Methodology, data sources and coverage

How Vi IQ is calculated

The crypto workspace uses Vi IQ, a 0–100 composite, to organize pair-level research across six signal domains. Inspect the available domain breakdown, source time and coverage. It is not a probability of profit or a recommendation to trade.

Market quality

Trade regularity, price-impact coherence, and synthetic-flow pressure on the pair.

Liquidity health

Resting depth and how much of it survives contact with real size.

Order flow

Directional pressure, sweep and block participation, and cancel behaviour in the book.

Arbitrage potential

Fee-adjusted spread against comparable venues for the same pair.

Volatility

Realised move relative to the pair's own recent behaviour.

News sentiment

Scored catalyst context attached to the asset.

Vi IQ on research pages

Research pieces use a related six-domain model tailored to their subject, such as a Fed contract, esports markets or a venue, from public data and fills observed by Vultax. Its inputs differ from the crypto workspace model, including news and attention rather than scored sentiment. Every input is published in the live pack behind the page, a domain that cannot be computed is shown as unavailable rather than filled in, and the score is the mean of the domains that could be. Packs refresh every ten minutes and state which sources answered.

Market quality

Share of the last 24 hours with fills and with price prints; on venues, the share of pairs CoinGecko rates green, less flagged anomalies.

Liquidity health

Money behind the number on a log scale: 24-hour volume, open interest and resting liquidity; on venues, order-book depth within 2% of mid.

Order flow

Breadth of participation: wallets active in 24 hours and the share of dollars outside the ten largest; on venues, prints of $100K or more in 30 minutes and whale notional.

Arbitrage potential

The widest gap between venues pricing the same question after a two-point fee floor; on crypto, the cross-venue gap after 10 bp taker fees a side. Unavailable when only one venue quotes the subject.

Volatility

The last 24 hours' move against the subject's own typical daily move; on crypto, where today's DVOL sits in its 30-day range.

News & attention

Wikipedia pageviews of the subject against their 30-day baseline and the count of fresh news items: catalyst density, not scored sentiment.

Live research sources

The live figures and Vi IQ on research pages are rebuilt every ten minutes on Vultax infrastructure from these sources. A source that does not answer keeps its last good reading and is listed as stale in the pack.

• Polymarket: Gamma (events, markets, resolved markets), CLOB (price histories, resolutions), Data API (leaderboard, trades of $10K or more, open interest).
• Kalshi trade API: the Fed-decision series by meeting, candlesticks, settled markets, exchange status.
• Manifold Markets and PredictIt on the September Fed question.
• U.S. Treasury daily yield curve, New York Fed EFFR and SOFR, BLS CPI, the Cleveland Fed's daily inflation nowcast, the Federal Reserve's press and speech feeds.
• LoL Esports schedule and live match API, OpenDota professional matches, Steam concurrent players.
• CoinGecko exchanges and tickers (trust, spread, 2% depth); order books and trade tapes of Coinbase, Binance, Kraken, OKX and Bybit; their status pages; Deribit DVOL; Binance funding; Bybit open interest; the Fear & Greed index; mempool.space; DefiLlama.
• Wikipedia pageviews, Google News and Hacker News for attention.
• Vultax's own tables: Polymarket fills as observed, whale events, the always-on wallet cohort.

Where the data comes from

Vultax combines direct exchange observations, public provider APIs and its own derived analysis. The source and purpose matter: an exchange trade, a provider-reported total and a computed score are different kinds of evidence.

• Trades and order-book snapshots collected from supported venue APIs, including Binance, OKX, Bybit, Kraken, and Gate.io.
• Prediction market prices, trades, holders and resolution context from public market APIs; trader views use their stated observed populations.
• Published news, event feeds and topic sources for context; check the original source and its publication time.
• Some research models use provider-reported volume or venue metrics. Those inputs are identified in the relevant research methodology and should not be confused with directly observed trade coverage.

Freshness and refresh behaviour

Different surfaces move at different speeds and are reported on their own clocks.

• Live pair surfaces, price, order book and arbitrage routes, carry their own update timestamp in the terminal.
• Composite scores such as Vi IQ are recomputed on a short cache window and served with the time they were computed.
• Cohort and research populations refresh on their own schedule and are never merged with live figures.
• A source may be delayed, stale or unavailable. A retained last reading is historical context, not a current observation; missing financial data must not be interpreted as zero.

Prediction market research

A market price describes the quote or trade observed on a venue. It is not a verified probability that the event will occur.

• Read the market question, resolution terms, available liquidity and source time together.
• Market catalogs, quotes, trades and holder snapshots can refresh independently.
• Comparisons across venues require compatible contract terms; a visible price gap is not guaranteed profit.

Trader populations and performance

Observed performance, Live Movers, Search All Traders and the official leaderboard are distinct views with distinct populations.

• The observed performance cohort contains 80,000 wallets under its stated observation contract, not all wallets, customers or currently active traders.
• Recent activity is not a substitute for historical performance. Read sample size, coverage and source time before comparing participants.
• An address does not establish a person's identity or intent, and past performance does not establish future results.

Event and topic monitors

Topic rooms connect related markets with maps, source context and activity where coverage is available.

• Sources and observations inside one room may update on different schedules.
• Check a room's refresh status and original sources before interpreting changes.
• A headline and a market move occurring together do not establish a causal relationship.

Paper simulation

The paper workspace is for simulated positions and research. It does not place live-money orders.

• Sign in to check account access. Paper execution also depends on service and quote availability, as shown in the app.
• Simulated positions and history are not evidence of executable prices or real-world returns.
• Automated alert delivery, including Telegram, is currently unavailable on all plans.

Coverage

Coverage differs by venue and pair, and each surface states the observation window and coverage behind its figures.

• A pair present on one venue may be unobserved on another; venue and pair coverage are reported separately.
• Feed coverage is measured at minute level per venue, and gaps in collection are preserved as gaps rather than interpolated.
• Detection surfaces are probabilistic risk indicators computed from observable market behaviour, not proof of intent by any exchange or participant.
• Headline totals on this site are cumulative counts observed by Vultax detection pipelines since launch, not a claim about the whole market.

What Vultax does not claim

The scope of every figure is stated with it. These limits apply across the product and the site.

• Vultax does not provide financial, investment, or trading advice, and nothing on this site is a recommendation to buy or sell.
• Vultax does not execute live-money trades. Paper trading is fully simulated.
• Vultax does not accuse any exchange or participant of wrongdoing. Manipulation surfaces report statistical risk on observed behaviour.
• Vultax does not publish a figure it cannot source. Where an input is missing, the value is reported as unavailable.
• Latency is stated as a sub-100 ms target; measured distributions are published in the research archive with their windows.