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auto: hourly snapshot 2026-06-07 11:34

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Scruff AI
2026-06-07 11:34:30 +07:00
parent 76d6de8c9b
commit a73327c4d5
9 changed files with 24137 additions and 1 deletions
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traj/univariate_sweep.csv
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variable,h_min,n,pearson_abs,spearman_abs,pearson_sign,spearman_sign
trade_count,5,43188,0.29084808877512586,0.30338059654130406,0.009367664894769086,0.01135154947599645
trade_count,15,43178,0.22449339529970128,0.24606697818019868,0.009715555202732436,0.013504663527115381
trade_count,30,43163,0.18318849647643348,0.21906835909888625,0.013614184798569812,0.019380256179634202
trade_count,60,43133,0.17359913046416903,0.21466447498410723,0.025394056049529334,0.0222503296589304
trade_count,120,43073,0.12045423850385305,0.1739862919797016,0.03777182644026453,0.04536759141602447
trade_count,240,42953,0.08403548128790972,0.1405906517498335,0.03609894280845403,0.043252386190147686
trade_count,480,42713,0.04998117877763748,0.10715535309039456,0.07849361788656997,0.09210648997736474
trade_count,720,42473,0.016421736547688776,0.0759992758922838,0.0461091622293512,0.0595238436422266
trade_count,1440,41753,0.07266933050462898,0.11116548055317421,0.015279767231791171,0.013436487932121986
trade_count,2880,40313,0.024186997130018737,0.04787510362328712,-0.06266207758302834,-0.10811855782272284
taker_buy_usd,5,43188,0.175501712243875,0.21412307437868922,0.011446739700667398,0.020939240335340187
taker_buy_usd,15,43178,0.13459881955486605,0.17263121676841225,0.006144770364627806,0.01183387062474232
taker_buy_usd,30,43163,0.11144645830071918,0.15266255531391745,0.0028862840403573076,0.012031274203791785
taker_buy_usd,60,43133,0.10190022972139968,0.1474329413444216,0.012532093700508451,0.020913426754444485
taker_buy_usd,120,43073,0.07013292383422702,0.11375636251437164,0.017853072221676158,0.026567162256118253
taker_buy_usd,240,42953,0.051741656796003996,0.09646377624339462,0.013232831827260325,0.02608835999719416
taker_buy_usd,480,42713,0.03175097234663664,0.06715300936606741,0.029899178956919344,0.046427070928094075
taker_buy_usd,720,42473,0.013661689701049418,0.04600223525188893,0.005750057370208876,0.025603552942293446
taker_buy_usd,1440,41753,0.0343229480548925,0.06727631344824285,-0.013091760498019933,-0.01767110060377504
taker_buy_usd,2880,40313,0.017288530813381903,0.02287784867455251,-0.03967985100999296,-0.08007533802675536
taker_sell_usd,5,43188,0.14741271571835068,0.21939202045890668,-0.002196140250542373,-0.007273512049912772
taker_sell_usd,15,43178,0.11341305658444842,0.17795845468577798,0.005967777130511283,0.005022961414276795
taker_sell_usd,30,43163,0.08554892755582855,0.1545239224690868,0.010299876566274888,0.01692852551055059
taker_sell_usd,60,43133,0.09167466563111203,0.15324816103598551,0.017075798008644397,0.0191173287410221
taker_sell_usd,120,43073,0.05996782943406935,0.11933709106431195,0.014993593572976069,0.02256679108062479
taker_sell_usd,240,42953,0.04173099656955321,0.10097408045466352,0.016987367607556394,0.028935132742975416
taker_sell_usd,480,42713,0.02083223098252148,0.0722499246597688,0.026143421172152737,0.05594653482579432
taker_sell_usd,720,42473,0.008524259752455722,0.05136966080758628,0.007113048310065848,0.03449935815279924
taker_sell_usd,1440,41753,0.031899776341424664,0.05416960901443685,-0.010489065245497767,-0.016993911073495616
taker_sell_usd,2880,40313,0.016027191257321508,0.015670732194170305,-0.036203522446596956,-0.059785985456566666
large_print_cnt,5,43188,0.1559475264217635,0.169775908243783,0.005060420709940062,0.008631801330461519
large_print_cnt,15,43178,0.11866248724189354,0.13443311792893725,0.006569728713564466,0.008514772214473132
large_print_cnt,30,43163,0.09402245225036947,0.12135237152952111,0.0050733025951419305,0.01424021646139622
