LIQUIDITY TIDE

THE METHOD // CLEARANCE: PUBLIC
← BACK TO THE MAP

WHY LIQUIDITY, NOT PRICE

Every cycle, the same sequence: liquidity moves first, assets reprice second, the narrative arrives third. By the time a move is a headline, the flow that caused it is weeks old. Global liquidity is a ~$188 trillion pool of balance-sheet capacity — when it expands, risk assets inflate; when it drains, they gasp. Crypto sits at the far end of the risk curve, which makes it the most liquidity-sensitive asset class on earth — the canary in the coalmine.

LiqTide does one thing: it watches the pool — the Fed, the US Treasury, the ECB, the Bank of Japan, the PBoC, Tether & Circle's mint desks, BlackRock's ETF complex — and renders the result as one map and one number, once a day.

THE CORE FORMULA — US NET LIQUIDITY

NET LIQUIDITY = WALCL − TGA − RRP

This is a proxy, not gospel — judged on 2–4 week persistence, never daily noise. Around it we layer the faster crypto-native signals: stablecoin supply (dry powder), spot-ETF flows (institutional bid), the broad dollar (the global funding constraint), and the SOFR−IORB spread (plumbing stress).

THE TIDE INDEX (0–100)

A weighted composite of liquidity impulses, each squashed to a −1…+1 score:

COMPONENTWEIGHTREADS
US net liquidity, 4-week change30%The core drain/inject impulse
Stablecoin supply, 7-day change25%Crypto dry powder loading or leaving
Broad dollar, 1-month change (inverted)15%Offshore funding pressure
ON-RRP release, 4-week10%Buffer feeding markets
Spot-ETF net flows, 5-day10%The BlackRock bid
BTC-dominance rotation, 30-day (inverted)10%Risk appetite down the curve

THE FIVE TIDE LEVELS — THE PLAYBOOK

What each band has historically been associated with, per the liquidity-cycle framework. This is a framework for thinking, not a trade signal.

BANDNAMETHE FRAMEWORK SAYS
0–19RIP TIDE Heavy drain. Capital preservation regimes: cash and quality outperform; the far end of the risk curve gets repriced hardest.
20–39EBB TIDE Liquidity receding. Defense favored: majors over alts, hedges (gold/BTC core) accumulated on weakness rather than chased.
40–59SLACK WATER Transition. The dollar usually breaks the tie. Position light, watch the Treasury calendar and stablecoin flows for the turn.
60–79FLOOD TIDE Liquidity rising. Risk assets historically get the wind at their back; rotation extends from majors outward as dominance falls.
80–100SPRING TIDE Maximum inflow. The phase fortunes get made in — and the phase that breeds the excess the next drain punishes. Euphoria is a signal too.

The regime tracker (ACCUMULATION → MOMENTUM → SPECULATION → TURBULENCE) maps the same cycle by the trend of net liquidity: 13-week direction vs 4-week direction. Late-cycle phases see commodities and defensive rotation lead; early phases favor duration and beta.

DATA SOURCES — ALL PRIMARY, ALL VERIFIABLE

Nothing proprietary, nothing hidden — the edge is the synthesis and the discipline of looking every single day.

FREE API

The full daily payload is open. Build with it; we ask only for attribution (a link to liqtide.com).

GET https://liqtide.com/data/latest.json

Includes: net-liquidity series, TGA/RRP/reserves, stablecoin supply, BTC + dominance, ETF flows, dollar index, the Tide Index with component scores, regime, the 11 flow vectors and the active signal list. Refreshed daily ~22:45 UTC.

EMBED THE TIDE

Put the live Tide Index on your own site or dashboard:

<iframe src="https://liqtide.com/embed.html"
        width="440" height="96" frameborder="0"
        title="LiqTide — Tide Index"></iframe>

CAVEATS — READ THIS

Net liquidity is a proxy. Lead/lag relationships between liquidity and price are real but unstable, and partly debated. Nothing on this site is investment advice; it is an analytical visualization of public data. The tide tells you the conditions — you sail your own boat.

← BACK TO THE MAP