Metrics Glossary
Clear definitions, formulas, ranges, interpretation, and practical usage for the metrics used throughout AnomIQ. This page acts as the main reference hub for baseline and rolling-window analytics.
Rolling-window methodology
Timeframe-specific metrics use sliding windows rather than fixed candle resets. In practice, this means values are recalculated continuously using the most recent data inside the active window, which helps surface regime changes faster and with less distortion from arbitrary cutoffs.
Why it matters
It reduces artificial resets, preserves continuity, and makes short-horizon signals easier to interpret in context.
How to read it
A rolling metric page explains the same concept across 5m, 15m, and 60m windows, with the timeframe changing the temporal lens rather than the underlying definition.
Global & Daily Baselines
Context metrics that describe daily participation, relative activity, and baseline market quality.
Liquidity Score (0–100)
A 0–100 continuity score showing how steadily the market is trading over time.
Relative Volume vs Yesterday (same UTC time)
Compares today’s pace of activity with yesterday at the same UTC time-of-day.
Today Volume Notional (UTC)
Total notional processed since 00:00 UTC, useful for gauging current-day participation.
Yesterday Volume Notional (UTC)
Previous UTC-day notional used as a baseline for normal daily participation.
Cross-Timeframe Metrics
Metrics that compare rolling windows against each other to measure short-term divergence and persistence.
Macro Acceleration (5m / 60m)
Compares 5-minute intensity against the 60-minute regime to detect broad short-term divergence.
Micro Acceleration (5m / 15m)
Compares 5-minute activity intensity against the 15-minute regime to detect short-horizon bursts.
Trend-Set Acceleration (15m / 60m)
Compares 15-minute intensity against the 60-minute regime to measure persistence.
Rolling Window Metrics
Timeframe-aware metrics calculated on sliding windows such as 5m, 15m, and 60m to capture immediate changes in activity and structure.
Average Trade Size ($)
The average notional value per execution within the current rolling window.
Buy Trade Count Ratio
Compares current buy execution count against the historical buy-side baseline.
Buy Trade Count Z-Score
Measures how statistically unusual the current buy execution count is.
Buy Trade Size Ratio
Compares current average buy trade size against its historical buy-side baseline.
Buy Trade Size Z-Score
Measures how statistically unusual the current average buy trade size is.
Buy Volume Concentration
Shows whether buy-side volume is rising faster than buy-side trade count, implying heavier average buy execution size.
Buy Volume Ratio
Compares current buy-side volume against the historical buy-side baseline.
Buy Volume Z-Score
Measures how statistically unusual current buy-side volume is relative to its historical behavior.
Current Buy Size Ratio
Compares average buy trade size against the current total average trade size.
Current Buy Trades Ratio
Measures the share of current window executions attributed to buys.
Current Buy Volume Ratio
Measures the share of current window volume attributed to aggressive buys.
Current Sell Size Ratio
Compares average sell trade size against the current total average trade size.
Current Sell Trades Ratio
Measures the share of current window executions attributed to sells.
Current Sell Volume Ratio
Measures the share of current window volume attributed to aggressive sells.
Current Window Return (%)
Measures the percentage price change that occurred strictly within the selected rolling window.
Current Window Volatility (Total Range %)
Measures the total price range traveled inside the current rolling timeframe.
Intensity Ratio (%)
Compares the current average execution size with the market’s historical average execution size.
Intensity Z-Score (Volume vs Count)
Derived signal showing whether volume is deviating faster than trade count.
Net Taker Imbalance
Measures whether current aggressive flow is dominated by buys or sells within the active rolling window.
Relative Price Impact
Measures how much price moved relative to the amount of abnormal volume processed in the same window.
Sell Trade Count Ratio
Compares current sell execution count against the historical sell-side baseline.
Sell Trade Count Z-Score
Measures how statistically unusual the current sell execution count is.
Sell Trade Size Ratio
Compares current average sell trade size against its historical sell-side baseline.
Sell Trade Size Z-Score
Measures how statistically unusual the current average sell trade size is.
Sell Volume Concentration
Shows whether sell-side volume is rising faster than sell-side trade count, implying heavier average sell execution size.
Sell Volume Ratio
Compares current sell-side volume against the historical sell-side baseline.
Sell Volume Z-Score
Measures how statistically unusual current sell-side volume is relative to its historical behavior.
Taker Imbalance Z-Score
Measures how statistically unusual the current net taker imbalance is relative to its historical baseline.
Total Trade Count Ratio
Compares current execution count against the historical total baseline.
Total Trade Count Z-Score
Measures how statistically unusual the current total execution count is.
Total Trade Size Ratio
Compares current average trade size against its historical total baseline.
Total Trade Size Z-Score
Measures how statistically unusual the current total average trade size is.
Total Volume Ratio
Compares current total volume against the historical total baseline for the same rolling window.
Total Volume Z-Score
Measures how statistically unusual current total volume is relative to historical behavior.
Trend Cleanliness (Body-to-Range %)
Scores how efficiently price moved from open to close relative to the full range.