ETF FLOWS—
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Institutional spot-ETF net inflows (30d)
SECTOR ROTATION—
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24h sector leadership / laggard spread
MACRO SENTIMENT—
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Fear & Greed, breadth, network activity
⚡ Actionable Signals deterministic rules on the snapshot — verify before trading
computing signals…
🇺🇸 US Crypto Spot ETF Flows 30-day net inflows — institutional accumulation proxy
| # | Asset | 30d Inflow | Net Assets | % of Mkt Cap | 24h Value Traded | ETFs | Status |
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📊 Market Metrics macro backdrop for regime assessment
Total Market Cap
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24h Volume
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all crypto
Fear & Greed
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Market Breadth
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BTC Tx Fee
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network activity
ETH Gas
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network activity
Top Coins (24h)
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🔄 Sector Rotation 24h performance × market-cap share — where momentum lives
| Sector | 24h Change | Market Cap Share |
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🧭 How to use this for trading & strategy development
- Regime gate: the composite signal (flows+sector+macro) tells you the institutional backdrop. In a bullish composite, longs get a tailwind; in bearish, favor shorts/hedges; neutral = stock-pick, don't bet the tape.
- Flow confirmation: strong 30d ETF inflows into BTC/ETH/SOL/XRP are an accumulation signal for perp longs in those majors — combine with your positioning/consensus inputs. Weak-flow coins (DOGE/DOT) have no institutional bid — treat with more caution.
- Sector tilt: rotate longs toward the leading sectors (GameFi, L2, AI) and watch laggards (RWA, NFT) for mean-reversion or avoidance. Check the 24h spread — wide spread = strong rotation regime.
- Leadership health: if the biggest caps (BTC 60% share, ETH 11%) lag while small sectors lead, the rally is narrow — expect choppiness; if leaders also lead, the move is broad and more durable.
- Sentiment extremes: Fear&Greed 75+ (extreme greed) = risk-off warning for chasing longs; 25− (extreme fear) = contrarian accumulation window. Mid-range = noise.
- Network activity: low BTC fees + low ETH gas = quiet chains = accumulation phase signature (moves often start quietly). Surging fees/gas = on-chain stress or demand spikes.
Data source: sosovalue.com snapshots (US crypto spot ETF dashboard, market metrics, sector performance). Snapshots refresh ~hourly; the composite signal is one deterministic reading of the snapshot — treat as context/corroboration, never as a standalone signal. All figures come from the pipeline JSON; nothing is fabricated.