Reference · Cross-asset validation

Cross-asset pack — does FibLab work outside crypto?

The audit's verdict: a method only validated on perpetual-futures crypto is exposed to a single venue's microstructure. This pack walks each FibLab concept through three other asset classes — equities, FX, commodities — and labels each as full transfer, partial transfer, or skip. Either the principles hold or they're crypto-microstructure artifacts. Either answer is valuable.

How to read this: the concepts that fully transfer are signal of genuine market-structure principles (likely to keep working as crypto's microstructure evolves). The concepts that don't transfer are signal of crypto-specific artifacts — useful while the artifact persists, dangerous to assume permanence on. The honest assessment is that some of the method's edge is structural and some is artifact-borrowed, and the matrix tells you which is which.

Per-asset deep-dives

US equities · RTH
TSLA / NVDA / SPY
Session-bounded. Gap risk overnight. Earnings as discrete events. No liquidations — but Wyckoff stopping volume mostly transfers.
FX · 24/5
EURUSD / GBPJPY / USDJPY
No retail liquidation cascade. Session handovers at Tokyo / London / NY are the structural rhythm. Smaller wicks; cleaner ranges; central-bank intervention as the equivalent of a "tin hat" event.
Commodities · 24/5
Gold / WTI / Copper
Inventory reports as discrete events. COT positioning as macro-overlay. Storage costs and contango/backwardation create their own structural levels — partially analogous to fib extensions.

The transfer matrix

Reading down each column tells you which FibLab concepts to keep when you trade that asset. Reading across each row tells you whether the concept is general or crypto-specific.

FibLab concept Crypto perp (baseline) Equities (RTH) FX Commodities
Holds & Breaks (engulfment) Full Full Full Full
Hard close vs wick poke Full Partial · gap risk distorts opens Full Full
Pure vs Non-Pure (TF detection) Full Full Full Full
Time & Levels Rule Full Full Full Full
Origin levels (failed-break flip) Full Partial · no liquidation cascade fueling reversal Partial · weaker reversal magnitude Partial · works near inventory events
Range trends vs Normal trends (retest asymmetry) Full Full Full Full
Time-arrayed trends (1:1:4 ladder) Full Partial · session boundary breaks the ladder overnight Full Full
Cycle trends (4-6 arrays) Full Full Full Full
Singularity levels Full Full Partial · less violent reactions Full
Liquidation heat map (Leviathan) Full · the asset class it was designed for Skip · concept doesn't apply Skip · no retail liquidations Skip · COT data instead
Tin Hat / Prime Days (event avoidance) Full Full · earnings + FOMC primary Full · CB days + NFP primary Full · inventory reports primary
Weekend trading (avoid thin liquidity) Full N/A · market closed N/A · market closed N/A · market closed
5-min scalping discipline Full Partial · only RTH; HFT noise heavier Partial · session-dependent Partial · low-liquidity hours unscalpable
Leverage philosophy (5-50x) Full · leverage available Skip · no retail leverage at this magnitude Partial · retail FX leverage 30-50x available, regulated lower in US/EU Partial · futures contracts have built-in leverage
Fib extensions (1.618 / 2.618 / 4.618) Full Partial · "stocks have less precise fib levels" (corpus admits) Full Full
Full transfer Partial transfer Skip / N/A

What the matrix tells you

The concepts in the top half of the matrix (holds, breaks, hard-close, pure-vs-non-pure, Time & Levels, range vs normal trends, time-arrayed, cycle counts) are fully transferable across all four asset classes. These are the genuine market-structure principles — they're going to keep working as crypto microstructure evolves, and they're worth investing your study time in.

The concepts in the bottom half (liquidation maps, leverage at 50x, weekend trading, 5-min scalping, even origin reversal magnitude) are crypto-microstructure-borrowed — they work because of where, when, and how crypto trades. They're useful while the artifact persists, but they're not load-bearing for the method's overall validity.

The honest read: roughly two-thirds of the FibLab method is genuine pattern recognition that survives porting to other markets. One-third is crypto-specific. That's a much better ratio than most retail methods (which are usually 100% asset-specific without admitting it), but it does mean you should expect a lower hit rate when porting — not because the method is broken, but because the cross-asset version doesn't get the liquidation-cascade boost.

Dominance & totals — reading crypto's internal rotation

FibLab reads the market caps directly, not BTC.D. BTC.D is deprecated (stables muddy it). Read TOTAL (whole market, incl. BTC) and TOTAL2 (excl. BTC; excluding stables too = pure alt risk). "Risk-on / risk-off" means STRENGTH, not direction — in a dump, risk-on just means alts dump LESS than BTC; they all still dump.

Daily macro routine (order matters): (1) safety dominance first — BTC.D / USDC.D / USDT.D; (2) then totals (TOTAL, TOTAL2); (3) then individual dominance / the SOL-BTC pair. Don't long alts if alts close back inside holds while BTC gains dominance.

Inflationary tokens: chart the market cap as well as the dollar price — an inflationary token's market cap can track BTC perfectly while its USD price struggles (supply is the drag, not demand). And macro-narrative weight on the chart itself = zero: "the chart is self-sufficient." (V89 @ 03:25:09; V91 @ 00:44:30.)

Companion reads: Failure modes · Time & Levels · Pure vs Non-Pure.