large_print_cnt,60,43133,0.09146462602219622,0.10865230330187663,0.01266334820670589,0.015606861532317069
large_print_cnt,120,43073,0.05950269180079956,0.07791478813686888,0.01508362494568124,0.012302462629196115
large_print_cnt,240,42953,0.04447698202796127,0.06625505338933363,0.013113099876235924,0.007792327750853025
large_print_cnt,480,42713,0.025616295547105743,0.044859319760468724,0.027266366253546764,0.02733302613837301
large_print_cnt,720,42473,0.011964256701542495,0.03802841266492854,0.003517279702491538,0.004941522228167043
large_print_cnt,1440,41753,0.035890333778554724,0.051215192651722634,-0.010252923349727388,-0.030445235491122505
large_print_cnt,2880,40313,0.018582719136318784,0.028235149923244406,-0.035745556847394215,-0.052024102177047726
wallet_entropy,5,43188,0.2172245075484896,0.2202721386887404,0.0010594927712867987,-0.00016544528651093643
wallet_entropy,15,43178,0.16554787529624865,0.16906015959090057,0.0020961786511613767,0.0020440487375127567
wallet_entropy,30,43163,0.1420899269853192,0.15293696605150295,0.00853465544856008,0.008885086337329803
wallet_entropy,60,43133,0.14904144923070242,0.16903351042340448,0.011153090394192548,0.004221233410506838
wallet_entropy,120,43073,0.11004001418519521,0.13387839444737537,0.017150167828852966,0.010640728169212512
wallet_entropy,240,42953,0.0635026580792364,0.0859165509733388,0.014227184271459137,0.005681502065000248
wallet_entropy,480,42713,0.03283680409340406,0.06486435372100414,0.04736498255954015,0.04424847405159275
wallet_entropy,720,42473,-0.004388751683929966,0.03260594529690234,0.03684808072913329,0.03627427255300405
wallet_entropy,1440,41753,0.06023312896054602,0.05105843142615276,0.014570412524897559,0.008752264752817842
wallet_entropy,2880,40313,0.014794576708267507,0.0036219541217630226,-0.022759282112149164,-0.03178614079393125
signed_flow_usd,5,43188,0.022121542425133933,0.004383094477477341,0.010953252386180603,0.01682079452373203
signed_flow_usd,15,43178,0.016678695361172516,-0.0013050248481464109,0.0001251471109106814,-0.002661387945648965
signed_flow_usd,30,43163,0.020536769677455085,0.0032051056960534664,-0.005977828517891595,-0.00662809503420858
signed_flow_usd,60,43133,0.007948204103204038,-0.0023229250762158817,-0.00369373737267021,7.17861042528298e-05
signed_flow_usd,120,43073,0.007988310515146833,-0.00220728558630115,0.0022523904178357386,0.0008197738532494157
signed_flow_usd,240,42953,0.00790778856917309,0.0005526657827925845,-0.00306249240921628,-0.005954999727036032
signed_flow_usd,480,42713,0.008702007042840262,0.0025655940430958633,0.002938758286765933,-0.00554461843411232
signed_flow_usd,720,42473,0.004101949757469398,0.0010599612072528203,-0.0011124949860009054,-0.008078962227491826
signed_flow_usd,1440,41753,0.0018136179543969371,0.012631548879216154,-0.0020436312287218147,-0.0019657802874225943
signed_flow_usd,2880,40313,0.0010733863771821492,0.00020889997532988908,-0.00292914120260173,-0.01576572965924503
vwap_drift,5,43188,0.0153796249271232,-0.004742467230203223,0.1122235041844304,0.12185124677838041
vwap_drift,15,43178,0.013416009980627187,-0.0021867517632438273,0.06416214401365389,0.07203435864155383
vwap_drift,30,43163,0.018134348479207425,0.001686666238069892,0.04506094300341093,0.05297819628911598
vwap_drift,60,43133,0.011856729126127431,-0.0006186089927528343,0.027808770780405483,0.03516756704668603
vwap_drift,120,43073,0.008699532100719309,0.0006216347777252788,0.018604301213996616,0.021567236493666986
vwap_drift,240,42953,0.005619388499386541,0.0033448678389474606,0.012511845992274983,0.015941717525206758
vwap_drift,480,42713,0.0063049582996615415,0.0025704548186980406,0.00942434276884031,0.007873377316712286
vwap_drift,720,42473,0.0013490759910639593,-0.004969536418820951,0.0068917208737160245,0.005209329690444714
vwap_drift,1440,41753,-0.00023947516231745896,-0.00474732667432172,0.006532044119246129,0.00739022618458122
