Why the wallet matters
A large TWAP from an unknown participant and a TWAP from a wallet with repeated history are different events. Wallet context helps explain whether the current order is random noise or part of recognizable behavior.
TWAP DETECT connects the algorithm with similar historical cases so traders can read the current event in context.
- wallet history
- repeated patterns
- similar setup win rate
- relative market size
Metrics to review
Useful wallet tracking is not only about size or PnL. Traders should review previous TWAP behavior, post-entry range, reaction speed and whether the signal aligns with the broader market.
- similar TWAPs
- historical range
- price reaction
- BTC context
How to use it safely
Wallet tracking does not mean blind copying. It is a quality filter: if wallet history, order size and market impact confirm each other, the setup can move to a watchlist.
- do not copy blindly
- check impact
- compare with chart
- control risk