DATA / AXTI / LONG/SHORT RATIO

AXTI Long/Short Ratio

Free AXTI long/short account ratio history from our continuous archive. Positioning extremes and 24h shift. No signup.

Percentile vs own historyP98 · Very high
Current2.39
24h change+5.82%
7d change+32.79%
Archive low1.05
Archive high2.78
Archive depth91 days · grows daily

Long/Short Ratio

The long/short ratio shows how retail accounts are positioned. Extreme readings mark crowded trades — historically, the crowd is worst-positioned exactly at extremes.

📊 What happened after past extremes

This coin · top-10% entriesNot enough historical events yet (n<8) — stats appear as the archive grows.
This coin · bottom-10% entriesNot enough historical events yet (n<8) — stats appear as the archive grows.
All 50 coins pooled · top-10%Last 288 entries → next 24h: median +0.42%, 56% closed higher
All 50 coins pooled · bottom-10%Last 275 entries → next 24h: median +0.04%, 50% closed higher

Computed from our own archive · event-study method: non-overlapping entries into the tail bucket, forward 24h price return

Public APIs cap OI/LSR history at 30 days. We log continuously — this archive deepens every day and cannot be reconstructed retroactively.

More · AXTI
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FAQ

What is the long/short ratio?

It is the ratio of accounts holding net-long vs net-short positions on Binance Futures. Above 1 = more longs; below 1 = more shorts.

How do traders use the long/short ratio?

Mostly contrarian: extreme crowding on one side historically marks poor risk/reward for the crowd, especially combined with funding extremes.

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