Definition
#Measures how much the current 5-minute volume intensity diverges from the 15-minute intensity baseline. Detects fast short-horizon expansion in activity before the slower window has time to absorb it.
Formula & calculation
#First compute rolling intensity ratios:
Then compute acceleration:
Rolling Intensity Ratio(w) = ((Current Window Volume + Live Volume) / (Historical Mean Volume per Minute × Window Minutes)) × 100Then compute acceleration:
(5m Rolling Intensity Ratio / 15m Rolling Intensity Ratio) × 100Units & range
%. 100% means 5m intensity matches 15m intensity. Values above 150% are a reliable early-alert threshold.
Interpretation
#Values above 100% mean the last 5 minutes are running hotter than the 15-minute baseline. The 5m window picks up the burst before the 15m has had time to absorb and average it away, so a high reading here is an early signal, not a confirmed one. If this spikes and the 15m is already elevated, you're seeing persistence. That's the stronger setup.
Practical usage
#Early alert, not a standalone signal. Add a notional floor: micro-acceleration on negligible volume is noise. When it fires alongside an already-elevated 15m, the burst has persistence behind it. That's the setup worth acting on.
Common mistakes
#Frequent interpretation traps and misuse patterns to avoid when applying this metric.
- Using it without a minimum liquidity or notional filter.
- Treating it as a directional signal when it measures speed of activity, not which side is driving it.
