Vanguard Signal Framework
Confluence • Regime Awareness • Conflict Suppression
Three weighted scores built from Vanguard Agent — an automated bot that logs hourly market data for SUI. Every condition, weight, and threshold is documented below. No black box, no points that disappear.
The core idea
Many signal systems collapse market structure into a single number and call it a buy or sell. That often creates noise. Markets have phases — accumulation, momentum, distribution — and the right action depends on which phase you're in.
SUI Desk uses three separate scores, each measuring a different phase. The scores don't tell you what to do — they tell you where the market is. The entry signal fires only when two phases confirm simultaneously.
Entry Signal = Value ≥ 1.5 AND Momentum ≥ 4.5
Value present + momentum confirmed. Both must fire. Neither alone is enough.
Measures how oversold SUI is across multiple timeframes. When this score is elevated, price is statistically compressed — but compressed can stay compressed. High value score alone is a falling knife, not a buy signal. It's context for the Momentum score.
RSI 14D below 40
14-day RSI (computed from 336 hourly candles) below 40. Macro oversold — the biggest timeframe signal.
RSI 14H below 40
Short-term RSI below 40. Confirms the macro read with intraday weakness.
Bollinger Band position bottom 25%
Price in the bottom quarter of the 20-period Bollinger Band. Statistically compressed — mean reversion territory.
Stochastic RSI oversold (K < 20)
Highest weight in the value score. Stoch RSI below 20 indicates selling exhaustion — not just cheap, but sellers are running out of steam.
Price below VWAP Daily
Structural context. Price below the volume-weighted average price anchored to today's open means the average holder today is underwater.
Measures momentum confirmation — the market was oversold and is now turning. This is the active signal. When it crosses 4.5 alongside any value score ≥ 1.5, the entry signal fires. Early sample: 6/8 instances above threshold showed positive 12h and 24h returns (small sample — interpret cautiously).
VWAP Reclaim
Highest weight in the system. Price crossed from below to above VWAP Daily in the last hour. A structural shift — the average daily holder just went from underwater to profit.
RSI turning up
RSI 14H was below 40 at any point in the last 6 hours AND is now above 40. Momentum is reversing, not just bouncing. In backtest: strongest individual condition at +1.49% avg 12h return when firing.
Bollinger Squeeze break above VWAP
Bollinger Bands were squeezing (low volatility coiling) and just expanded — with price above VWAP Daily. Directional squeeze release upward.
Volume spike (rank > 60th percentile)
Current hour volume ranks above 60% of the last 90 days of hourly candles. Volume confirming the move — not a low-liquidity fake-out.
SUI leading BTC or SOL
SUI's 1H return is outperforming BTC or SOL. When SUI leads its peers, the move has SUI-specific demand behind it, not just macro tail wind.
BTC calm (realized vol < 50%)
BTC's annualized 24H realized volatility below 50%. Clean macro environment — SUI signals are more reliable when BTC isn't in chaos mode.
Measures how extended and overheated the market is. When multiple distribution conditions stack simultaneously, the market has historically dropped.
Early sample at ≥ 5.0
5/5 historical occurrences above threshold preceded price declines — avg −2.7% at 12h, −4.6% at 24h. Small sample, interpret cautiously.
Price extended > 5% above VWAP Weekly
Price isn't just above the weekly VWAP — it's stretched more than 5% above it. Extended, not trending.
Stochastic RSI overbought (K > 80)
Stoch RSI above 80. Mirror of the value score's oversold signal — buying exhaustion at the top.
SUI underperforming BTC and SOL
SUI lagging both peers simultaneously. Price may be elevated but the relative strength is gone — distribution into strength.
RSI 14H overbought (> 70)
Short-term RSI above 70. Threshold set at 70 not 65 — 65 fires mid-trend, 70 is actual overbought territory.
Bollinger Band position top 25%
Price in the upper quarter of the Bollinger Band. Confirms the extension isn't just a price level — volatility-adjusted overextension.
BTC volatility elevated (> 60%)
BTC realized volatility above 60%. Elevated macro vol during an extended SUI price = higher risk of sharp reversal.
Funding rate elevated (> 0.0005%)
Perpetual funding rate positive and elevated — longs are paying shorts. Crowded long positioning is a contrarian warning.
Entry signal & conflict logic
🚨 Entry Signal
Value ≥ 1.5 AND Momentum ≥ 4.5
The only actionable trigger. Value must be present (some oversold conditions) AND momentum must be confirmed (turning up with volume). Neither alone is enough — this is the filter that removes false signals.
⚠️ Signal Conflict
Distribution Risk ≥ 5.0 AND Momentum ≥ 4.5
When both sides are elevated simultaneously, the market is sending contradictory signals. The entry signal is suppressed — treat as neutral/flat until one side resolves.
Data & methodology
Source: Vanguard Agent — a Python bot running on a Mac mini, fetching CoinGecko price data, Binance US OHLC candles, and TradingView indicators via MCP every hour.
History: 684 hourly entries spanning 28 days (March–April 2026). All scores retroactively computed from raw logged fields using the same logic as the live bot.
Validation: Each entry paired with forward price returns at +4h, +12h, +24h. Win rate and average return computed per score bucket.
Weights: Set based on backtest results and market logic — not from a pure regression. The data is too short for reliable regression coefficients. Weights will be updated as more data accumulates.
Updates: Dashboard refreshes every hour. Scores update in real time as Vanguard Agent writes new entries.
These signals are probabilistic market context, not trade recommendations. · Back to dashboard