Pick a reading and a value. EdgeDepth counts what price did after each minute it held.
EdgeDepth Research searches recorded market microstructure: 670 Binance USDT-M perpetual markets captured tick by tick, including perps that track Nvidia, QQQ, gold, silver and oil. Those are USDT-settled perps, not direct stock or futures-exchange feeds.
Your phrase becomes a structured query over a closed library of 88 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.
Nothing here is a backtest. Prose is input only: the model proposes exact values, and nothing runs until you confirm them. Outcomes are measured forward from each match and can never be used as filters. When a reading has not warmed up at some minute, that minute leaves the pool the count is measured against and the exclusion is reported, so the result set never shrinks silently. Missing is reported as missing; it is never counted as zero. A verified zero is a finding, not an empty page.
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.
Viewing saved results is never metered.