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By Rishabh Narang · Last updated April 16, 2026
The consensus score is a directional read on derivatives market positioning. It is designed to show whether the market is leaning bullish, bearish, or neutral right now, not where price will print tomorrow.
Score range
0 to 100
Above 60 is bullish, below 40 is bearish, and 40 to 60 is neutral.
Signal count
11 signals
Eight primitive market signals plus positioning pressure, momentum exhaustion, and squeeze risk.
Low coverage behavior
Neutral 50
If we have fewer than two live signals, we keep the score neutral until coverage improves.
The model measures directional bias, not a hard price target.
Why derivatives data matters
Spot markets tell you what already happened. Derivatives markets expose how traders are positioned, hedged, and forced to react. That positioning often shows stress or conviction before it becomes obvious in spot price.
What is the consensus score?
A directional bias score built from market structure, trader positioning, and momentum.
Every signal contributes a bullish or bearish bias. The final score aggregates those signals into a range from 0 to 100 so the output is easy to scan across many assets.
The score stays neutral when live data is too thin. That avoids false precision when the market signal is weak or incomplete.
Conviction weighting
Signals are weighted by how extreme the reading is, not by arbitrary fixed percentages.
A barely negative funding rate should not move the score much. An extremely negative funding rate should matter a lot. The same logic applies to RSI extremes, liquidation imbalances, and sharp long/short crowding.
This lets the strongest live signal dominate naturally when the market is clearly leaning in one direction.
The eleven signals
Each signal captures a different aspect of derivatives market behavior. Together they create a broader view than any single metric on its own.
Funding Rate
The periodic payment between longs and shorts on perpetual futures. Heavily negative funding often points to bearish positioning or hedge pressure.
Open Interest
Total value of outstanding derivative contracts. Rising OI during flat or weak price action can signal fresh short positioning.
Perp Basis
The perpetual futures premium or discount versus spot. Negative basis shows perps trading below spot, which often confirms bearish pressure.
CVD
Cumulative volume delta proxy from futures candles. Negative net delta points to active selling pressure; positive net delta points to buy-side aggression.
Long/Short Ratio
A contrarian read on top-trader positioning. Crowded longs can be fragile, while crowded shorts can create squeeze risk.
Liquidations
The balance of forced liquidations over 24 hours. Long liquidations imply downside stress; short liquidations imply upside pressure.
RSI (14)
A momentum oscillator used here as a contrarian signal. Extreme overbought or oversold readings raise conviction.
EMA Crossover
The percentage gap between short and long exponential moving averages. Positive gaps indicate bullish momentum, negative gaps indicate bearish momentum.
Positioning Pressure
A multi-variable read of price, OI expansion, CVD, basis, and EMA. It is strongest when falling price, rising OI, sell-aggressive flow, and negative basis line up.
Momentum Exhaustion
A reversal model for pumped or capitulated assets. It combines 7D/30D returns, distance from the 7D high or low, RSI, derivatives flow, and exchange coverage.
Squeeze Risk
A crowding model that flags asymmetric short- or long-squeeze risk from OI expansion, funding, long/short ratio, CVD, price action, and liquidation bias.
What this is not
The methodology is intentionally opinionated, but it still has clear limits.
- Not a price target or financial advice.
- Not an opaque AI model or black box.
- Not a standalone trading signal.
- Not guaranteed to be correct in fast-moving markets.
The goal is to make directional positioning legible, not to replace judgment. It should be read alongside structure, liquidity, narrative context, and risk management.
Methodology Questions
What does the price prediction consensus score measure?
The consensus score is a 0 to 100 directional read on derivatives market positioning. Above 60 leans bullish, below 40 leans bearish, and 40 to 60 is neutral. It measures how the market is currently leaning, not a hard price target for tomorrow.
Which signals feed the score?
Eleven signals: funding rate, open interest, perp basis, CVD, long/short ratio, liquidation bias, RSI, EMA cross, plus derived positioning pressure, momentum exhaustion, and squeeze risk. Each contributes a bullish or bearish bias weighted by how extreme the reading is.
What happens when live data is thin?
When fewer than two live signals are available, the score stays neutral at 50 until coverage improves. This avoids false precision when the market signal is weak or incomplete, and those coins are not promoted as indexable prediction pages.
Is the price prediction score financial advice?
No. The score is an experimental, derivatives-driven directional read. It should be paired with structure, liquidity, narrative context, and risk management, and does not constitute financial advice or a guarantee of future price.