Delta Absorption — Signal Playbook

What it detects

Heavy aggressive flow hits the book but price does NOT move with it — a large buy run met by a resting ask-heavy book, or a sell run into bid-heavy support. Someone large is quietly absorbing the other side.

How Delta Absorption paints across a heatmap row — the colour language it speaks on the live map.

How to play it

Use it as scanner context, not an automatic entry:

• Absorption is a fade setup: aggressors are spending energy and getting nowhere.
• When buyers are absorbed at resistance, lean short; when sellers are absorbed at support, lean long.
• The absorbing side often becomes the next move’s direction.
• Wait for price to start rejecting away from the absorbed side.

Confirmation

What strengthens the read:

• Price holds despite the aggressive flow, then reverses.
• The absorbing side’s book pressure stays firm.
• A follow-on flip in the absorbing direction.

Invalidation

What kills it:

• The level finally breaks and price accelerates with the flow.
• The resting liquidity was pulled (it was never real absorption).
• Spread blows out as the level fails.

Risk & honest evidence

Respect the limits:

• Absorption can precede a violent break once the absorber is done.
• Hard to tell true absorption from a level about to fail in real time.
• Evidence: grounded in market-microstructure research. vyx's own live backtest is still accruing — treat this as scanner context, not a proven edge.