A field key · futures & perpetuals

The Futures Edge Tree

Every setup is a claim about where the money comes from. The map draws the whole territory; the ranking scores each family as a game; the crowding chart shows where the players actually are. Ratings are v2 — adversarially revised: two independent adversaries attacked every cell, a third ran the convergence check, and the crowding axis is the median of three blind raters.

ROOT — who is on the other side of your P&L?
Someone paying for direction they lack (1) · a related contract mispriced against yours (2) · a holder paying a recurring toll (3) · someone mispricing future movement (4) · an impatient taker crossing the spread (5) · a forced convergence (6).

The map

Thirty-two setup families around one root. Node color is the game score — darker (light mode) / brighter (dark mode) is a better game. Hover any node for its P·R·A·C breakdown.

< 2.6 poor game 2.6–2.9 2.9–3.15 3.15–3.45 ≥ 3.45 best games

The ranking — which game to playV2 · POST-ADVERSARIAL

Score = 0.5·P + 0.3·R + 0.2·A (each 1–5). P — probability a dedicated non-institutional trader who plays this family ends up with real positive expectancy after costs, unconditional (if the door is shut, P is low — the round-1 adversaries killed the earlier conditional scoring that let gated games rank on edge no solo can touch). R — payoff shape. A — accessibility. C — crowding (5 = saturated relative to capacity, 1 = deserted); shown, deliberately not in the score — it is the second axis, charted below.

#GameScoreΣ PRA C

Adversarial round changes: funding capture demoted from co-#1 (P 4.5→3.5 on post-2024 institutionalization, R 2.5→2 on the exchange-ruin tail); market making, latency, and replication arb collapsed to the bottom (unconditional-P fix); trend following P 4→3.5 (behavioral survival haircut); basis and roll-yield trimmed (ETF-era compression, carry-as-tail-risk); long-vol R 4.5→3.5 (retail overpays for wings); breakouts R 3→3.5 (same cut-losses shape as trend); macro A 2→3.5 (micros make it accessible — the barrier is informational and already priced in P). Two families the reviewers found missing were added: session & seasonal timing, and liquidation-engine participation.

Odds × crowding — where the good games are still empty

The second axis you asked for: vertical = P (your odds of real edge), horizontal = C (how many players are already there). The prize is the upper-left — decent odds, few players. Hover any dot for detail.

The decision tree — reaching a top-5 game

The same six counterparties, read as a decision: start at the root, choose who pays your edge, follow the branch. Only three branches carry a top-5 family (solid path, gold-ringed leaf); the other three are pruned — their best family never clears the cut (dashed).

◆ TOP 5 — WHERE THE EDGE ACTUALLY ISROOTwho’s on the other side of your P&L?ONE SPLIT · SIX COUNTERPARTIES1Direction2Relative value3Carry & income4Volatility5Microstructure6Arbitragebest · Short vol 2.80best · Order-flow 2.75best · Crypto conv. 2.851Trend following3.552Positioning3.454Crypto X-sec RV3.203Roll-yield3.205Funding capture3.15
Root / counterparty Branch — a decision Game — shaded by score Top-5 rank path to a top-5 game pruned branch

The read: every path to a top-5 game runs through Direction, Relative value, or Carry & income — the counterparties who pay a structural toll (a persistent trend, a mispriced relative, a recurring carry). Volatility, Microstructure and Arbitrage are pruned: post-2024 a solo trader there is usually the food, so even their best family stalls below the five.

The verdict — v2, after the adversarial loop

Best game outright: systematic trend following (3.55) — the only family whose score survived both adversaries near-intact. Positive skew, century-scale evidence, moderate crowding against vast capacity. Its price is behavioral: years of chop, every signal taken.

The prize quadrant (P ≥ 3, C ≤ 3): positioning extremes (the headliner — public data, confirmed marker in your own registry, and still only moderately used), trend following, crypto cross-section RV, gap fills, calendar spreads, processing spreads, and vol relative value. Decent odds, and the crowd hasn't arrived.

