HFTUSDT · recorded history

One-sided tape: sellers on HFTUSDT

Taker buy ratio over the last 15 minutes has run at 0.38 or less: a persistently seller-heavy tape.

Read it in context

  1. Read HFTUSDT itself

  2. Its recorded moves

  3. Test it on HFTUSDT, then plan it

    A tested result leads to Plan a trade, which measures what trading it would have paid after costs.

What happened in the next 24 hours?

Reaching +5% was about as common as without it; falling to −10% was less common than without it.

Other minutes are the same markets and dates without this condition. Each percentage is the share of measured minutes that reached that move from the starting price.

Price touched +5% or higher

When this held
31.5% · 140 of 445 minutes
Other minutes
37.4% · 10,789 of 28,824 minutes

Price touched −10% or lower

When this held
4.7% · 21 of 445 minutes
Other minutes
6.1% · 1,768 of 28,824 minutes

Price can touch both levels within the same 24 hours.

This counts how often price touched a level, not what trading it would have paid.

Sample and counting

Rates use the 445 of 450 matches with a full 24 hours after them. The 5 newer ones are left out, not counted as zero.

Every condition is measured over the same 24 hours, whatever the length of its own reading. Other windows and move sizes shows shorter and longer windows.

When it happened
Matches per UTC day, 2026-07-09 to 2026-08-08

About 15 a day, on 28 of 31 days: spread through the record rather than one event.

Over the full record

Every recorded day on HFTUSDT, 2026-05-15 to 2026-08-08: reached +5% in 320 of 1,010 (31.7%); fell to −10% in 68 of 1,010 (6.7%), within 24 hours.

Other windows and move sizes
Matches that reached each move within each window. Counts first; the measured row is what each rate is over.
Move1 hour4 hours24 hours
Measured445445445
Too recent555
+1% or more108 (24.3%)242 (54.4%)379 (85.2%)
+2% or more38 (8.5%)129 (29.0%)310 (69.7%)
+5% or more6 (1.3%)27 (6.1%)140 (31.5%)
+10% or more2 (0.4%)13 (2.9%)41 (9.2%)
+15% or more2 (0.4%)8 (1.8%)29 (6.5%)
+20% or more1 (0.2%)7 (1.6%)21 (4.7%)
−1% or lower97 (21.8%)241 (54.2%)360 (80.9%)
−2% or lower20 (4.5%)100 (22.5%)272 (61.1%)
−5% or lower3 (0.7%)16 (3.6%)81 (18.2%)
−10% or lower1 (0.2%)4 (0.9%)21 (4.7%)
−15% or lower1 (0.2%)4 (0.9%)20 (4.5%)
−20% or lower1 (0.2%)4 (0.9%)20 (4.5%)

Each window counts only matches old enough for it, so a longer window can show fewer.

Full record: other windows and move sizes
Matches that reached each move within each window. Counts first; the measured row is what each rate is over.
Move1 hour4 hours24 hours
Measured1,0101,0101,010
Too recent101010
+1% or more292 (28.9%)594 (58.8%)851 (84.3%)
+2% or more94 (9.3%)327 (32.4%)675 (66.8%)
+5% or more13 (1.3%)67 (6.6%)320 (31.7%)
+10% or more4 (0.4%)22 (2.2%)140 (13.9%)
+15% or more2 (0.2%)12 (1.2%)76 (7.5%)
+20% or more1 (0.1%)7 (0.7%)44 (4.4%)
−1% or lower296 (29.3%)604 (59.8%)860 (85.1%)
−2% or lower76 (7.5%)293 (29.0%)701 (69.4%)
−5% or lower7 (0.7%)45 (4.5%)283 (28.0%)
−10% or lower1 (0.1%)5 (0.5%)68 (6.7%)
−15% or lower1 (0.1%)4 (0.4%)21 (2.1%)
−20% or lower1 (0.1%)4 (0.4%)20 (2.0%)

Each window counts only matches old enough for it, so a longer window can show fewer.