vwap_drift,2880,40313,0.0014622536727193429,0.002668517490504378,0.005840358437315306,0.002744174307719366
1 variable h_min n pearson_abs spearman_abs pearson_sign spearman_sign
2 trade_count 5 43188 0.29084808877512586 0.30338059654130406 0.009367664894769086 0.01135154947599645
3 trade_count 15 43178 0.22449339529970128 0.24606697818019868 0.009715555202732436 0.013504663527115381
4 trade_count 30 43163 0.18318849647643348 0.21906835909888625 0.013614184798569812 0.019380256179634202
5 trade_count 60 43133 0.17359913046416903 0.21466447498410723 0.025394056049529334 0.0222503296589304
6 trade_count 120 43073 0.12045423850385305 0.1739862919797016 0.03777182644026453 0.04536759141602447
7 trade_count 240 42953 0.08403548128790972 0.1405906517498335 0.03609894280845403 0.043252386190147686
8 trade_count 480 42713 0.04998117877763748 0.10715535309039456 0.07849361788656997 0.09210648997736474
9 trade_count 720 42473 0.016421736547688776 0.0759992758922838 0.0461091622293512 0.0595238436422266
10 trade_count 1440 41753 0.07266933050462898 0.11116548055317421 0.015279767231791171 0.013436487932121986
11 trade_count 2880 40313 0.024186997130018737 0.04787510362328712 -0.06266207758302834 -0.10811855782272284
12 taker_buy_usd 5 43188 0.175501712243875 0.21412307437868922 0.011446739700667398 0.020939240335340187
13 taker_buy_usd 15 43178 0.13459881955486605 0.17263121676841225 0.006144770364627806 0.01183387062474232
14 taker_buy_usd 30 43163 0.11144645830071918 0.15266255531391745 0.0028862840403573076 0.012031274203791785
15 taker_buy_usd 60 43133 0.10190022972139968 0.1474329413444216 0.012532093700508451 0.020913426754444485
16 taker_buy_usd 120 43073 0.07013292383422702 0.11375636251437164 0.017853072221676158 0.026567162256118253
17 taker_buy_usd 240 42953 0.051741656796003996 0.09646377624339462 0.013232831827260325 0.02608835999719416
18 taker_buy_usd 480 42713 0.03175097234663664 0.06715300936606741 0.029899178956919344 0.046427070928094075
19 taker_buy_usd 720 42473 0.013661689701049418 0.04600223525188893 0.005750057370208876 0.025603552942293446
20 taker_buy_usd 1440 41753 0.0343229480548925 0.06727631344824285 -0.013091760498019933 -0.01767110060377504
21 taker_buy_usd 2880 40313 0.017288530813381903 0.02287784867455251 -0.03967985100999296 -0.08007533802675536
22 taker_sell_usd 5 43188 0.14741271571835068 0.21939202045890668 -0.002196140250542373 -0.007273512049912772
23 taker_sell_usd 15 43178 0.11341305658444842 0.17795845468577798 0.005967777130511283 0.005022961414276795
24 taker_sell_usd 30 43163 0.08554892755582855 0.1545239224690868 0.010299876566274888 0.01692852551055059
25 taker_sell_usd 60 43133 0.09167466563111203 0.15324816103598551 0.017075798008644397 0.0191173287410221
26 taker_sell_usd 120 43073 0.05996782943406935 0.11933709106431195 0.014993593572976069 0.02256679108062479
27 taker_sell_usd 240 42953 0.04173099656955321 0.10097408045466352 0.016987367607556394 0.028935132742975416
28 taker_sell_usd 480 42713 0.02083223098252148 0.0722499246597688 0.026143421172152737 0.05594653482579432
29 taker_sell_usd 720 42473 0.008524259752455722 0.05136966080758628 0.007113048310065848 0.03449935815279924
30 taker_sell_usd 1440 41753 0.031899776341424664 0.05416960901443685 -0.010489065245497767 -0.016993911073495616
31 taker_sell_usd 2880 40313 0.016027191257321508 0.015670732194170305 -0.036203522446596956 -0.059785985456566666
32 large_print_cnt 5 43188 0.1559475264217635 0.169775908243783 0.005060420709940062 0.008631801330461519
33 large_print_cnt 15 43178 0.11866248724189354 0.13443311792893725 0.006569728713564466 0.008514772214473132
34 large_print_cnt 30 43163 0.09402245225036947 0.12135237152952111 0.0050733025951419305 0.01424021646139622
35 large_print_cnt 60 43133 0.09146462602219622 0.10865230330187663 0.01266334820670589 0.015606861532317069
36 large_print_cnt 120 43073 0.05950269180079956 0.07791478813686888 0.01508362494568124 0.012302462629196115