The demotion that matters: funding capture fell from co-#1 to ~#5. The odds are still good — but C = 5: Ethena-scale vaults and ETF-era basis desks industrialized the toll booth after 2024, and its tail is loss-of-entire-stack. Good game, long queue, ruin-shaped risk.

The trap, unchanged: the most crowded corners with the worst odds — structure frameworks, breakouts, scheduled-event scalping, exhaustion fades (still rank-last among directional games). Popularity is a cost. The uncrowded-but-unproven curiosities — long volatility, session & seasonal timing — are empty for a reason worth testing, not assuming.

The full key

1Direction net long or short — paid when price goes your way
1.1 Continuation — the move is real; join it

Breakouts

  • Range / Donchian breakout — close beyond an N-bar extreme
  • Volatility-contraction breakout — squeeze, coil, NR7; low vol resolves violently
  • Opening-range breakout — first-hour extremes as the session's fault lines
  • Channel & trendline breaks — structure failure as fuel
  • Flag / pennant continuation — shallow pause after an impulse leg
  • Breakout–retest entry — enter on the pullback that holds the broken level
  • New-high momentum — 52-week / all-time-high breaks; no overhead supply

Pullbacks in trend

  • Moving-average tag — 20/50 EMA touch in an established trend
  • VWAP / anchored-VWAP pullback — institutional cost-basis defense
  • Fibonacci retracement zone — 38–62% givebacks of the impulse
  • Higher-low after break of structure — first retrace once trend confirms
  • First pullback after displacement — buy the dip into the fresh imbalance

Systematic momentum

  • Time-series momentum — CTA trend following; long what's up, short what's down
  • MA-crossover systems — slow regime filters with mechanical entries
  • Cross-sectional momentum — long leaders / short laggards within a universe

Ignition

  • Gap-and-go — open beyond prior range that refuses to fill
  • News / listing momentum — ride the first hours of a repricing
  • Volume-surge ignition — participation spike confirms the impulse
1.2 Reversal — the move is exhausted or false; fade it

Exhaustion fades

  • Parabolic / blow-off fade — short the vertical run-up as it stalls
  • Pump-sequence exhaustion — each pump smaller, costlier, weaker
  • Oscillator divergence — price high, momentum lower-high
  • Overextension fade — N·ATR or band-distance stretch from mean

Failed moves

  • Failed-breakout fade — the fakeout; trapped traders are the fuel
  • Sweep-and-reclaim — stop-run through a level, immediate reclaim
  • Wyckoff spring / upthrust — terminal shakeout at range extremes

Climax reversals

  • Capitulation / volume climax — panic volume plus outsized range
  • Liquidation-cascade V-reversal — buy the forced-seller vacuum after the flush

Range & level reversion

  • Range-extreme fade — sell the top / buy the bottom of a balanced bracket
  • Support / resistance bounce — reaction at prior reaction levels
  • Value-area fade — auction rejects price outside accepted value

Gap trades

  • Opening-gap fade — index futures gap-fill statistics
  • Displacement-gap / FVG fill — price returns to settle untraded pockets
1.3 Structure & auction frameworks — the lenses that generate the entries above

Supply / demand & imbalance (SMC family)

  • Order-block retest — last opposing candle before the impulse
  • Breaker / mitigation blocks — failed blocks flipped to the other side
  • Fair-value-gap entry — trade into the imbalance, exit at its fill
  • Liquidity-void traversal — thin zones traverse fast once entered

Market & volume profile

  • Value-area rotation — 70%-of-volume zone as the auction's home
  • Poor high / low repair — unfinished auctions get revisited
  • Single-print & naked-POC magnets — untested prices attract
  • Initial-balance extension — session-type forecasting from the first hour
  • Open types — open-drive vs open-auction tells conviction early

Wyckoff

  • Accumulation / distribution schematics — phase-mapping the range
  • Spring → test → sign-of-strength — the long entry sequence
  • UTAD → last-point-of-supply — the short mirror

