⚙️ λF Dashboard

Combined λF signal with dynamic thresholds (p90/p95). Refreshes every 30 seconds.

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Evidence

Severity: critical = λF ≥ p95 (persist≥3) · minor = Risky (persist≥2)

⏳ Active Alerts

What is the Lambda-F (λF) Dashboard?

The Lambda-F (λF) Dashboard is a fused risk & hype index for the market. It compresses multiple signals into a single 0–1 score and flags regime shifts with dynamic thresholds (p90/p95).

Why it matters

Early warning: Flow and leverage stress often shift before price moves.
One glance clarity: Instead of juggling many indicators, see a single, normalized signal.
Adaptive: Thresholds (p90/p95) are computed from recent history, not fixed guesses.

How it works (under the hood)

VOL_Z: Hourly volume pressure (z-score → sigmoid).
LEV_STRESS: Leverage stress from funding rate changes and open interest %Δ.
FNG_NORM: Fear & Greed Index normalized to 0–1.

These components are blended into λF, smoothed, and compared against rolling p90/p95 thresholds: Normal (below p90), Risky (p90–p95), Critical (≥ p95 with persistence).

Who benefits

Traders/Investors: De-risk when λF enters Critical; scout opportunities when it cools.
Analysts: Track market “mood” as a single time series; backtest regime changes.
Teams/PMs: A live health gauge for briefings and risk meetings.

Notes

Updates hourly. Components may temporarily be null if data is missing.
This is an early-warning signal, not a price predictor.
Disclaimer: For informational purposes only; not financial advice.

📊 What Does This Monitor Try to Prove?

The λF Monitor is an early warning system developed to detect sudden increases in risk in the markets in advance.

The following three types of data are critical to proving the success of the theory:

1. Critical Jumps Detected in Advance: The λF value exceeds the p90/p95 thresholds, becoming Critical or Risky. A significant movement in price or volatility occurs shortly thereafter.
2. Quiet Normal Periods: The λF remains Normal for an extended period with no major market movement. This indicates a low false positive rate.
3. Persistent Rising Risk: λF remains high for several hours/days, and these periods typically result in trend breaks or liquidity squeezes.

📌 If these three data types are observed in live tests, our model will be strongly validated both academically and financially.

🧭 λF Monitor Guide

With color codes and small examples, this section explains what the panel is watching and when it triggers alerts at a glance.

Critical Risky Normal Pre-Critical

Critical Spike

λF is considered Critical when it exceeds the p95 threshold for at least 3 consecutive bars. This often precedes sharp volatility / directional moves within 24–72 hours.

Evidence metric: Precision (Vol ≥ p95, 72h)
Evidence metric: Lead-time (hours)

Risk Zone & Pre-Critical

λF above p90 is “Risky”; if it’s very close to p95 (≈0.01 below), it shows a Pre-Critical warning. When persist (≥2 bars) occurs, a minor alert is opened.

Evidence metric: Minor → Critical conversion rate
UI: Yellow warning band (approach)

Quiet Normal Periods

When λF stays below p90 for extended periods, it’s in a “calm regime”. In these times, no alerts means a low false alarm rate.

Evidence metric: False alarms / week
Evidence metric: Quiet-day ratio

Note: λF is not a price predictor; it’s an early warning of risk regime changes. Alerts are automatically written to the alerts collection and self-evaluate after 72 hours (precision & lead-time).

Last Update

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Alerts (Critical / Minor)

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