ROSE: CryptoKeyhole Fear & Greed Index: Component Scores

Shown as its Apr–Jun 2023 sample; the latest readings and full history are included with Plus.

The scores (0-100) of each component of the Oasis Fear & Greed Index.

Why use it. Shows what is behind the index: momentum, volatility, leverage, order flow, holder profit, exchange flows and attention can disagree, and the mix tells a different story from the total. How to read it. Each line is a component's percentile rank against its own past two years (inverted for volatility and exchange deposits, so a high score always leans to greed). A component without a line on a day did not score that day.

Calculation. A 0-100 sentiment reading for Oasis from 6 components of CryptoKeyhole's own data: price momentum, half (close / 30-day average - 1) plus half (close / 90-day average - 1), from the coin's own daily USD price closes; volatility, the standard deviation of the last 30 daily log returns, annualised; inverted, since unusually high volatility comes with fear; funding rates, the 7-day mean of the daily median across venues of each venue's perpetual funding rate (8-hour rate), from our Futures Perpetual Funding Rate (All) chart; open interest, the 30-day change of Bybit's perpetual open interest counted in coins (USD open interest / that day's close); Bybit is the venue whose public open-interest history reaches back years; taker flow, the share of Binance spot and perpetual volume bought by takers over 7 days (the mean of the two markets); the long/short account ratio, each venue's 7-day mean ranked against that venue's own past two years and the venues' scores averaged, so a venue whose collection began recently joins once it has a year of readings. Each component is scaled to 0-100 by its own history: the percentile rank of the day's raw reading among the coin's raw readings of the trailing 730 days, the day itself included, needing at least 365 of them: 100 x (readings below + half the other equal readings) / (readings - 1). Windows need most of their days (27 of 30, 81 of 90, 5 of 7). The index is the weighted mean of the components that score that day, with their weights rescaled to sum to 100; it is published when price momentum and at least two more components score and they carry at least half of the weight. Weights: momentum 25, volatility 15, funding 15, open interest 10, taker flow 10, long/short ratio 5, holder profit 10, exchange flows 5, attention 5, options implied volatility 10 (Bitcoin and Ether). No look-ahead: every window ends on the day it scores, and a late input (Wikipedia views) carries its latest score for at most three days. History is recalculated from the charts as they are published now, so a later correction of an input also corrects the days it touches. The open UTC day is a partial from each input's day so far, labelled partial until the day ends. Zones: 0-24 extreme fear, 25-44 fear, 45-55 neutral, 56-75 greed, 76-100 extreme greed. The hourly view applies the same method to completed UTC hours: momentum from the 30- and 90-hour averages, volatility from the last 30 hourly returns, and funding, open interest, taker flow, the long/short ratio and options implied volatility over hours, each ranked against its own trailing 730 hours (at least 365) and carried for at most three hours when late. Parts with daily inputs only (holder profit, exchange flows, attention) are left out of it and the weights rescale; each hour appears once it has ended and its price is published. Not available for ROSE: holder profit, exchange flows, attention, options implied volatility (no input with enough history), so their weight goes to the others. For Oasis, open interest from Bybit's daily open interest of the linear perpetual, read from 16 February 2024 and scoring from 16 March 2025; taker flow from the Binance perpetual's taker buy volume alone (the spot share joins once our spot reading has a year of history), read from 15 February 2024 and scoring from 17 February 2025; the long/short ratio from Bybit's daily account ratio, read from 16 February 2024 and scoring from 18 February 2025: these come from the venues' public data that CryptoKeyhole reads for its perpetuals coins, because our own charts of them began recently and a component needs 365 days of readings. Since 10 November 2026 the whole history is computed this way.