Classical patterns & levels

  • Head & shoulders, double tops/bottoms, wedges, triangles
  • Prior day / week high–low, session opens, pivots, round numbers
1.4 Macro & fundamental — direction from outside the chart
  • Rates-cycle trades — central-bank path via STIR / bond futures
  • Commodity supply–demand — inventories (EIA), crops (USDA/WASDE), weather, OPEC
  • Equity-index macro — liquidity regimes, earnings-season beta
  • Crypto-native fundamentals — unlock/emission schedules, ETF flows, halving cycles, stablecoin supply
  • Positioning extremes — COT report tails; funding / OI / long-short crowding
1.5 Event-driven — known catalysts, unknown outcomes

Scheduled

  • Data-release playbooks — CPI / NFP / FOMC: pre-drift, post-release momentum, or fade
  • Report reactions — inventory & crop numbers vs consensus
  • Contract events — expiry pins, settlement plays, roll windows, index rebalances
  • Listings & delistings — crypto perp lifecycle trades

Unscheduled

  • News scalps — hacks, depegs, regulatory headlines
  • Liquidation cascades — trade the flush itself, or its aftermath
1.6 Flow anticipation — front-run flows that must happen
  • Resting-liquidity raids — trade toward stop clusters at equal highs/lows
  • Liquidation-level maps — enter toward dense leverage, exit into the flush
  • Dealer-gamma flows — GEX pinning and unpinning, OPEX windows, max-pain drift
  • Rebalance flows — month-end stock/bond rebalancing, commodity index roll pressure, leveraged-ETF end-of-day flows
  • Crowding squeezes — long the crowded short into forced covering
1.7 Time & seasonality — edges keyed to the clock, not the chart
  • Overnight / session drift — documented close-to-open vs intraday return asymmetries
  • Day-of-week & weekend effects — thin-liquidity weekend drift in crypto
  • Turn-of-month / rebalance windows — recurring calendar flows
  • Commodity seasonals — heating-oil winters, harvest pressure, driving season
2Relative value long one contract, short a related one — paid on the spread
2.1 Calendar spreads — same market, different date
  • Contango / backwardation trades — bull and bear calendars on curve shape
  • Expiry-convergence spreads — front vs deferred into settlement
  • Seasonal calendars — old-crop/new-crop, winter/summer energy
  • Perp vs dated-future spread — funding leg against a fixed-basis leg
2.2 Processing & inter-commodity — the economics between products
  • Crack spread — crude vs gasoline/heating oil (refinery margin)
  • Crush spread — soybeans vs meal + oil (processor margin)
  • Spark / dark spread — gas or coal vs power
  • Feed spreads — cattle/hogs vs corn
  • Substitute ratios — gold/silver, Brent/WTI, corn/wheat
2.3 Index, sector & crypto cross-section
  • Index spreads — NQ/ES, RTY/ES; growth-vs-broad relative bets
  • Country spreads — one nation's index against another's
  • ETH/BTC and alt-vs-BTC spreads — crypto's core relative trade
  • Dominance rotation — majors vs alt baskets by regime
  • Long-strong / short-weak books — cross-sectional strength baskets
2.4 Statistical arbitrage — mean reversion between cointegrated things
  • Pairs trading — z-score entries on a cointegrated pair
  • Basket mean reversion — one contract vs its synthetic replica
  • Factor-neutral books — momentum / carry / value across futures, beta hedged
2.5 Curve shape (rates) — trade the yield curve itself
  • Steepeners / flatteners — two points on the curve against each other
  • Butterflies — belly vs wings; curvature bets
  • Invoice spreads — bond futures vs swaps
3Carry & income paid a recurring flow just for holding the position
3.1 Funding capture (perpetuals) — the toll crowded longs pay
  • Delta-neutral funding farm — long spot, short perp; collect funding riskless-ish
  • Cross-exchange funding netting — short where funding is rich, long where it's cheap
  • Funding-sign momentum — hold direction only while being paid to
3.2 Roll yield — the curve pays you to wait
  • Short-contango harvest — the classic VIX-futures roll-down trade
  • Long-backwardation harvest — positive roll in tight physical markets
  • Optimized roll selection — choose the contract month with the best carry
