Bitcoin & ETH option studies
Straddle and condor structures priced off the live Deribit book at executable bid/ask, scored against our own volatility research rather than a flat premium assumption.
BTC · live
Bitcoin entry signals, with the risk measured up front.
We publish a level, alert you as price approaches it, and tell you how far price has typically gone against you from there. On a TIGHT signal the median worst move against the entry, in the 15 minutes after it fires, has been 24.0 bp. When it is WIDE, it has been 39.2 bp.
That is the signal: where to enter, and the risk to size it with. We do not tell you where to take profit — nothing in our research supports it, so we do not sell it.
Right now
TIGHT
Calm tape — small move against you expected.
- Median worst adverse move, 15 min
- 24.0 bp
- Held within 20 bp
- 44.7%
0.24%
152 touches · 2026-07-23..2026-08-28
Confirms conditions, not direction.
What each grade has been worth
| Grade | Median adverse move @15m | Held ≤20 bp | Touches | Window |
|---|---|---|---|---|
| TIGHT | 24.0 bp | 44.7% | 152 | 2026-07-23 → 2026-08-28 |
| NORMAL | 25.3 bp | 42.9% | 126 | 2026-07-24 → 2026-08-28 |
| WIDE | 39.2 bp | 34.6% | 156 | 2026-07-27 → 2026-08-28 |
| ALL TOUCHES | 27.3 bp | 41.7% | 448 | 2026-07-23 → 2026-08-28 |
The ALL TOUCHES row is the baseline — what you would expect knowing nothing. The grade is only worth what it buys over that line.
Available now
The Confirmation Signal
An entry signal for Bitcoin: the level, an alert while price is still on its way to it, and the adverse move to expect once it fires. Delivered to Telegram or your own webhook.
- Levels published before price reaches them
- The typical move against you in the next 15 minutes, with its sample size
- Telegram and signed webhook delivery
- Every figure recomputed nightly from the live forward journal
- Worst adverse
- 0.9 bp
- 0.01%
- Best in favour
- 152.0 bp
- 1.52%
- Held +60m
- 140.3 bp
- 1.40%
Top 3% of 152 TIGHT signals
- Worst adverse
- 0.8 bp
- 0.01%
- Best in favour
- 171.8 bp
- 1.72%
- Held +60m
- 171.8 bp
- 1.72%
Top 3% of 126 NORMAL signals
- Worst adverse
- 41.9 bp
- 0.42%
- Best in favour
- 198.9 bp
- 1.99%
- Held +60m
- 43.7 bp
- 0.44%
Top 51% of 156 WIDE signals
- Worst adverse
- 0.8 bp
- 0.01%
- Best in favour
- 75.4 bp
- 0.75%
- Held +60m
- 47.4 bp
- 0.47%
Top 3% of 152 TIGHT signals
Recorded signals, out-of-sample. The line is the published level, the dot is the moment the alert fired. See the full record.
In the lab
What we are building next
Each of these is real research we already run internally. None of them ship until they have a forward record, because that is the only thing we sell.
Quant intraday signals
Systematic intraday entries from the strategy research already running on real money, published the same way the level signals are: entry only, with the evidence attached.
Regime assessment & ML forecast
Which regime the market is in, and a machine-learned forecast of the day's range. Both exist as research today; neither ships until it has been measured forward.