Hourly Stats

Activity Screener Last 24h vs each perp's own baseline

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Screener Methodology & Performance

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Full rule-by-rule breakdown

Rule	Picks/day	Fwd RVOL	vs market	≥1.5× hit	Fwd volat	Fwd range	Session	Retain

How to read each column — full reference

Screener: Any perp caught by at least one of four internal rules, each tuned on a 60-day backtest: Focused (≥$25M volume, RVOL ≥4× the market median, ≥3% range — ~6/day), Broad (same bar, ≥$10M — ~12/day), Emerging (≥$10M, market-adjusted volume z-score ≥3, no RVOL requirement — catches short/tight-baseline names, often newer listings, whose RVOL ratio understates their z-score), Breakout (≥$10M, RVOL ≥3× market against a baseline shifted back 3 extra days — catches multi-day moves that already pulled up their own recent baseline). ~16/day combined.
Both: Screener rows that also clear the original TradingView-style rule (day-over-day volume change ≥10%, range ≥3%, relative volume at time ≥2×). A 60-day backtest found these outperform the rest of the Screener by ~10% on next-24h volume/volatility and hit rate (95% vs 92%) — real, but a small edge, so it's shown as an extra badge rather than the default filter. Toggle Screener off and leave only Both on to see just the double-confirmed ~9/day.
RVOL: Last 24h turnover ÷ median baseline turnover. 3× = three times a normal day for that perp.
Vol z: Robust z-score of log turnover (median / MAD), minus the market median, so a market-wide surge doesn't flag everything. Hover a cell for the raw z.
Volat ×, Volat z: The same idea on mean hourly true range %: is it moving more than usual, not just trading more?
RVOL trend: RVOL computed against the Breakout (lagged) baseline instead of the normal one. Hover for the market-adjusted z.
RVOL 4h: Last 4 hours vs the same 4 clock hours on baseline days. Below 1× means the activity has faded.
Vol DoD%, RVAT: The two numbers the original TradingView screen used — day-over-day 24h turnover change, and cumulative volume since 00:00 UTC vs the same partial-day average of the previous 10 days. Shown so you can see why a row earned the Both badge; on their own they were a much weaker signal in the backtest (2.4× forward volume vs RVOL's 8×+).
Score: 0.6 × vol z + 0.4 × volat z (market-adjusted, each capped at ±6). Default sort.
Conc.: Share of the 24h turnover in the single biggest hour. Above 35% = one spike, not sustained activity.
OI Δ: Open interest change over the 24h. Rising OI + high RVOL = new positions, more likely to follow through.

Executive Summary

London (12–15 UTC / 22:00–01:00 SYD) is the undisputed peak — 64% above mean volume, deepest order books, highest volatility. This is your prime trading window.

Late NY (21–23 UTC / 07:00–09:00 SYD) is the dead zone — 71–77% of mean volume, thinnest order books, highest slippage risk. Avoid market orders here.

Tokyo open (00–01 UTC / 10:00–11:00 SYD) shows the classic thin-book paradox — moderate volume but outsized price moves (110% volatility at only 100% volume).

Volume Leaders

Volatility Leaders

Full Hourly Comparison All metrics side-by-side

Visual Charts Interactive · Click legend to toggle series

Normalization:

Volume (Turnover USDT)

ATR(14) — Smoothed Volatility

Avg Hourly Range

Directional Bias (Signed % Change)

Price Volatility |%Change|

Open Interest (Top-50 Perps)

Liquidity & Limit Order Activity Maker presence by hour

Liquidity Depth (Turnover ÷ Range)

USDT volume per unit of price movement. High = deep book = makers absorbing flow.

Amihud Illiquidity

Price impact per US$ of volume. Low = liquid (makers present). High = illiquid.

OI Change Rate — Position Churn per Hour

How fast positions open/close each hour. Higher = more rolling activity.

UTC	SYD	Session	Depth %	Amihud %	OI Chg%/hr	Interpretation