BRAINMOON Research | Institutional-Grade Crypto Market Intelligence

The Information Gap

Retail Traders vs. Institutional Traders

You're fighting a battle with outdated weapons. Here's what the professionals use.

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What Retail Traders Use

• RSI, MACD, Moving Averages
• Lagging indicators (react to price)
• Guessing market direction
• No idea when "smart money" moves
• YouTube/Twitter for "alpha"

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What Institutions Use

• VPIN — Toxic Flow Detection
• Markov Chains — State Transitions
• Kyle's Lambda — Price Impact
• Order Flow Imbalance — Smart Money
• Wavelet — Who's Moving Market
• EMD — Adaptive Cycles
• Peer-reviewed academic research

BRAINMOON Research gives you access to the same data institutions pay millions for.

Peer-Reviewed Research

8 Academic Models Working Together

Every indicator backed by published research from top finance journals.

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Markov Chains

Predict trend reversals before they happen using state transition probabilities.

A.A. Markov (1907)
Stochastic Processes

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VPIN Detection

Know when "smart money" is trading. High VPIN = informed traders active.

Easley, López de Prado, O'Hara
Journal of Portfolio Management (2012)

λ

Kyle's Lambda

Measure market impact and liquidity. Trade size without moving prices.

Albert Kyle
Econometrica (1985)

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Wave Analysis

Elliott Wave patterns + Fourier Cycle Analysis for timing entries.

R.N. Elliott (1930s)
+ Fourier Transform (FFT)

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Amihud Illiquidity

Price change per dollar volume. Avoid illiquid traps that eat your profits.

Yakov Amihud
Journal of Financial Markets (2002)

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ML Thresholds

Machine learning adapts optimal entry points based on YOUR market data.

Adaptive Learning
Real-time Model Training

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Wavelet Analysis

Multi-scale decomposition reveals WHO is moving the market: HFT, day traders, or institutions.

Mallat (1989)
Modified Equation

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EMD Cycles

Empirical Mode Decomposition extracts adaptive cycles unique to THIS market's behavior.

Huang et al. (1998)
Modified Equation

Beyond Traditional Indicators

Advanced Market Structure Analysis

Proprietary analysis combining multiple dimensions of market data for high-conviction signals.

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Wyckoff Structure Detection

Automatically detects Accumulation and Distribution phases using Richard Wyckoff's 1930s methodology. Identifies key events:

• SPRING — False breakdown, smart money buying
• SOS — Sign of Strength, breakout confirmation
• LPS — Last Point of Support, final entry
• UTAD — Upthrust After Distribution, bull trap
• Phase B/C/D — Current position in cycle

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Fourier Cycle Timing

FFT (Fast Fourier Transform) decomposes price into dominant cycles, predicting turning points with mathematical precision:

• Cycle Phase — Are you at TOP or BOTTOM?
• Next Turn — Predicted reversal timing
• Confluence — Multiple cycles aligning
• Amplitude — Expected price movement %
• Blocks buys at cycle HIGH automatically

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Wavelet Decomposition

Multi-scale analysis reveals WHO is moving the market using Modified Equation based on Mallat (1989):

• HFT Noise — Filter out high-frequency noise
• Day Traders — 2-8 hour momentum
• Swing Traders — 8-24 hour moves
• Institutions — 1-7 day smart money
• Blocks buys when noise > 35%

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EMD Adaptive Cycles

Empirical Mode Decomposition extracts adaptive cycles using Modified Equation from Huang et al. (1998):

• TRENDING — Clean trend, high predictability
• CYCLING — Multiple active cycles
• CHAOTIC — Unpredictable, avoid
• IMFs — Intrinsic Mode Functions
• Blocks buys in CHAOTIC state

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Volume Profile Analysis

Institutional-grade volume-at-price analysis revealing where the real support and resistance levels are:

• POC — Point of Control, highest volume node
• Value Area — Where 70% of volume traded
• HVN/LVN — High/Low Volume Nodes
• Support Zones — Real accumulation levels
• Auto entry prices at VP support levels

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Dual Confirmation System

Only triggers when MULTIPLE indicators align, dramatically reducing false signals:

• Wyckoff + A/D — Structure + Flow agreement
• Fourier Filter — Cycle timing gate
• Wavelet Filter — Noise quality check
• EMD Filter — Market state check
• VPIN Check — Toxic flow screening
• Confidence Score — 0-100% certainty
• 3-Tier Partial Entry — DCA into positions

📖 Real-Time Market Context

Every signal comes with a comprehensive 7-section Market Context analysis:

Primary Signal

Regime & Direction

Cycle Timing

Fourier Phase

Structure

Wyckoff + Volume

Order Flow

VPIN & Imbalance

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Full Analysis

Market context included

P&L Tracking

Live profit updates

VIP Channel

Yearly subscribers

Research Access

Choose Your Subscription

Full access to all 8 academic models, 121+ crypto pairs, real-time signals, live P&L tracking, and Discord instant signals.

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Monthly

Full access, cancel anytime. Perfect for evaluating the research.

