DATA / DOS / LONG/SHORT RATIO

DOS Long/Short Ratio

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

Percentile vs own historyP8 · Normal
Current0.9506
24h change-17.83%
7d change-30.11%
Archive low0.7837
Archive high2.19
Archive depth146 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 373 entries → next 24h: median -0.02%, 50% closed higher
All 50 coins pooled · bottom-10%Last 341 entries → next 24h: median 0.00%, 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.

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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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