Trading-desk netflow (z-score)
The same flow as the previous indicator, normalized against its own past month.
Why it matters
This series needs normalizing far more than its BTC counterpart, for a concrete reason: desk volumes are extraordinarily lumpy. A single transfer from a large firm can be a hundred times a quiet day's activity, so the dollar figure is practically unreadable at a glance — a huge spike might be a signal or might be Tuesday. The z-score turns that into the one question that can be answered: compared with the last few weeks of this same series, is this unusual?
Build it yourself
With a very lumpy series the standard deviation is huge — check how far today's flow has to move for the z to even reach 2.
Illustrative example numbers for practice — not real data.
How it's calculated, step by step
- The window of the 30 days before the scored day is taken, with a minimum of 14 days of history.
- z = (today's flow − window mean) ÷ window standard deviation. It's exactly the same construction as BTC's exchange-netflow z-score, reused as-is rather than duplicated.
Chart
This is real Bitcoin data, computed from the blockchain — not the illustrative example above.
Data last updated on 2026-09-09.