$800/month

Billed monthly

All 8 academic models (VPIN, Markov, Lambda...)
📊 Wavelet Analysis (Modified Equation)
🔬 EMD Cycles (Modified Equation)
💬 Discord instant signals & analysis
121+ crypto pairs analyzed in real-time
Live BUY signals with confidence scores
Max profit/loss tracking per signal
Market Context analysis (book view)
Cancel anytime - no commitment

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Yearly

Best value for serious traders. Save $1,920 per year.

$7,680/year

$640/month (Save $1,920)

Everything in Monthly, plus:
📊 Wavelet + 🔬 EMD (Modified Equations)
💬 Discord VIP channel + instant signals
Priority email support
Early access to new models
Historical backtest data (coming soon)
⭐ Automation available for yearly plan
✦ Min. account $250K SPOT only
Lock in price - no future increases

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How It Works

Access Research Data in 3 Steps

From signup to live signals in under 2 minutes.

1

Create Account

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2

Access Research Dashboard

Open /trends to see all 6 academic models analyzing 121+ crypto pairs in real-time.

3

Make Informed Decisions

Use VPIN, Markov, and Wave signals to time your spot trades. Track signal accuracy live.

4

Subscribe When Ready

If the data adds value to your trading, subscribe monthly ($800) or yearly (save 20%).

Why Spot Trading

Sleep Well While Your Money Grows

Spot trading is the foundation of sustainable crypto investing.

🛡️ No Liquidation Risk

Unlike futures, your position can never be forcefully closed. Market drops 50%? You still own your crypto. Wait for recovery.

💎 True Asset Ownership

You own the actual cryptocurrency, not a contract. This means you benefit from airdrops, forks, and long-term appreciation.

😴 Peace of Mind

No margin calls at 3 AM. No watching charts constantly. Let the AI work while you live your life and sleep soundly.

📊 Compound Growth

Long-term holding allows profits to compound. Our AI reinvests gains intelligently, growing your portfolio exponentially over time.

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Understanding the Research

Frequently Asked Questions

Deep dive into the academic models and how they inform your trading decisions.

VPIN (Volume-Synchronized Probability of Informed Trading) was developed by Easley, López de Prado, and O'Hara, published in the Journal of Portfolio Management (2012). It measures the probability that informed traders (institutions, insiders) are actively trading. High VPIN values preceded the 2010 Flash Crash by hours. When VPIN spikes, it means "smart money" knows something the market hasn't priced in yet — a powerful early warning signal for volatility and potential price moves.

Markov Chains, developed by A.A. Markov in 1907, model state transitions based on historical probabilities. We track market states (RISING, FALLING, FLAT) combined with VPIN levels to calculate: "Given the current state, what's the probability of transitioning to each other state?" A 75% reversal probability on a FALLING state means historically, prices bounced up 75% of the time from similar conditions. This gives you data-driven reversal timing rather than guessing.

Kyle's Lambda (λ) comes from Albert Kyle's seminal 1985 paper "Continuous Auctions and Insider Trading" in Econometrica. It measures price impact per unit of order flow — essentially, how much prices move when someone trades. Low lambda = high liquidity, you can trade size without moving the market. High lambda = illiquid, even small orders move prices significantly. For $100K+ portfolios, this tells you which coins you can actually trade at scale without slippage eating your profits.

Order Flow Imbalance measures the net buying vs selling pressure from actual orders hitting the book. Calculated as (Buy Volume - Sell Volume) / Total Volume, it reveals real demand before it shows up in price. Sustained positive OFI often precedes upward price moves. Combined with VPIN (which tells you if the flow is "informed"), OFI helps you position before the crowd. This is what market makers and HFT firms use to front-run retail order flow.

Amihud Illiquidity Ratio, from Yakov Amihud's 2002 paper in Journal of Financial Markets, measures absolute price change per dollar of volume. High Amihud = dangerous for large portfolios because your entry/exit will move the price against you. We flag symbols with extreme Amihud values so you avoid liquidity traps. For $100K+ traders, this single metric can save you thousands in hidden slippage costs that retail traders never even notice.

TradingView indicators (RSI, MACD, Bollinger Bands) are lagging indicators — they react to price after it moves. Our models are leading indicators from market microstructure research — they analyze order flow, liquidity, and informed trading BEFORE price moves. VPIN detected the Flash Crash hours in advance. Kyle's Lambda shows you where institutions can't trade without moving markets. This is the same data Bloomberg Terminal users pay $24,000/year for, applied specifically to crypto spot trading.

No. BRAINMOON Research provides academic-level market analysis for informational and educational purposes only. We present research data — VPIN readings, Markov probabilities, liquidity metrics — and you make your own trading decisions. This platform is designed for sophisticated spot traders with portfolios of $100,000+ who can independently evaluate research data. Past signal performance does not guarantee future results. All trading involves risk of loss.

For a $100K portfolio, $800/month is 0.8% of capital. A single well-timed entry using VPIN + Markov signals, or avoiding one bad trade flagged by high Lambda/Amihud, can easily exceed that cost. Institutional traders pay $24,000/year for Bloomberg Terminal. Hedge funds spend millions on similar microstructure data. We're bringing institutional-grade research to serious individual traders at a fraction of the cost. The 7-day free trial lets you evaluate the data quality before committing.

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Institutional-Grade CryptoMarket Microstructure Analysis