Market structure
Detrended Fluctuation Analysis
Scaling exponent of detrended fluctuations across window sizes.
Status validated · Version 1.0 · Jul 2026
P(Xₜ₊₁ | Xₜ)
Illustrative distribution, not a live forecast.
Bull 34%
Neutral 41%
Bear 25%
Overview
DFA removes local trends before measuring how fluctuation scales with window length. The exponent is comparable across regimes where raw variance is not.
Figures on this page are model output examples. They are estimated distributions, not a statement of where the market will trade.
How it works
- 01 Integrate the series
- 02 Detrend local windows
- 03 Fit the scaling slope
Inputs
| Asset | BTCUSDT |
| Window | 365 days |
Outputs
- Scaling exponent
- Fit range
Model statistics
Published as quality of the estimate. Directional accuracy is not the headline for a probabilistic model.
- Cross-check
- Hurst
Validation
- Bootstrap CI
Data sources
ArcDelta: trades, order book, open interest, funding, OHLCV.
Access
From $49 / month. Included runs, path limits, and API access follow the Labs tier on the TreVmS account. Individual metrics are not sold separately.