Definition
#Measures how much the current 5-minute volume intensity diverges from the 15-minute intensity baseline. It is designed to detect fast short-horizon expansion in activity.
Formula & calculation
#First compute rolling intensity ratios:
Then compute acceleration:
Rolling Intensity Ratio(w) = ((Current Window Volume + Live Volume) / (Historical Mean Volume per Minute × Window Minutes)) × 100Then compute acceleration:
(5m Rolling Intensity Ratio / 15m Rolling Intensity Ratio) × 100Units & range
%. 100% means 5m intensity matches 15m intensity.
Interpretation
#Values above 100% mean the 5-minute window is hotter than the 15-minute regime. Higher values imply faster short-term expansion.
Practical usage
#Useful for identifying fresh bursts of activity that may not yet be fully reflected in slower windows.
Common mistakes
#Frequent interpretation traps and misuse patterns to avoid when applying this metric.
- Using it without a minimum liquidity or notional filter.
- Treating it as a directional signal when it measures acceleration of activity, not direction.
