professional opportunist founder @vectoradata
Joined December 2021
- Tweets686
- Following62
- Followers99
- Likes1.7K
Would love to target this for a potential mean reversion trade today, if an entry materializes per my system.
$BTC has an intraday high hit rate cluster from 82,359.3 to 82,616.3, with the strongest level at 82,576.2.
86% of 09:00 UTC levels above price like this were hit within 24 hours, an 86% hit rate (975 of 1,132).
The median time to hit was 1 hour.
Lots of new positions opening on Hyperliquid, mostly longs. OI is climbing and CVD is positive, yet price keeps grinding lower. These fresh longs could become fuel and this could turn into a pretty aggressive unwind really quickly
ayer retweeted
Last night I asked ChatGPT to build a replacement for an app I pay $10/month for. I wanted to build out some features specifically for my use case. Today I woke up and checked it, it was the perfect clone. Then I decided that this project was a waste of my time and deleted it.
$BTC is heavily coiled. Multi-timeframe displacement is compressed near historical minimums, and volatility expansion is building. TPO structure and order flow expand on this further.
Displacement is suppressed across every horizon:
Session: 1.31%, with 81.9% of historical sessions expanding further
Daily: 1.55%, with 90.8% of days seeing wider travel
Weekly: 5.47%, with 89.2% of weeks broader
Monthly: 8.96%, with 98.5% of months travelling further
Compression of this degree across all four horizons simultaneously rarely persists.
The weekly high printed Monday, its dominant slot at 62.2% against a 20% baseline (3.1x chance, n=286).
What stands out on the footprint: this Sunday has not shown its typical slow upgrind. Instead, price is pushing lower through aggressive taker buying. Positive delta with negative price response is passive sell absorption, and it is not a constructive signature for bulls.
Price is now creeping toward Thursday’s low. Statistically, a Thursday low is unremarkable (15.7% vs a 14.3% baseline), so timing stats alone offer little protection. Structurally, however, it is a highly constructive low, sitting on confluent order flow and POIs: the 80k psychological level, the pqVAH and the 4w composite VAH. The level’s strength comes from structure, not from the calendar.
That makes the line in the sand clear. If Thursday’s low holds, compressed displacement favors expansion higher off a well-defined level. If BTC loses it, the single prints(now tapped multiple times already) beneath price offer little support, opening a fast move through the low-volume area and a rotation through the entire 4w composite, which offers a path down to the mid 70s.
Built my own trading terminal.
The front end runs on Vela by @LuxAlgo, a big step up from their TradingView indicator days to a full open-source charting library that undeniably rivals TradingView itself.. Positions, orders and fills live right on the chart.
The base is hlcli by @confinedape (github.com/bahmgit/hlcli): a Rust daemon + CLI for Hyperliquid. Commands, hotkeys, risk checks, an order journal, extremly fast and clean.
I added a venue layer. @Lighter_xyz plugs in through its API next to Hyperliquid, and the same buy, scale, trail and close work on both. Each new exchange is its own small adapter.
Plan is to open-source it (once ready), or send the venue layer and frontend back upstream to hlcli so everyone gets Lighter support and a nice little frontend.
I gave codex access to exocharts and had it distill the template from this video
for anyone interested: drive.proton.me/urls/A90QP37…
ayer retweeted
I've personally read, annotated, and indexed hundreds of primary sources on financial markets.
Twelve research papers worth reading for discretionary judgment and a note on their usefulness for systematic traders.
If you're a trader, this thread might genuinely change your life.
huge
A latency-optimized, programmable, endlessly customizable, and automation-ready way to trade on #Hyperliquid.
From hotkeys and variables to daemon-owned complex orders and systematic execution via Unix-socket IPC/API.
A new, better way to access the infrastructure to house all finance.
Run it yourself. Make it yours.
The Rust monorepo is now open source (see reply).
Decided to build a custom trading journal.
The idea is to have highly customizable metrics overview paired with a Notion-style database journal where every metric and value is user-defined. On top of that, an orderflow and price level engine that validates setups against CVD, liquidations, OI spikes or similar microstructure metrics. Also makes backtesting things like optimal trailing stop size trivial.
Everything runs locally. This is a key point. Seriously - do not trust any third party journaling softwares with your trading data, especially if you run any kind of automated strategy. Discretionary traders can probably get away with it, but why take the risk.
