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WLFI Whale vs Retail Delta

The WLFI whale vs retail delta: the share of top traders' WLFI position that is long minus the share of all accounts that are long, in percentage points. The chart runs back to 2020 on Binance and 2023 on Gate. Below it: where today's reading ranks in the past 30 days and year, and what price did after the year's most extreme readings.

WLFI whales are 10.8 pp less long than retail, the 79th percentile of the past year (Gate top traders' positions 53.5% long vs 64.3% of all accounts). The delta is up 1.5 pp in 24 hours, at the 98th percentile of the past 30 days. In the past year it ranged from -47.3 pp (7 Oct 2025) to +0.8 pp (18 Feb 2026). After the top 5% of hourly readings (above -5.9 pp), WLFI was higher 7 days later 17% of the time, median -2.8%, over 438 readings on 47 days. That describes the past and is not a trading signal.

Gate top traders vs all accounts8,757 hourly readings in the past yearAs of 13:00 UTC

WLFI whale vs retail Gate
-10.8 pp
top traders 53.5% longaccounts 64.3%
Percentile
79th of 1y
98th of the past 30 days24h change +1.5 pp
1-year range
-47.3 to +0.8
low 7 Oct 2025high 18 Feb 2026
Other exchange
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only Gate publishes both ratios for WLFI

WLFI top traders vs all accounts

Top trader positions long minus accounts long, pp

Chart: TradingView Lightweight Charts™

What WLFI did after extreme readings

8757 hourly readings in the past year
Readings Hours (days) 24h median 24h hit rate 7d median 7d hit rate
Top 5%: whales most long vs retail 438 (47) -0.2% n=438 42% -2.8% n=438 17%
Bottom 5%: whales least long vs retail 438 (22) -1.8% n=438 70% -12.6% n=438 81%

Top 5%: readings of -5.9 pp or more; bottom 5%: -31.1 pp or less. A hit is a rise after the top 5% (whales leaned long) and a fall after the bottom 5%. For comparison, across every hourly reading WLFI was higher 24 hours later 45% of the time (median -0.3%, n=8719) and 7 days later 38% (median -1.8%). Prices: Binance spot WLFI/USDT, hourly closes where this site recorded them, else daily closes. Readings cluster in episodes, so the samples overlap and are smaller than they look. This describes the past; it is not a trading signal and not financial advice.

How to read it. The delta is the share of top traders' WLFI position that is long minus the share of all accounts that are long, in percentage points. Retail accounts usually lean long, so the delta sits below zero much of the time; what matters is where it stands against its own history. The chart shows Binance and Gate separately. Compare every coin on the whale vs retail hub and the long/short ratio page.

WLFI whale vs retail FAQ

What is the WLFI whale vs retail delta?

The share of WLFI's top traders' combined position that is long, minus the share of all accounts with a WLFI position that are long, in percentage points. Top traders are Binance's top 20% of futures users by margin balance, weighted by position size; the accounts ratio counts every account once.

How is the "after extremes" table built?

We take the hourly readings of the past year, keep the highest 5% and the lowest 5%, and compare WLFI's Binance spot price at each reading with the price 24 hours and 7 days later: from hourly closes where this site has them, else from daily closes. The hit rate is how often price moved the way the whales leaned (up after the top 5%, down after the bottom 5%). Readings bunch together in episodes, so the number of distinct days is shown too.

Is it a trading signal?

No. The table describes what happened after past readings, before fees and funding, and a year holds only a handful of episodes. Nothing here is financial advice.