Why a whale order is not always obvious
A whale may not enter with one trade. Size can be split into slices, executed through TWAP and appear as a series of smaller actions. The chart may only show the result later.
That is why traders need to look beyond price: who is trading, how long the algorithm runs, how it affects the book and whether similar cases worked before.
- hidden execution
- algorithmic slices
- order book pressure
- delayed price reaction
Signals that matter
Size alone is not enough. Relative size, side, execution speed, price impact, wallet history and trend alignment matter more.
TWAP DETECT brings these signals into one workflow so traders can move from event discovery to decision faster.
- relative market size
- buy or sell side
- wallet win rate
- impact and strength
Where the risk is
Whales can be wrong, and a large order may be a hedge or part of a larger strategy. Whale tracking should be used as context, not as an automatic buy or sell instruction.
- do not copy blindly
- check liquidity
- consider market regime
- limit risk