3.3 Basis & collateral — cash-and-carry economics
  • Cash-and-carry to expiry — spot vs future locked to convergence
  • Reverse cash-and-carry — the mirror when futures trade cheap
  • Treasury basis — CTD optionality against bond futures (professional)
  • Cash equitization — futures for exposure, T-bill yield on the freed cash
4Volatility paid on the size of the move, not its direction
4.1 Long volatility — buy movement when it's underpriced
  • Pre-event straddles — options-on-futures ahead of binary catalysts
  • Bracket-stop breakout straddle — futures-only long-vol replication: stops both sides of a coil
  • Gamma scalping — long options, delta-hedged with the future
  • Tail hedges — cheap deep wings against regime breaks
4.2 Short volatility — sell movement when it's overpriced
  • Post-event vol crush — sell the inflated premium into the release
  • Range-regime premium selling — condors/strangles while the auction balances
  • Expiry pin trades — fade movement into heavy open-interest strikes
4.3 Volatility relative value & overlays
  • VIX term-structure trades — front vs back vol futures
  • Dispersion — index vol vs components; BTC vol vs alt vol
  • Vol targeting / risk parity — leverage scaled inversely to realized vol
5Liquidity & microstructure paid for providing liquidity or reading the book faster
5.1 Market making — earn the spread, manage the inventory
  • Two-sided quoting — capture bid–ask; the adverse-selection fight
  • Maker-rebate harvesting — fee-tier economics as the edge
  • Inventory-skewed quoting — lean quotes to shed unwanted position
5.2 Order-flow reading — the tape as the signal
  • Order-flow imbalance / delta — aggressive buying vs selling pressure
  • Footprint absorption — big passive size eating aggression at a level
  • Cumulative-delta divergence — effort without result at extremes
  • Iceberg & large-lot detection — hidden participants leave prints
5.3 Execution & auction games
  • TWAP/VWAP anticipation — trade ahead of predictable algorithmic flow
  • Closing-auction imbalance — fade or join the published imbalance
  • Settlement-window behavior — flows pinned to the marking period
  • Cross-venue latency arbitrage — the fastest read of the same price (HFT)
5.4 Liquidation-engine participation — be the mechanism, not its prey
  • Liquidator bots — race to close underwater positions for the fee (on-chain: an MEV gas war)
  • Backstop / insurance vaults — passive last-resort liquidity paid in liquidation flow
  • ADL & socialized-loss awareness — position for, or defend against, the clawback mechanics
6Arbitrage a mispricing with forced convergence — near-riskless when pure
6.1 Replication arbitrage — the future vs what it's made of
  • Index arb — futures vs the replicating basket or ETF (ES vs SPY)
  • FX futures vs spot-forward parity — covered-interest deviations
  • Single-name futures vs the underlying
6.2 Convergence & cross-venue
  • Expiry-basis convergence — basis must die at settlement
  • Perp / dated / spot triangle — three prices of one asset kept honest
  • Cross-exchange gaps — same contract, different venue, regional premia
  • DEX-perp vs CEX-perp — on-chain vs off-chain funding and price
  • Funding-vs-borrow arb — perp funding against the spot borrow rate

The multipliers — axes, not branches

Holding period

sub-second → scalp → intraday → swing → position → cycle. Every leaf exists at several of these.

Decision engine

discretionary read → rules-assisted → fully systematic → ML ensemble.

Market family

rates · equity index · FX · energy · metals · agriculture · crypto dated · crypto perpetual (funding replaces expiry).

Risk posture

outright · spread-hedged · delta-neutral · market-neutral book. The same idea, four ways to wear it.

The standing rule

A leaf on this tree is a hypothesis, not an edge. Your own record: every setup that was measured properly either died to a null or shrank to a risk marker — and the ones that survived did so only after vol matching, era splits, and cost accounting. Before trading any leaf: name the counterparty, name the null, pre-register the look, and price the sweep.