CLEAR
Directional conditions are coherent and execution risk is controlled.
Favors selective participation when trend, order-flow, and volatility are aligned within acceptable bounds.
Methodology
CLEAR / TENSE / NO-TRADE: institutional signal-state framework
The status model is a risk-first interpretation layer. It classifies market structure before position selection to reduce discretionary bias.
State logic
Each market state is derived from a composite reading of volatility pressure, flow consistency, and participation quality. Classification is deterministic at publish time and does not change retroactively.
TENSE
The market is tradable but conflict between features increases uncertainty.
Requires tighter risk controls, lower size, and faster invalidation criteria due to unstable directional edge.
NO-TRADE
Risk conditions dominate informational edge.
Capital preservation mode. Wait for state normalization rather than forcing low-quality setups.
Entropy in market intelligence
Entropy measures disorder in directional information. In low-entropy conditions, execution context is clearer and expectations are more stable. In high-entropy conditions, competing flows and volatility spikes reduce forecast reliability.
SignalX Intel uses entropy as a regime guardrail, not a standalone trigger. Higher entropy pushes the framework toward TENSE or NO-TRADE, prioritizing capital protection over unnecessary activity.
Institutional analytics interpretation
Professional decision frameworks separate signal generation from risk governance. The status layer is intentionally plain-language so portfolio managers, analysts, and execution teams can align on the same operating picture before allocating risk.
- Preserve consistency across discretionary and systematic workflows.
- Reduce narrative drift by anchoring decisions to documented state conditions.
- Improve post-trade review quality through fixed-time context snapshots.
Feature breakdown
vol_z
Volatility Z-score
Standardized volatility relative to its historical baseline. Elevated values signal unstable risk transfer.
flow_delta
Order-Flow Delta
Net aggressive pressure between buyers and sellers. Sustained imbalance helps detect directional intent.
taker_ratio
Taker Aggression Ratio
Proportion of aggressive participation at key moments. Sharp shifts often precede regime transitions.