On top of the core journal there will be an AI layer that examines trades and finetunes for significance. Saves a massive amount of time on performance reviews and has the potential to surface metrics and patterns that would otherwise go unnoticed.
Will most likely open source this once it is ready, or put it behind a symbolic pay-as-you-wish paywall.
ayer retweeted
Trading has always had two camps. Discretionary and systematic. Instinct on one side, rigor on the other. Both work, neither is the holy grail, and the two rarely intersect.
Evidence-based discretion is where they meet. A discretionary read you can hold to a number.🧵
My views on $BTC
Spot book skews are essentially flat at current prices, though perpetuals are skewed toward the ask side. We are currently trading inside both the previous day and weekend ranges, with an 88.9% statistical probability of breaking either side today, favoring an upside break at 56%. Having opened in the upper weekly quartile and lower daily quartile, there is a 91.8% chance of breaking the previous week's high and a 76.6% chance of breaking the previous day's low, despite no significant high hit-rate levels currently in play.
From a timing perspective, the daily low formed at 00:00, representing its most frequent hour at 28% compared to a 4.3% baseline. Furthermore, weekly and monthly lows both printed in their rank-one slots, with Monday at 63% and Day 1 at 26%, respectively. I am not much of a EMA guy, but structurally, lower timeframe EMAs are severely compressing, making an explosive directional move highly probable. While my theoretical lean is to the upside based on the slow grind into the 9w VAH, we are also entering a high probability seasonal window based on $BTC CME futures data. In seven of the past eight years, this specific window has shown significant downside excursion, averaging -8.65% with a median of -9.41%. Based on this thedirection remains essentially a coin flip. Precise execution based on established setups is what actually matters, so let's narrow it down to actual POIs:
For a short thesis playing into the seasonal weakness, I am assuming the high established within the Sunday close session will hold. In this scenario, I am looking to short from 65.4k for a move toward the previous day's low. If that high breaks, I will give shorts one more shot between 66k and 66.2k, where a series of stacked session and daily highs lies confluent with single prints and the weekly naked point of control. Above that zone, the only short scenario worth playing is a failed auction of the current range high around 68k. All of this needs to happen relatively quickly i.e next 1-2 days for me to be considering the seasonal pattern as valid.
My long thesis is a bit more aggressive and simple in nature. I am looking to buy at 64.6k for a sweep of the previous day's low and a nsPOC. Alternatively, I am looking for deeper bids at 64.3k, aligning with the wvNPOC, pwVWAP, or the cluster of dqVWAP, 9w POC resting roughly between 63.8k and 64k. I will be strictly monitoring order flow at all of these mentioned levels, as the exact way the setup materializes is critical. Being super selective within these conditions is crucial for me. I want to avoid getting chopped up trying to short a slow grind or blindly aping into longs only for the price to pull back much further than anticipated.
Admittedly needs fine tuning, but its refreshing having my agents analyze my stats based levels on bitcoin:native for me
Picture perfect reaction to both POIs on $BTC mentioned in my last post. A few notes on how I actually played this, full transparency.
I took the long at the support cluster on Tuesday, next day NY session pushed into my short poi, where we formed a rather mediocre initial high with no real aggression from either side. I stayed in the position because I was confident we would push further, and we did.
Now here is where execution/managment got messy. Rather than closing manually at target I decided to trail my stop loss. The logic was sound but because I was trailing manually, the stop could not adjust as we pushed to new highs. I ended up capturing 6.7R instead of the full 10R MFE. Gave back roughly 1R more on the trail than I would have preferred purely due to manual limitations.
This brings me to the second part of my previous post. We did push into the 65-65.2k short POI I mentioned and the cluster offered a great reaction. The real reaction at the cluster only came later during Asia session while I was asleep. So while the level worked exactly as outlined, I was unable to enter new shorts or manage my existing position. Sometimes the best setups just do not line up with your timezone.
I genuinely enjoyed putting this analysis together and seeing it play out in real time. Going to keep these coming, most likely on Sundays or Tuesdays, right as we start forming an initial bias for the week.
$BTC offering an absolute masterclass on what great setups with asymmetric risk to reward look like. Per my system I see two potential setups based on orderflow, data and structure.
First, it needs to be said that today has been an extremely tight range and an explosive move to either side is likely, but not guaranteed as we have FOMC tomorrow.
