Research is a work in progress. Estimated release: 1 December 2026. Our goal is to make it a search engine for trading setups in recorded crypto markets.
Inspect this minute, choose conditions, then find recorded matches.
4USDT
Binance USDT-M
Binance USDT-MWhat market condition are you looking for?
Nothing here yetChoose a condition. Compare subsequent price moves with market history.
Conditions
Markets and dates
What this searches and cannot see
EdgeDepth Research searches 670 recorded Binance USDT-M crypto perpetual markets, captured tick by tick.
Your phrase becomes a structured query over a closed library of 136 versioned point-in-time readings, spanning VPIN, order-book imbalance, spread, funding, open-interest velocity, positioning, liquidation intensity, cascade clustering, returns, realized volatility, VWAP distance, taker flow, whale-sized prints, time to funding and completed-candle formations. The search returns every minute the condition held, and the number of eligible market-minutes it scanned rides every count.
A test counts every time your setup happened and how price moved next. That is how often, not what a trade made: add a trade plan to see the payoff after costs. Typed words only propose values; nothing runs until you confirm them. Outcomes are measured after each match and never used to pick matches. Minutes whose readings had not warmed up are left out and reported, so the result set never shrinks silently; missing is never counted as zero. A verified zero is 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 , see the feature overview, or browse published research reports.
Viewing saved results is never metered.
Historical occurrences are observed examples, not a guarantee. Nothing here is trading advice.