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feature,importance,description
btc_ret_30d,0.070405,BTC 30-day return; medium trend momentum.
btc_trend_slope_30d,0.060882892,Slope of BTC log price over 30 days.
btc_downside_semivar_30d,0.05624396,30-day downside semivariance of BTC log returns.
btc_rv_90d,0.055839375,BTC 90-day realized volatility.
btc_rv_7d,0.054833625,BTC 7-day realized volatility.
ust10y_real_chg_10d_bps,0.05218316,10Y real yield 10-day change in basis points.
btc_spy_corr_30d,0.04857004,30-day rolling correlation of BTC and SPY daily returns.
btc_dxy_beta_30d,0.04823154,30-day rolling beta of BTC returns to DXY returns.
btc_rv_ratio_7_30,0.04789325,Short/medium volatility ratio: 7d RV divided by 30d RV.
oil_ma50_gap,0.047755316,Oil distance from 50-day moving average.
qqq_ma50_gap,0.045949828,QQQ distance from 50-day moving average.
vix_term_proxy,0.0457461,VIX term-structure proxy: VIX3M minus VIX.
btc_ret_7d,0.04564406,BTC 7-day return; short weekly momentum.
btc_liquidations_total_7d,0.044236857,Total BTC liquidations over 7 days.
btc_trend_slope_90d,0.043147717,Slope of BTC log price over 90 days.
btc_jump_days_30d,0.041347876,Count of jump-like BTC days over last 30 days.
btc_drawdown_90d,0.041332945,BTC drawdown from rolling 90-day high.
btc_ret_90d,0.040212125,BTC 90-day return; slow regime momentum.
btc_downside_semivar_7d,0.03934488,7-day downside semivariance of BTC log returns.
btc_dxy_corr_30d,0.03537768,30-day rolling correlation of BTC and DXY daily returns.
spy_ret_20d,0.034821846,SPY 20-day return; equity risk appetite.
btc_fut_oi_7d_chg,0.0,BTC futures open-interest 7-day fractional change.
day_of_week,0.0,"Day of week: Monday=0, Sunday=6."
btc_etf_netflow_20d,0.0,US spot BTC ETF net flow over 20 days.
btc_etf_netflow_5d,0.0,US spot BTC ETF net flow over 5 days.
btc_fut_oi_z_30d,0.0,BTC futures open-interest 30-day z-score.
btc_funding_7d_avg,0.0,BTC perpetual funding 7-day average.
btc_funding_z_30d,0.0,BTC perpetual funding 30-day z-score.
btc_leverage_pressure,0.0,Crowded leverage proxy: OI z-score times funding z-score.
btc_liquidations_long_short_ratio_7d,0.0,7-day average long/short liquidation ratio.
ust2y_chg_10d_bps,0.0,2Y Treasury yield 10-day change in basis points.
btc_spy_beta_30d,0.0,30-day rolling beta of BTC returns to SPY returns.
gold_ma50_gap,0.0,Gold distance from 50-day moving average.
vix_z_30d,0.0,VIX 30-day z-score; relative market stress.
dxy_ma50_gap,0.0,DXY distance from 50-day moving average.
dxy_ret_10d,0.0,DXY 10-day return; dollar pressure.
spy_ma50_gap,0.0,SPY distance from 50-day moving average.
btc_vol_of_vol_30d,0.0,Volatility of 7-day realized volatility over 30 days.
btc_jump_proxy_7d,0.0,Simple jump proxy: realized variance minus bipower-like proxy over 7 days.
btc_rv_percentile_1y,0.0,Percentile rank of 30d BTC realized volatility over 1 year.
btc_rv_30d,0.0,BTC 30-day realized volatility.
btc_breakout_pct_90d,0.0,"BTC position inside rolling 90-day range, scaled to [0, 1] when range is positive."
btc_ma200_gap,0.0,BTC distance from 200-day moving average.
btc_ma50_gap,0.0,BTC distance from 50-day moving average.
is_weekend,0.0,Weekend dummy for crypto-only trading days.