Smart-Money Tilt

Watchlist-scale roll-up of scored unusual-flow signals.

Definition

A roll-up of all scored unusual-flow signals on a symbol over a lookback window. Aggregates premium by directional intent (bullish vs bearish) and by positioning (opening vs closing). Produces a single tilt read suitable for fanning across a 50-name watchlist.

Formula
net_directional_premium = bullish_premium - bearish_premium
opening_premium = sum(premium where bias == opening_bias)
closing_premium = sum(premium where bias == closing_bias)

Cleanest tilt: high net_directional AND high opening share.

Inputs
scored signalsintent labelsopen/close biaspremium
Output
net_directionalbullish/bearishopening/closingsignal_count
Interpretation
  • Net positive + opening dominant = fresh long positioning
  • Net negative + opening dominant = fresh short positioning
  • Net positive + closing dominant = unwind of bears, not new bulls
  • Below ~$250K = noise threshold, ignore

API Reference

Endpoint
GET /v1/flow/signals/{symbol}/summary
Tier
Alpha+
Response fields
signal_count, bullish_premium, bearish_premium, net_directional_premium, opening_premium, closing_premium, top_signals

Why Smart-Money Tilt Matters for Trading

TL;DR

One unusual print can be hedging noise. Twenty unusual prints all pointing the same way with opening bias is positioning. The summary endpoint is cheap enough to fan across a watchlist, then drill into the per-print feed only on the names that crossed the threshold.

How to read the tilt

Net long + opening
  • Net premium > $5M and same-sign opening
  • Bull tilt + new positioning
  • Highest-conviction directional bias
  • Trade-trigger candidate
Bullish tilt
Net long + closing
  • Net long premium but driven by closing prints
  • Bears covering, not bulls buying
  • Less durable
  • Watch for follow-through
Mixed
Net short + opening
  • Net premium < $-5M + opening
  • Fresh bear positioning
  • Confirmed directional bias
  • Trend trade favored
Bearish tilt

Rules of thumb

  • Watchlist scanner. Fan across 50 symbols and rank by net_directional_premium / underlying_price.
  • Opening share > closing share is the gate. A net-directional read driven by closing flow is unwinds, not conviction.
  • Pair with top unusual flow. Tilt is the aggregate; top print is the story. Both same-sign is the cleanest signal.
  • Below $250K net is noise. The threshold catches even thinly-traded names without firing on micro-flow.
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