Quant Intelligence

Factor Library

A curated catalog of the alpha factors PipAI continuously collects, backtests and ranks — spanning on-chain analytics, technical indicators, order-flow microstructure and derivatives positioning.

26+
Factors
7
Categories
On-Chain
Live

Exchange Netflow

Detects accumulation and distribution via net inflow/outflow to major exchanges.

APY
32.4%
Sharpe
1.78
Win Rate
61%
Updated 2d ago#exchange-netflow
On-Chain
Live

Whale Accumulation Score

Aggregates top-1000 wallet balance deltas into a rolling accumulation signal.

APY
41.2%
Sharpe
2.04
Win Rate
64%
Updated 1d ago#whale-accumulation
On-Chain
Live

Active Addresses Delta

Week-over-week change in daily active addresses versus price trend.

APY
18.6%
Sharpe
1.12
Win Rate
54%
Updated 5d ago#active-addresses-delta
On-Chain
Beta

Miner Outflow Signal

Spikes in miner wallet outflows historically precede supply pressure.

APY
22.9%
Sharpe
1.38
Win Rate
57%
Updated 3d ago#miner-outflow
On-Chain
Research

Stablecoin Supply Ratio

BTC market cap relative to stablecoin float — proxy for sideline buying power.

APY
15.3%
Sharpe
1.05
Win Rate
51%
Updated 9d ago#stablecoin-supply-ratio
Technical
Live

RSI Divergence

Classical bullish/bearish divergence on 4H RSI across the top-100 liquid pairs.

APY
27.5%
Sharpe
1.52
Win Rate
58%
Updated 1d ago#rsi-divergence
Technical
Live

MACD Zero-Line Cross

Trend-confirmation entry on MACD crossing the zero line with volume validation.

APY
19.8%
Sharpe
1.21
Win Rate
53%
Updated 2d ago#macd-zero-cross
Technical
Live

200-Day Trend Regime

Bull/bear regime filter used as a pre-gate for momentum entries.

APY
24.1%
Sharpe
1.44
Win Rate
60%
Updated 4d ago#trend-regime-200
Technical
Beta

Bollinger Band Squeeze

Low-volatility compression followed by directional breakout entries.

APY
21.7%
Sharpe
1.29
Win Rate
55%
Updated 6d ago#bollinger-squeeze
Volume
Live

VWAP Deviation

Intraday mean-reversion around rolling volume-weighted average price.

APY
17.6%
Sharpe
1.34
Win Rate
63%
Updated 1d ago#vwap-deviation
Volume
Live

Large-Order Imbalance

Net buy/sell flow of orders above configurable USD threshold.

APY
29.8%
Sharpe
1.71
Win Rate
59%
Updated 2d ago#large-order-imbalance
Volume
Beta

Volume Profile Node Break

Breakouts from high-volume nodes on the rolling 7-day volume profile.

APY
20.4%
Sharpe
1.18
Win Rate
56%
Updated 7d ago#volume-profile-break
Volume
Live

Cumulative Volume Delta

Price vs CVD divergence as aggression-exhaustion signal.

APY
25.7%
Sharpe
1.49
Win Rate
58%
Updated 3d ago#cvd-divergence
Volatility
Live

Realized Volatility Shift

Regime change detection via 7d vs 30d realized volatility ratio.

APY
16.9%
Sharpe
1.22
Win Rate
54%
Updated 2d ago#realized-vol-shift
Volatility
Live

ATR Expansion

Volatility expansion filter to scale position sizing dynamically.

APY
13.4%
Sharpe
0.98
Win Rate
51%
Updated 5d ago#atr-expansion
Volatility
Research

IV–RV Gap

Implied vs realized volatility spread — volatility risk-premium capture.

APY
22.3%
Sharpe
1.56
Win Rate
60%
Updated 11d ago#iv-rv-gap
Microstructure
Live

Orderbook Imbalance

Top-of-book bid/ask size ratio as short-horizon directional pressure.

APY
34.6%
Sharpe
1.89
Win Rate
62%
Updated 1d ago#orderbook-imbalance
Microstructure
Live

Liquidation Cascade Detector

Detects clustered forced-liquidation events to fade over-reactions.

APY
38.2%
Sharpe
1.97
Win Rate
65%
Updated 1d ago#liquidation-cascade
Microstructure
Beta

Spread Tightening

Sudden spread compression as a leading indicator for trend continuation.

APY
14.8%
Sharpe
1.02
Win Rate
52%
Updated 8d ago#spread-tightening
Sentiment
Live

Fear & Greed Delta

Contrarian signal when aggregate market sentiment moves to extremes.

APY
20.1%
Sharpe
1.26
Win Rate
56%
Updated 3d ago#fear-greed-delta
Sentiment
Beta

Social Volume Spike

Abnormal surge in social mentions combined with positive price delta.

APY
18.7%
Sharpe
1.11
Win Rate
53%
Updated 6d ago#social-volume-spike
Sentiment
Live

Smart Money Confidence

Proprietary blend of large-holder behaviour, derivatives flow and dispersion.

APY
42.8%
Sharpe
2.21
Win Rate
66%
Updated 1d ago#smart-money-confidence
Derivatives
Live

Funding Rate Arbitrage

Delta-neutral capture of perpetual funding rate skew across venues.

APY
26.5%
Sharpe
2.42
Win Rate
71%
Updated 1d ago#funding-rate-arbitrage
Derivatives
Live

Open Interest Divergence

Price vs OI divergence to distinguish genuine trends from positioning squeezes.

APY
23.9%
Sharpe
1.47
Win Rate
57%
Updated 2d ago#oi-divergence
Derivatives
Research

Basis Convergence

Futures/spot basis regime classification as trend confirmation.

APY
15.6%
Sharpe
1.08
Win Rate
52%
Updated 10d ago#basis-convergence
Derivatives
Beta

Perp Premium Index

Aggregated perpetual premium versus index to gauge leverage stretch.

APY
21.2%
Sharpe
1.33
Win Rate
55%
Updated 4d ago#perp-premium-index