35 indicators backtested against 94 annotated trades (47 buys / 47 sells)
13 indicators predict your trades. 22 are noise.
Your edge is price action, not sentiment. Option price movement in the last 1-4h is the single strongest signal — effect size 1.67. Sentiment composites, skew, IV — all noise.
Bar length shows relative magnitude. These 5 indicators cleanly separate buys from sells.
Every combination below triggered only on buy trades — zero false sell-side signals. Precision = % of matches that are buys. Recall = % of all buys caught.
| # | Conditions | Size | Precision | Recall | Matches |
|---|---|---|---|---|---|
| 1 | Option dipped >10% in 4hOption dipped >10% in 1h | 2× | 100% | 63.8% | 30/30 |
| 2 | Option dipped >10% in 4hOTM (delta ≤ 0.25) | 2× | 100% | 59.6% | 28/28 |
| 3 | Option dipped >10% in 1hOTM (delta ≤ 0.25) | 2× | 100% | 55.3% | 26/26 |
| 4 | Option dipped >10% in 4hOption dipped >10% in 1hOTM (delta ≤ 0.25) | 3× | 100% | 53.2% | 25/25 |
| 5 | Option dipped >10% in 1hOption dipped >15% in 4h | 2× | 100% | 51.1% | 24/24 |
| 6 | Option dipped >15% in 4hOTM (delta ≤ 0.25) | 2× | 100% | 51.1% | 24/24 |
| 7 | Option dipped >10% in 4hNegative funding | 2× | 100% | 46.8% | 22/22 |
| 8 | Option dipped >10% in 4hSpot down >0.5% in 4h | 2× | 100% | 44.7% | 21/21 |
| # | Indicator | Effect Size | Buy Mean | Sell Mean | Direction | Predictive |
|---|---|---|---|---|---|---|
| 1 | Option Price Change 4hTOP | ★★★★1.6739 | -19.30 | 88.94 | ↑ at sell | Yes |
| 2 | Option Price Change 1hTOP | ★★★★1.5712 | -17.32 | 79.83 | ↑ at sell | Yes |
| 3 | Option Price Change 24hTOP | ★★★★1.5599 | -27.63 | 105.50 | ↑ at sell | Yes |
| 4 | Spot Price Change 4hTOP | ★★★★1.1300 | -0.8488 | 3.2196 | ↑ at sell | Yes |
| 5 | Spot Price Change 1hTOP | ★★★★1.0412 | -0.6318 | 2.9621 | ↑ at sell | Yes |
| 6 | Window Start Mark (USD) | ★★★★1.0127 | 785.77 | 2,169 | ↑ at sell | Yes |
| 7 | Window End Mark (USD) | ★★★★1.0115 | 782.68 | 2,168 | ↑ at sell | Yes |
| 8 | Mark Price (USD) | ★★★★0.9254 | 634.52 | 1,862 | ↑ at sell | Yes |
| 9 | Spot Price Change 24h | ★★★★0.8130 | -0.6251 | 3.2721 | ↑ at sell | Yes |
| 10 | Funding Rate | ★★★★0.4385 | -0.0087 | 1.3811 | ↑ at sell | Yes |
| 11 | Vega | ★★★★0.3825 | 24.96 | 33.05 | ↑ at sell | Yes |
| 12 | Theta | ★★★★0.3531 | -69.69 | -97.29 | ↑ at buy | Yes |
| 13 | Volume | ★★★★0.3371 | 289.92 | 495.51 | ↑ at sell | Yes |
| 14 | Delta | ★★★★0.2826 | 0.1008 | 0.2105 | ↑ at sell | No |
| 15 | Put/Call Ratio | ★★★★0.2105 | 1.1103 | 0.9883 | ↑ at buy | No |