Choose a condition. Compare subsequent price moves with market history.
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 135 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.