Wall Extreme — Signal Playbook

What it detects

A heavily one-sided order book (bid or ask pressure ≥ 60) that is also rare for this pair (top/bottom decile). The book is leaning hard — and unusually so.

How Wall Extreme 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:

• Treat a fresh Wall Extreme as a magnet, not an entry — it marks where size is resting.
• Read the side: a bid-side wall acts as support/demand, an ask-side wall as resistance/supply.
• Wait for price to reach the level and react before doing anything.
• Coordinated walls across correlated majors are far stronger than one isolated print.

Confirmation

What strengthens the read:

• Price rejects cleanly off the wall’s side.
• Spread stays tight — real liquidity, not a thin-book artifact.
• The reading persists for more than one candle.

Invalidation

What kills it:

• Imbalance falls back below ~40 or flips sides.
• Price accepts straight through the wall — it was pulled or absorbed.
• Spread widens, degrading both the read and execution.

Risk & honest evidence

Respect the limits:

• Displayed walls can be spoofs — pulled before they ever trade.
• Extreme readings can persist far longer than feels reasonable.
• Evidence: grounded in market-microstructure research. vyx's own live backtest is still accruing — treat this as scanner context, not a proven edge.