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ENGINE ONLINE/BTCUSDT +0.84%/SOLUSDT 95.00/9 LAYERS ACTIVE/SESSION NY
72
The Probability Engine

One number.
Nine layers of proof behind it.

Most tools fire an alert the moment an indicator blinks. Quantreef refuses to. An edge score only rises after trend, liquidity, order flow, macro and event guard independently support the setup — and after the engine tries to disqualify weak trades.

9 evidence layers200+ attributes scanned0 trades forced
v7-engine — live readoutSTREAMING
BTCUSDT76,600
current price · highest-probability path
Long pathQualified after confirmation
Short pathNot qualified
4H structure mapped
Liquidity sweep scanned
VWAP / RSI / MACD checked
Event guard reviewed
final reading
72%
▲ FIREWALL APPROVED · LONG BIAS
Order Flow Delta71%
Macro Regime69%
Entry stateWait retest

ILLUSTRATIVE READOUT — VALUES SHOWN ARE NOT A LIVE TRADING SIGNAL

Before you see a number

The deeper work most signal tools never do.

Quantreef does not raise probability just because price touched a level. The score improves only after data is cleaned, features are engineered, layers are scored, conflicts are resolved and execution filters pass.

01

Raw data

OHLCV, trades, bid/ask, funding, open interest, derivatives, macro, cross-market feeds.

02

Clean & align

Anomaly checks, time alignment, multi-source reconciliation, normalization.

03

Feature engineering

EMA stacks, RSI divergence, MACD slopes, ATR, CVD, liquidity walls, regime context.

04

9-layer scoring

Each layer reviews the market independently, then contributes with adaptive weighting.

05

Conflict resolution

When structure, liquidity, sentiment, order flow or macro disagree, overconfidence is dampened.

06

Event guard

CPI, FOMC, NFP, earnings and volatility windows can cap readings during unstable periods.

07

Correlation shield

Cross-asset correlation and divergence checks must agree before a setup can qualify.

08

Final output

Direction, entries, hard stop, targets and reasoning — released only after every check clears.

Complete architecture

Nine independent edge witnesses.

You see one clean edge score. Underneath, Quantreef breaks the market into nine independent layers so no single indicator can carry a weak trade idea.

01

Trend & structure

EMA 20/50/100/200RSI(14) divergenceMACD(12,26,9)HH/HL · LH/LL4h · 30m · 15m
Core
02

Fibonacci confluence

0.3820.500.6181.272 ext1.618 extAnchored VWAPPivot D/W
Core
03

Statistical volatility

ATR(14)Bollinger(20,2)Std-dev bandsVolatility regime
Core
04

Volume & liquidity

OBVCVDSpreadOrder depthImbalance %Liquidation heatmapLiq magnetsTurnover
Core
05

Sentiment index

Funding rateFunding 90d %ileOpen interestOI Δ 5m–24hLong/short ratioCrowding stateBasis / perpsFear & greed
Core
06

Order flow delta

Delta volumeTaker buy/sell volCVD slopeAbsorptionLiquidity wallsBook imbalanceFlow toxicity
Core
07

Macro regime

BTC.DDXYSPXQQQVIXUS10Y yieldsRisk-on/off
Institutional
08

Correlation shield

SPX/QQQ corr.Rolling betaDXYBTC dominanceCorrelation breakdownDivergences
Institutional
09

Event guard

CPIPCEFOMCNFPEarningsExpiryHalo window
Institutional
Architecture visual

What the 9-layer HTF engine looks like as a system.

The layers below are grouped visually so visitors can understand that the probability comes from stacked evidence rather than a single indicator.

Core 01

Trend & structure — multi-timeframe trend alignment and key structure.

Core 02

Fibonacci confluence — harmonic and Fibonacci level confluence.

Core 03

Statistical volatility — ATR-normalised volatility versus historical bands.

Core 04

Volume & liquidity — volume profile, open interest and liquidity pools.

Core 05

Sentiment index — funding rate, long/short ratio and fear & greed.

Core 06

Order flow delta — CVD, absorption and aggressive order detection.

Macro 07

Macro regime — BTC dominance, DXY correlation and risk-on/off.

Inst. 08

Correlation shield — cross-asset correlation breakdowns and divergences.

Inst. 09

Event guard — upcoming news, economic events and expiry.

Derivatives & liquidation intelligence

The futures market, read in real time.

Beyond price and structure, Quantreef now pulls the live derivatives picture for every supported coin. It feeds the volume & liquidity, sentiment and order-flow layers directly, and surfaces the liquidation map most retail tools never show.

liquidation heatmap — BTCUSDT perpLIVE
↑ 102.8k
$210M
↑ 99.5k
$128M
◉ 97.2k
now
↓ 95.1k
$146M
↓ 92.6k
$94M

Red = short-liquidation magnets above price · green = long-liquidation magnets below. Clustered notional shows the pull. Illustrative.

