within the specified range. ETF aggregates are provider-reported and can have incomplete fund attribution. These inputs do not establish a cause of Bitcoin price changes.
etf: 67/100. Negative flow over seven recorded dates
vol: 41/100. Daily-return volatility near the available baseline
leverage: Unavailable. Data unavailable
stable: 21/100. Higher stablecoin-to-BTC market-cap ratio
orderbook: 47/100. Intermediate depth/imbalance reading in the exchange sample
Recorded snapshots
Input dates and coverage limits
| Component | Input date | Coverage | Provider |
|---|---|---|---|
| ETF flows | 2026-11-06 | Last seven recorded provider dates; not seven raw hourly values. | Source |
| Daily volatility | 2026-11-06T23:00:00Z | Last observed price per closed UTC date. Seven daily returns versus the available daily baseline; gaps are not interpolated. | Source |
| Eight-hour funding sample | Observation time not recorded here | Source | |
| Market-cap ratio | 2026-11-07T11:43:57.000Z | USDT plus USDC market capitalisation divided by BTC market capitalisation; not cash available to buy Bitcoin. | Source |
| Order-book sample | Retrieved: 2026-11-07T11:44:43.479873Z | One exchange snapshot, limited to returned levels and at most 2% from midpoint. It is not market-wide executable liquidity. | Source |
A calculation time does not independently verify an input or mean every component describes the same instant. The recorded archive contains units, retrieval times and source fields.
14 recorded snapshot(s) for methodology 2. No synthetic backfill; earlier versions are not directly comparable.
| Date collected (UTC) | Score | Available inputs | Method version |
|---|---|---|---|
| 2026-11-07 | 53/100 | 4/5 | 2 |
| 2026-11-06 | 43/100 | 3/5 | 2 |
| 2026-11-05 | 37/100 | 3/5 | 2 |
| 2026-11-04 | 34/100 | 3/5 | 2 |
| 2026-11-03 | 35/100 | 3/5 | 2 |
| 2026-11-02 | 30/100 | 3/5 | 2 |
| 2026-11-01 | 41/100 | 4/5 | 2 |
| 2026-10-31 | 43/100 | 4/5 | 2 |
| 2026-10-30 | 39/100 | 4/5 | 2 |
| 2026-10-29 | 33/100 | 4/5 | 2 |
| 2026-10-28 | 34/100 | 4/5 | 2 |
| 2026-10-27 | 33/100 | 4/5 | 2 |
| 2026-10-26 | 34/100 | 4/5 | 2 |
| 2026-10-25 | 36/100 | 5/5 | 2 |
A trend requires at least two recorded dates. No historical curve is invented.
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How the inputs are transformed
ETF flow component
Average the latest seven recorded provider aggregates in USD millions. Positive and negative fund flows are separate from secondary-market share trading. An incomplete fund breakdown remains disclosed in the ETF explorer.
Daily volatility component
Take the last observed price of each closed UTC date, then compute daily percentage returns. Compare the standard deviation of the last seven returns with that of the available daily baseline (requested over 90 days). At least 31 consecutive closed dates are required. The current UTC date is excluded.
Eight-hour funding component
The Bybit BTCUSDT contract must explicitly report an eight-hour funding interval. Convert its decimal rate to a percentage exactly once, then use its absolute value. For magnitude p in percent: p β€ 0.01 maps linearly from 30 to 40; 0.01 to 0.05 maps from 40 to 80; 0.05 to 0.15 maps from 80 to 95, capped at 95. Positive and negative rates retain their sign in the source record but use the same magnitude rule.
Source definition: Bybit ticker fields and funding interval. A change to the source interval makes this component unavailable; an interval is never guessed.
Market-cap and order-book proxies
Stablecoin capitalisation is not deployable cash. Order-book depth is one exchange's snapshot, limited to returned levels within at most 2% of midpoint. It is not the whole market's executable liquidity. See the source fields in the recorded archive.
Can this score predict a crash?
No predictive performance or crash probability has been established here. A change can result from methodology, source coverage or source corrections as well as market observations. No historical scores or claimed subsequent returns are invented.
How is recorded history collected?
The daily pipeline publishes a checked snapshot and records that day's actual inputs. Every displayed component comes from that publication. A changed snapshot on the same UTC date replaces that date's record; different methodology versions are kept separate when displayed.