Deep Signal VPIN (Volume-Synchronized Probability of Informed Trading) is a powerful market sentiment indicator designed to reveal when order flow becomes imbalanced and potentially “informed.” By analyzing the relationship between buying and selling volume, VPIN helps traders identify when the market is stable—and when it may be at risk of sudden volatility.
Unlike traditional indicators that rely on price alone, VPIN focuses on volume-driven behavior, giving you a deeper understanding of market conditions before entering a trade. Rising VPIN levels signal increasing order flow imbalance, often preceding sharp moves, liquidity shifts, or reversals.
Use Deep Signal VPIN as a pre-trade filter to avoid unfavorable conditions, confirm high-quality setups, and stay aligned with the true underlying market pressure.
Detects order flow imbalance using volume-based analysis
Identifies “toxic” market conditions driven by informed traders
Provides early warning of volatility spikes and potential reversals
Enhances trade timing when combined with Deep Signal indicators
Ideal for scalping, intraday, and swing trading environments
VPIN ranges from 0 to 1—lower values indicate balanced, stable conditions, while higher values signal increasing order flow imbalance and potential volatility.