Open interest & funding

Total OIΔ 5m/15m/1h/4h/24hFunding bps/8h90d percentileSlope
Live

Positioning & crowding

Long/short ratioLongs crowdedShorts stackedSqueeze fuel
Live

Liquidation magnets

Nearest cluster ±%Cluster notionalStop-hunt riskDirection
Map

Order flow & toxicity

Book imbalanceTaker buy/sellCVD slopeFlow toxicity
Live

DERIVATIVES + LIQUIDATION DATA — REFRESHED CONTINUOUSLY. VALUES ILLUSTRATIVE.

Explainability

It shows the evidence.

Every reading shows what strengthened the edge, what capped it, and what confirmation is still missing — so the number is never a black box.

LayerPullReasoning
Trend & structure

Daily and 4H bias align with the setup.

Fibonacci confluence

Entry zone overlaps a measured retracement.

Volatility

Expansion demands a wider stop buffer.

Sentiment

Crowd positioning is slightly crowded.

Order flow

Liquidity path supports the direction.

Macro / event guard

An upcoming event caps overconfidence.

Macro regime

Risk-on regime confirms direction.

Correlation shield

Cross-asset correlation supports execution.

▲ raises reading · ▼ caps reading — illustrative; not a guaranteed outcome.

Calibration

Why the number can be trusted — and what it isn't.

The % is not a win-rate and not a price prediction. It's how many of the 9 evidence layers are actively supporting the setup right now — a measure of agreement, not a promise of outcome.

Each of Quantreef's nine layers is scored on its own evidence, so no single indicator is taken at face value, and the reading is capped when layers disagree or an event window is open. That's the entire point of the 69% line: it's where enough independent evidence agrees to act — not a guarantee that any one trade wins.

Probability ladder

Why Quantreef waits before calling edge.

Touching an entry zone is not edge. Quantreef waits for evidence to stack — and a no-trade is discipline, not failure.

Watchlistweak

Price is near a valid zone, but confirmation is incomplete. A setup exists; execution is premature.

Formingpartial

A sweep or rejection is visible, but the retest or close confirmation may still be missing.

Qualifiedtradable

Sweep, rejection and retest confirmed with acceptable structure — tradable if remaining filters pass.

Strongconfirmed

Full confirmation plus volume, momentum, execution quality and higher-timeframe alignment.

Institutionalrare

Rare alignment across structure, liquidity, order flow, macro regime, correlation shield and event guard.

How to read the score

Every bar tells you exactly where Quantreef stands — and why.

The engine will not release a trade below the Qualified line — every stage below that is preparation, not execution.

Score = evidence layers supporting the setup (out of 9)
Below 65% — Quantreef holds the trade
69%+ — entry guidance released
WatchlistWatchlist58%

Price is near a valid structure zone — a theoretical setup exists. But confirmation signals are incomplete and false-entry risk is elevated. Quantreef does not act here.

DevelopingForming64%

A sweep or rejection is visible on the chart — the setup is taking shape. The retest or close confirmation has not yet printed and higher-timeframe alignment may still be missing.

✓ Minimum tradable threshold — 69%
✓ TradableQualified69%

Liquidity sweep, rejection and retest are confirmed with acceptable market structure. Quantreef releases the entry zone, stop-loss level, and target structure. Execution filters (spread, session, slippage) must still clear.

✓✓ ConfirmedStrong73%

Full confirmation with volume alignment, momentum and higher-timeframe structure all in agreement. Order flow and macro regime layers in agreement. Tighter stop parameters and larger position sizing unlock at this level.

★ EliteInstitutional78%

Rare full alignment across all 9 layers — trend, liquidity, order flow, macro regime, correlation shield and event guard all confirmed. Occurs in fewer than 5% of qualifying setups. The highest confidence signal Quantreef can produce.

Scores shown are illustrative. Live readings update in real time as market conditions evolve.

The difference

A signal is not an edge engine.

Basic indicator tool

“RSI is oversold. Buy.”

No liquidity-sweep check. No 4H invalidation. No event guard. No spread or slippage filter. No order-flow read. No macro regime context. One indicator, one guess.

Quantreef institutional engine

Evidence first. Then a reading.

An RSI reset might be present — but Quantreef still checks trend lock, Fibonacci, ATR, VWAP, liquidity sweep, retest, order flow, funding, macro regime, correlation shield and event guard before the number is allowed to move.

Built on data. Driven by discipline.

Stop reacting to indicators.
Start reading the market.

Quantreef gives you one clean edge score — and shows the nine layers of work behind it.

Start free trial →How Quantreef works
Patent PendingQuantreef Probability Engine