Find every time it happened

EdgeDepth Research is a search engine over recorded crypto and TradFi microstructure: 660+ Binance USDT-M perpetual markets, captured tick by tick. The TradFi markets include perps tracking Nvidia, QQQ, gold, silver and oil. They are USDT-settled perps, not direct stock or futures-exchange feeds. Two searches run here. Archive events searches human-verified market events - crashes, squeezes, liquidation cascades - by their normalized metadata. Record occurrences scans a closed library of 33 versioned point-in-time features spanning VPIN, order-book imbalance, spread, funding, open-interest velocity, top-trader and global positioning, liquidation intensity, cascade clustering, trailing liquidation notional, returns, realized volatility, VWAP distance, taker flow, whale-sized prints, time to funding and completed-candle formations. It returns every time a condition held, with the denominator of eligible market windows scanned riding every count.

Nothing here is a backtest: outcome columns are computed forward from each anchor and can never be filtered on, windows without warmed-up features shrink the denominator instead of being coerced to zero, and a verified zero is reported as a finding. Every result carries a reproducibility key - the same key reruns to the same bytes - and every occurrence deep-links into tick-by-tick order-book replay at its anchor. Read how research works, see the feature overview, or browse published research reports.

These are selected archived events, not a complete market record. Counts describe matches within this archive and must not be interpreted as historical frequency, predictive performance, or a trading result. A shared URL reruns the deterministic query against the current selected archive (never the interpreter).

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