cb-data / data /processed /slow_layer_feature_descriptions_v2.csv
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Upload CryptoBot data (part 2)
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feature,description,lag_days
btc_ret_7d,BTC 7-day return; short weekly momentum.,0
btc_ret_30d,BTC 30-day return; medium trend momentum.,0
btc_ret_90d,BTC 90-day return; slow regime momentum.,0
btc_ma50_gap,BTC distance from 50-day moving average.,0
btc_ma200_gap,BTC distance from 200-day moving average.,0
btc_drawdown_90d,BTC drawdown from rolling 90-day high.,0
btc_breakout_pct_90d,"BTC position inside rolling 90-day range, scaled to [0, 1] when range is positive.",0
btc_trend_slope_30d,Slope of BTC log price over 30 days.,0
btc_trend_slope_90d,Slope of BTC log price over 90 days.,0
btc_rv_7d,BTC 7-day realized volatility.,0
btc_rv_30d,BTC 30-day realized volatility.,0
btc_rv_90d,BTC 90-day realized volatility.,0
btc_rv_ratio_7_30,Short/medium volatility ratio: 7d RV divided by 30d RV.,0
btc_rv_percentile_1y,Percentile rank of 30d BTC realized volatility over 1 year.,0
btc_downside_semivar_7d,7-day downside semivariance of BTC log returns.,0
btc_downside_semivar_30d,30-day downside semivariance of BTC log returns.,0
btc_jump_proxy_7d,Simple jump proxy: realized variance minus bipower-like proxy over 7 days.,0
btc_jump_days_30d,Count of jump-like BTC days over last 30 days.,0
btc_vol_of_vol_30d,Volatility of 7-day realized volatility over 30 days.,0
spy_ret_20d,SPY 20-day return; equity risk appetite.,0
spy_ma50_gap,SPY distance from 50-day moving average.,0
btc_spy_corr_30d,30-day rolling correlation of BTC and SPY daily returns.,0
btc_spy_beta_30d,30-day rolling beta of BTC returns to SPY returns.,0
qqq_ma50_gap,QQQ distance from 50-day moving average.,0
dxy_ret_10d,DXY 10-day return; dollar pressure.,0
dxy_ma50_gap,DXY distance from 50-day moving average.,0
btc_dxy_corr_30d,30-day rolling correlation of BTC and DXY daily returns.,0
btc_dxy_beta_30d,30-day rolling beta of BTC returns to DXY returns.,0
vix_z_30d,VIX 30-day z-score; relative market stress.,0
vix_term_proxy,VIX term-structure proxy: VIX3M minus VIX.,0
gold_ma50_gap,Gold distance from 50-day moving average.,0
oil_ma50_gap,Oil distance from 50-day moving average.,0
ust2y_chg_10d_bps,2Y Treasury yield 10-day change in basis points.,0
ust10y_real_chg_10d_bps,10Y real yield 10-day change in basis points.,0
btc_fut_oi_7d_chg,BTC futures open-interest 7-day fractional change.,1
btc_fut_oi_z_30d,BTC futures open-interest 30-day z-score.,1
btc_funding_7d_avg,BTC perpetual funding 7-day average.,1
btc_funding_z_30d,BTC perpetual funding 30-day z-score.,1
btc_leverage_pressure,Crowded leverage proxy: OI z-score times funding z-score.,1
btc_liquidations_total_7d,Total BTC liquidations over 7 days.,1
btc_liquidations_long_short_ratio_7d,7-day average long/short liquidation ratio.,1
btc_etf_netflow_5d,US spot BTC ETF net flow over 5 days.,1
btc_etf_netflow_20d,US spot BTC ETF net flow over 20 days.,1
day_of_week,"Day of week: Monday=0, Sunday=6.",0
is_weekend,Weekend dummy for crypto-only trading days.,0