37 large_print_cnt 240 42953 0.04447698202796127 0.06625505338933363 0.013113099876235924 0.007792327750853025
38 large_print_cnt 480 42713 0.025616295547105743 0.044859319760468724 0.027266366253546764 0.02733302613837301
39 large_print_cnt 720 42473 0.011964256701542495 0.03802841266492854 0.003517279702491538 0.004941522228167043
40 large_print_cnt 1440 41753 0.035890333778554724 0.051215192651722634 -0.010252923349727388 -0.030445235491122505
41 large_print_cnt 2880 40313 0.018582719136318784 0.028235149923244406 -0.035745556847394215 -0.052024102177047726
42 wallet_entropy 5 43188 0.2172245075484896 0.2202721386887404 0.0010594927712867987 -0.00016544528651093643
43 wallet_entropy 15 43178 0.16554787529624865 0.16906015959090057 0.0020961786511613767 0.0020440487375127567
44 wallet_entropy 30 43163 0.1420899269853192 0.15293696605150295 0.00853465544856008 0.008885086337329803
45 wallet_entropy 60 43133 0.14904144923070242 0.16903351042340448 0.011153090394192548 0.004221233410506838
46 wallet_entropy 120 43073 0.11004001418519521 0.13387839444737537 0.017150167828852966 0.010640728169212512
47 wallet_entropy 240 42953 0.0635026580792364 0.0859165509733388 0.014227184271459137 0.005681502065000248
48 wallet_entropy 480 42713 0.03283680409340406 0.06486435372100414 0.04736498255954015 0.04424847405159275
49 wallet_entropy 720 42473 -0.004388751683929966 0.03260594529690234 0.03684808072913329 0.03627427255300405
50 wallet_entropy 1440 41753 0.06023312896054602 0.05105843142615276 0.014570412524897559 0.008752264752817842
51 wallet_entropy 2880 40313 0.014794576708267507 0.0036219541217630226 -0.022759282112149164 -0.03178614079393125
52 signed_flow_usd 5 43188 0.022121542425133933 0.004383094477477341 0.010953252386180603 0.01682079452373203
53 signed_flow_usd 15 43178 0.016678695361172516 -0.0013050248481464109 0.0001251471109106814 -0.002661387945648965
54 signed_flow_usd 30 43163 0.020536769677455085 0.0032051056960534664 -0.005977828517891595 -0.00662809503420858
55 signed_flow_usd 60 43133 0.007948204103204038 -0.0023229250762158817 -0.00369373737267021 7.17861042528298e-05
56 signed_flow_usd 120 43073 0.007988310515146833 -0.00220728558630115 0.0022523904178357386 0.0008197738532494157
57 signed_flow_usd 240 42953 0.00790778856917309 0.0005526657827925845 -0.00306249240921628 -0.005954999727036032
58 signed_flow_usd 480 42713 0.008702007042840262 0.0025655940430958633 0.002938758286765933 -0.00554461843411232
59 signed_flow_usd 720 42473 0.004101949757469398 0.0010599612072528203 -0.0011124949860009054 -0.008078962227491826
60 signed_flow_usd 1440 41753 0.0018136179543969371 0.012631548879216154 -0.0020436312287218147 -0.0019657802874225943
61 signed_flow_usd 2880 40313 0.0010733863771821492 0.00020889997532988908 -0.00292914120260173 -0.01576572965924503
62 vwap_drift 5 43188 0.0153796249271232 -0.004742467230203223 0.1122235041844304 0.12185124677838041
63 vwap_drift 15 43178 0.013416009980627187 -0.0021867517632438273 0.06416214401365389 0.07203435864155383
64 vwap_drift 30 43163 0.018134348479207425 0.001686666238069892 0.04506094300341093 0.05297819628911598
65 vwap_drift 60 43133 0.011856729126127431 -0.0006186089927528343 0.027808770780405483 0.03516756704668603
66 vwap_drift 120 43073 0.008699532100719309 0.0006216347777252788 0.018604301213996616 0.021567236493666986
67 vwap_drift 240 42953 0.005619388499386541 0.0033448678389474606 0.012511845992274983 0.015941717525206758
68 vwap_drift 480 42713 0.0063049582996615415 0.0025704548186980406 0.00942434276884031 0.007873377316712286
69 vwap_drift 720 42473 0.0013490759910639593 -0.004969536418820951 0.0068917208737160245 0.005209329690444714
70 vwap_drift 1440 41753 -0.00023947516231745896 -0.00474732667432172 0.006532044119246129 0.00739022618458122
71 vwap_drift 2880 40313 0.0014622536727193429 0.002668517490504378 0.005840358437315306 0.002744174307719366