The most expensive moment for a grid bot is the first few minutes of a sharp drop: every buy order fills on the way down. Grid Signal scans the latest candles on the 5-minute and 15-minute charts for the fingerprint of a flash crash:
- a large red candle — a drop of 1.5% or more, or a move three standard deviations below normal;
- at least 2.5 times the recent average true range;
- on a volume spike of 1.5 times normal or more.
When all three line up, the verdict switches to Hold off · Crash, no matter how good the other measurements look. It is a simple rule, and it exists because most grid disasters start exactly this way.
An AI second opinion — kept honest
Grid Signal can also ask an AI model how likely price is to reach nearby levels. Those estimates are shown next to a model-free volatility baseline, and every prediction is scored against what the market actually did afterwards, so you can see whether the AI is adding anything before you rely on it.