ETF Flow Spike
Events· DE: ETF-Flow-Spike
A spot-ETF net-flow day whose absolute magnitude exceeded the trailing 365-day 95th percentile for that asset — an outlier inflow/outflow relative to the asset’s own recent history.
Calculation
|total_net_flow_usd_m| > trailing-365d p95 (≥180 obs required). Threshold is trailing only (never full-sample). payload {value, threshold, window_days, n_obs}.
Unit & source
event · tradingstrategies.work Asset-Event-Layer (deterministic, look-ahead-free event stream) methodology
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.