Factor library
15 crypto research factors. Each factor is the signal core of a strategy — pick one to build, tune, and backtest in the builder.
Price
7 factorsmomentum_1dPercentage price change over the last 1 bars.
close[t] / close[t-N] - 1momentum_7dPercentage price change over the last 7 bars.
close[t] / close[t-N] - 1momentum_30dPercentage price change over the last 30 bars.
close[t] / close[t-N] - 1momentum_90dPercentage price change over the last 90 bars.
close[t] / close[t-N] - 1volatility_breakoutDistance of price above its Bollinger upper band in band-units. >1 means a breakout above mean + k·σ.
(close - SMA(period)) / (k * STD(period))mean_reversionZ-score of price vs its rolling mean. Strongly negative = oversold (reversion-up candidate).
(close - SMA(lookback)) / STD(lookback)rsi_divergenceGap between RSI momentum and price momentum over a window. Strongly negative = bearish divergence (price up, RSI down).
ΔRSI(window) - 100 * pctChange(close, window)Derivative
8 factorsfunding_rate_zscoreZ-score of the perp funding rate over a lookback. Extreme +z = crowded longs (fade candidate).
(funding[t] - mean) / std over lookbackfunding_rate_7d_meanRolling mean of the funding rate over the lookback (default ≈ 7 days of 1h bars).
mean(funding) over lookbackbasis_spreadPerp premium/discount to spot: positive = perp rich (contango), negative = backwardation.
(perpClose - spotClose) / spotCloseopen_interest_changePercentage change in open interest. Rising OI + rising price = trend conviction.
OI[t] / OI[t-lag] - 1long_short_ratioTop-trader long/short account ratio. >1 = net long crowd; useful as a contrarian gauge at extremes.
longAccounts / shortAccountstaker_buy_sell_ratioRatio of taker buy volume to taker sell volume. >1 = aggressive buying pressure.
takerBuyVol / takerSellVolliquidation_clusterProxy for forced-liquidation intensity: z-score of (bar range × volume). High = a volume-heavy violent move (cluster). Uses OHLCV when a live liquidation feed is unavailable.
zscore( (high-low)/close * volume , lookback )basis_term_structureFunding-implied annualized carry as a term-structure proxy: positive = contango carry. Approximates the curve when dated futures aren't loaded.
funding[t] * 3 * 365 (8h funding → annualized)Factors are research signals — they describe market structure (e.g. funding pressure, mean-reversion conditions). They are not investment advice and never constitute buy/sell recommendations.