Bounded window
The configured time or row-limited slice analyzed; never the full account history.
Methods
Glossary and reading guide
Definitions used consistently across all pages.
Observed notional
The sum of size × price in API quote units; not P&L or wealth.
HHI
Σ market notional share². Higher values mean more concentrated observed notional.
Saturation
A page/window hit its API page-size boundary and may require subdivision.
Burst
A descriptive short-interval heuristic over retained trades, not an intent label.
Reversal/churn
Opposite observed directions close in time under a fixed heuristic.
Unknown metadata
A conditionId without resolved market metadata; never treated as non-crypto.