Distributions and daily counts
Upside reached · 24hUpside reached (MFE, 24h)The most price moved up within 24 hours of each match: a high-water mark, never a close. 445 with a complete 24 hours.
Drawdown · 24hDrawdown (MAE, 24h)The worst price moved against within 24 hours of each match: the deepest point, never the close. 445 with a complete 24 hours.
Price 30 minutes laterForward 30-minute returnForward 30-minute returns across 433 matches: close to an even split, which is what a coin flip looks like. 17 too recent.

How to read a distribution

Matches per UTC day

  • 9 Jul15 matches
  • 10 Jul18 matches
  • 11 Jul17 matches
  • 12 Jul16 matches
  • 13 Jul19 matches
  • 14 Jul16 matches
  • 15 Jul16 matches
  • 16 Jul19 matches
  • 17 Jul17 matches
  • 18 Jul18 matches
  • 19 Jul17 matches
  • 20 Jul17 matches
  • 21 Jul18 matches
  • 22 Jul14 matches
  • 23 Jul16 matches
  • 24 Jul20 matches
  • 25 Jul17 matches
  • 26 Jul18 matches
  • 27 Jul17 matches
  • 28 Jul17 matches
  • 29 Jul17 matches
  • 30 Jul17 matches
  • 31 Jul16 matches
  • 1 Aug17 matches
  • 2 Aug18 matches
  • 3 Aug16 matches
  • 4 Aug6 matches
  • 5 Aug1 match
  • 6 Aug0 matches
  • 7 Aug0 matches
  • 8 Aug0 matches
How this is counted
  • Each rate counts only matches with the full window after them.
  • A minute where a reading was missing is left out and reported, not read as zero.
  • The condition picks the setup, never the outcome: a definition that filters on what followed is rejected (OUTCOME_IN_PREDICATE). Every match is measured, winners and losers alike.
  • "Other minutes" is every other eligible minute in the same market and window. It is a reference, not a control group.
  • "Reached +5%" uses the highest price inside the window (maximum favourable excursion, MFE); "fell to −10%" uses the lowest (maximum adverse excursion, MAE). Neither is the close.
  • Checked 41,761 eligible market-minutes (eligible_symbol_buckets) on HFTUSDT, 2026-07-09 00:00 to 2026-08-08 00:00 UTC.

What are MFE and MAE?

Reproducibility key (q#593af27a)

The key that re-runs this exact count. Same key, same bytes; when the record grows, the dataset revision changes.

grammar
research_query.v2
normalization
archive_normalization.v1
feature library
feature_defs.v1
dataset revision
28acee8d0f123e535c8ba6325acd308c76bd0d511704f22e105e4b7842b6cb92
query hash
593af27aecc3416e31060e17e2c6ce79900982eba20054b2255ce41d5de5e359
scanned window
2026-07-09T00:00:00.000Z to 2026-08-08T00:00:00.000Z (UTC)

Re-run over the API

The exact search definition behind this count. Send it to the key-authed research API (or the MCP research tool) and compare the bytes; a cached rerun is free.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.taker_buy_ratio_15m",
        "lte",
        0.38
      ],
      [
        "identity.symbol",
        "eq",
        "hftusdt"
      ],
      [
        "times.anchor_time",
        "between",
        [
          "2026-07-09T00:00:00.000Z",
          "2026-08-08T00:00:00.000Z"
        ]
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 50,
    "cursor": null
  }
}
curl -s https://app.edgedepth.com/api/v1/research/query \
  -H 'authorization: Bearer $EDGEDEPTH_API_KEY' \
  -H 'content-type: application/json' \
  -d '{"schema_version":"research_query.v2","normalization_version":"archive_normalization.v1","feature_version":"feature_defs.v1","target":"record_occurrences","where":{"all":[["feature.taker_buy_ratio_15m","lte",0.38],["identity.symbol","eq","hftusdt"],["times.anchor_time","between",["2026-07-09T00:00:00.000Z","2026-08-08T00:00:00.000Z"]]]},"sort":["times.anchor_time","desc"],"page":{"limit":50,"cursor":null}}'

Past examples from the record, not a guarantee or a prediction. Nothing here is trading advice.