Syntalium Index: How It Works

The Syntalium Index is a composite market-condition score from 0 to 100, published per symbol and per timeframe. On the Markets page it appears both in the chart and in the gauge next to it, labelled “Syntalium Index” with the description “composite evidence strength.”

It is built from four structural components of the same closed-candle Market DNA metrics documented separately: trend, stability, volatility, and participation. Each component is weighted, then combined into a single 0–100 number:

Trend component — weight 35%

How strongly the evaluated trend strength ranks against its own recent history for that symbol and timeframe.

Stability component — weight 30%

The inverse of how disordered (high-entropy) the recent price series has been — lower entropy contributes a higher stability component.

Volatility component — weight 20%

The inverse of how large ATR % has been recently — calmer recent volatility contributes a higher volatility component.

Participation component — weight 15%

How far the taker ratio has drifted from a balanced 0.5 split, ranked against recent history — more one-sided participation contributes a higher participation component.

Each component is a percentile rank of the current closed candle against its own recent history for that exact symbol and timeframe — never against a different asset, and never against a different timeframe's history.

The Index is calculated exclusively from fully closed candles. A candle that is still forming is never included in the trend, entropy, ATR%, or taker-ratio inputs the score is built from. This is the same closed-candle discipline used everywhere else on Syntalium — the score describes what already happened by the time the evaluation ran, not a live, still-moving read of the current candle.

The Index has exactly four inputs, all sourced from Market DNA for that symbol and timeframe: trend strength, entropy, ATR %, and taker ratio. Nothing else — no order book data, no social sentiment, no model prediction, no price target, and no historical win rate — is part of this calculation.

A higher Index score means the current closed candle looks more structured relative to its own recent history: stronger measured trend, lower disorder (entropy), calmer recent volatility, and more one-sided participation. These are the conditions where structural market analysis tends to be more reliable — not a claim about which way price will move next.

A lower score means the opposite: choppier, more disordered, more erratic recent conditions, where structural analysis is inherently less reliable regardless of direction.

The Index score and its color/state are frequently misread as a trading signal. They are not. Specifically, the Syntalium Index does not mean, imply, or guarantee any of the following:

Not LONG or SHORT

The Index has no direction encoded in it. A high score can occur while the market is trending down just as easily as up — the score measures structure, not direction.

Not a price forecast

It does not predict where price will go next. It describes how orderly the already-closed data looked at evaluation time.

Not a probability of profit

The 0–100 scale is not a win probability, a confidence percentage, or an expected-return estimate.

Not a trade instruction

A high score is not an instruction to enter, and a low score is not an instruction to exit or avoid a symbol.

Not an exchange fill or guaranteed outcome

The Index says nothing about whether any order would fill, at what price, or with what result on any exchange.

The numeric score also maps to a state label, purely as a readable band of the same 0–100 number:

CLEAR — score 75 and above

The most structured band: strong trend ranking, low disorder, calm recent volatility, and clear participation, all relative to that symbol and timeframe's own recent history.

TENSE — score 50 to just under 75

A moderately structured reading — some combination of the four components is weaker than in a CLEAR reading.

WAIT — score 25 to just under 50

A less structured reading. More disorder, weaker trend ranking, or choppier recent volatility than the bands above.

NO-TRADE — score below 25

The label the scoring function uses for the lowest structural band. Despite the name, it is not a command — it does not open, close, or block any position by itself. It simply means the underlying closed-candle data looked the least structured of the four bands.

The Index needs a minimum run of consecutive, fully closed, clean candles for a symbol and timeframe before it will publish a numeric score at all. Until that minimum is reached, the API and the site report the honest state BUILDING_CLEAN_HISTORY (shown on the Markets page as “BUILDING HISTORY”) instead of a score. No number is estimated, interpolated, or borrowed from another timeframe or another symbol while history is still building.

The minimum required history and lookback window differ by timeframe, because a daily candle represents far more elapsed time than a 15-minute one:

15m and 1h

168 closed candles minimum (about 7 days at that cadence), ranked against up to a 720-candle (about 30-day) recent window.

4h

42 closed candles minimum (about 7 days at 4h cadence), ranked against up to a 180-candle (about 30-day) recent window.

1d

7 closed candles minimum (about 7 days), ranked against up to a 30-candle (about 30-day) recent window.