VPIN regime

Closed VPIN regime label derived from the frozen thresholds.

Observed: read at the minute itself
Unit: label
States: normal, elevated, high, critical

Example: A recorded state of "elevated" is one of the exact states this reading can hold.

Use in Research

Technical details

Field ID

feature.vpin_regime

Valid query operators

is, is any of

Editable query preset

This preset is derived from the valid range. Edit it before running the search.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.vpin_regime",
        "eq",
        "elevated"
      ],
      [
        "times.anchor_time",
        "gte",
        "2025-07-15T00:00:00.000Z"
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 5,
    "cursor": null
  }
}

The search reports how often the record held this condition and what followed. It does not decide whether an idea works.

Read alongside

Informed-trading pressure feature.vpin
Net taker flow over the trailing four hours feature.taker_net_ratio_4h
Net taker flow over the trailing hour feature.taker_net_ratio_1h
large-trade share of recent flow feature.large_trade_share_15m
taker-buy share of recent flow feature.taker_buy_ratio_15m