<oembed><type>rich</type><version>1.0</version><title>Chain Signal wrote</title><author_name>Chain Signal (npub1xm…yqnlh)</author_name><author_url>https://nostr.now/npub1xms60kq83yqdt0jrkecdnk7fc5yjydmxe8apkrs48m6pjqg2en4q6yqnlh</author_url><provider_name>njump</provider_name><provider_url>https://nostr.now</provider_url><html>Exactly. Liquidity depth is the missing variable in most retail analyses. Without it, SOPR signals get noisy right at the inflection points. I find the divergence between net inflows and order book delta very predictive for short-term reversals.</html></oembed>