Methodology and transparency

How the terminal ranks market conditions without promising results

SFB is a free information terminal. It converts public market data into explainable rankings, labels data quality and blocks execution-oriented outputs when inputs are stale, thin or inconsistent. It is not a brokerage, advisory service, managed account, paid trading room or audited performance product.

Open the terminalSecurity and dataRisk disclosure

Free access model

No registration, subscription wall, account login, deposit, seed phrase, exchange API key or order-routing permission is required for the default terminal experience.

Non-advisory output

Scores and labels are analytical context. They are not trade instructions, personalized advice, guaranteed outcomes or expected-profit estimates.

Quality before action

Live, stale, cached and reference states are separated. Execution-oriented candidates remain blocked when feed quality, liquidity or cost assumptions are weak.

Scoring architecture

What goes into a ranking

The exact UI score is an operational ranking, not a prediction. The purpose is to surface cleaner market conditions faster and penalize fragile setups.

1Data healthFreshness, endpoint availability, WebSocket activity, snapshot fallback and whether the asset is live, cached or reference-only.
  • Fresh feeds improve confidence.
  • Stale or blocked feeds reduce or lock outputs.
2Liquidity and spreadQuote volume, bid/ask spread, book depth and estimated slippage are used to separate watchable markets from thin markets.
  • Tighter markets rank higher.
  • Thin books create vetoes.
3Price behaviorMomentum, volatility, ATR, range position, support/resistance proximity and overextension are combined as market-structure context.
  • Continuation and mean-reversion contexts are labeled.
  • Extreme extension increases risk.
4MicrostructureRecent trades, aggressor pressure, depth imbalance and sweep proxies are used as short-horizon execution context where live streams are available.
  • Flow confirms or weakens a setup.
  • Noisy flow is not treated as certainty.
5Derivatives contextFunding, basis, open interest and spot/perpetual divergence are used to identify crowding, carry stress and dislocation candidates.
  • Funding extremes are warnings, not guarantees.
  • Basis can disappear before execution.
6Risk penaltiesThe terminal applies penalties for high spread, weak volume, stale data, excessive extension, crowded funding, concentrated exposure and poor reward/risk structure.
  • Penalties can block candidates.
  • Capital sizing remains the user's decision.

Claims boundary

What the site says — and what it deliberately does not say

AreaWhat SFB providesWhat SFB does not claim
Market dataPublic exchange data, fallback status and feed-health labels.Exclusive exchange data, privileged order flow or guaranteed uptime.
RankingCurrent-condition scoring based on data quality, liquidity, spread, volatility, flow and risk penalties.Audited profit expectancy, guaranteed ranking accuracy or future price prediction.
ArbitrageEstimated routes, fees, slippage assumptions and liquidity checks.Guaranteed fill, guaranteed profit or automated execution.
Risk toolsPosition-sizing frameworks, stress tests, vetoes and planning calculators.Loss prevention, personalized suitability review or portfolio management.
SupportOptional contribution route for users who value the free project.Paid tier, refund entitlement, private trading calls, advice, account management or priority returns.

Validation discipline

How to use the terminal professionally

Step ACheck feed state firstUse data health before reading any score. Cached or reference data is useful for context but should not be treated as a live execution condition.
Step BRead the vetoesA high score with a spread, liquidity, stale-feed or extension warning should be treated as incomplete until the warning clears.
Step CSeparate idea from orderSFB can surface a market worth reviewing; it does not decide entry, stop, size, leverage or suitability.
Step DRecord your own outcomesAny trader who wants performance evidence should keep an external journal and compare SFB context against realized fills, fees and drawdowns.

Why not publish a fake win rate?

Because a win rate without fills, fees, latency, slippage, leverage, position size, market regime and drawdown is usually misleading. The professional position is to show inputs, gates and assumptions instead.

Could the methodology evolve?

Yes. The terminal can improve modules, labels and scoring weights over time. Changes should preserve the same principle: free access, no custody, no paid trading-call promise and visible risk boundaries.