Long thesis:
The 63s-62.8s zone offers a cluster of support: a dyVAL we have been trying to accept into, a 3w comp VAL (don't hate me on this one, yes I merged a 3w comp even though we are in a larger 7-8w comp) of this current month's mini range where we are clearly shifting value higher. We also have a dnVPOC as well as dmVWAP that has been serving as a significant bullish line in the sand pretty much all of July. All mentioned POIs sit below the current daily low put within Asia session. We have a data-based bias to the upside as well in the form of clustered high hit rate levels at mid 64s and 65k, where a close session poor high with 80% hit rate sits. Long thesis is further supported by the spot orderbook being skewed to the bid side by upwards of $100 million. Now, it does not take a genius to realise that if we lose the daily low plus this highly significant support cluster, a larger excursion to the downside is pretty much guaranteed and you want to stay the fuck out of longs. The benefit here is that we have a relatively clear and tight invalidation. Pair this with the stats-based levels far away from price and you get the asymmetric risk to reward long I mentioned earlier.
Short thesis:
This one is based on something different. We have already broken Monday's range low, leaving the high as the current weekly P1. Statistically speaking, breaking the high is unlikely, which gives us a window of opportunity with a very clear invalidation (Monday high). Since it is only Tuesday we are guaranteed to put the P2 later in the week and further away from current price. My plan for shorts is essentially at the exact price level where I would be looking for my long targets. 65k offers the mentioned stats-based levels so I am not interested in taking any setups before that.If we get there though, the 65-65.2k cluster offers a dnVPOC and a nice series of highs right below Monday's high (invalidation). The way the setup materialises and the reaction at level will be key in determining if it is a valid setup or if you just want to skip it. One of my conditions is that I want to see the mentioned book skews flip negative by at least half the current amount. If no reaction occurs at 65s then we are again almost guaranteed to break Monday's high, flip the weekly P1, and you want to stay out of shorts.
$BTC offering an absolute masterclass on what great setups with asymmetric risk to reward look like. Per my system I see two potential setups based on orderflow, data and structure.
First, it needs to be said that today has been an extremely tight range and an explosive move to either side is likely, but not guaranteed as we have FOMC tomorrow.
Long thesis:
The 63s-62.8s zone offers a cluster of support: a dyVAL we have been trying to accept into, a 3w comp VAL (don't hate me on this one, yes I merged a 3w comp even though we are in a larger 7-8w comp) of this current month's mini range where we are clearly shifting value higher. We also have a dnVPOC as well as dmVWAP that has been serving as a significant bullish line in the sand pretty much all of July. All mentioned POIs sit below the current daily low put within Asia session. We have a data-based bias to the upside as well in the form of clustered high hit rate levels at mid 64s and 65k, where a close session poor high with 80% hit rate sits. Long thesis is further supported by the spot orderbook being skewed to the bid side by upwards of $100 million. Now, it does not take a genius to realise that if we lose the daily low plus this highly significant support cluster, a larger excursion to the downside is pretty much guaranteed and you want to stay the fuck out of longs. The benefit here is that we have a relatively clear and tight invalidation. Pair this with the stats-based levels far away from price and you get the asymmetric risk to reward long I mentioned earlier.
Short thesis:
This one is based on something different. We have already broken Monday's range low, leaving the high as the current weekly P1. Statistically speaking, breaking the high is unlikely, which gives us a window of opportunity with a very clear invalidation (Monday high). Since it is only Tuesday we are guaranteed to put the P2 later in the week and further away from current price. My plan for shorts is essentially at the exact price level where I would be looking for my long targets. 65k offers the mentioned stats-based levels so I am not interested in taking any setups before that.If we get there though, the 65-65.2k cluster offers a dnVPOC and a nice series of highs right below Monday's high (invalidation). The way the setup materialises and the reaction at level will be key in determining if it is a valid setup or if you just want to skip it. One of my conditions is that I want to see the mentioned book skews flip negative by at least half the current amount. If no reaction occurs at 65s then we are again almost guaranteed to break Monday's high, flip the weekly P1, and you want to stay out of shorts.
Past taker liquidity as well as current, highly significant taker ask, are pointing towards the fact that 65.1-65.3 on could be an amazing short opporunity. Pair this with the massive single print annomaly we left on Tuesdays NY session profile that has a high % chance of getting tapped(if not fully filled). If an opporunity reveals itself today I wont hesistate to flip short(with a very clear invalidation above pdhigh btw). Currently still long from his local low in NY and trailing stop.
