“When Moon, Sir?” Learn how the indicator works.
Moonwave is an econophysics- and macro-based forecast system for speculative markets. It combines an novel, econophysics-based demand-liquidity system with macroeconomic indicators to identify high-probability buy, sell, and volatility points as a visually-uncomplicated wave. Bitcoin (BTC) and NASDAQ (QQQ) each have a public record,.
The price of a speculative asset can be described as
Price = Risk Appetite × Liquidity
Risk appetite is how much risk investors are comfortable holding. Moonwave infers it from demand-liquidity waves in the order book. Liquidity is how cheap, meaning low-risk, money is right now. FXwave measures it in real time. A forecasted rise in risk appetite, offset by a drop in liquidity, is an invalidation.
Moonwave models the limit-order book as a layered, non-material fluid. Imbalances in resting liquidity create propagating pressure waves. These demand-liquidity waves move inward through two regimes — a fast, short-memory inner layer and a slower, long-memory outer layer — toward the mid-price.
Entry and exit signals are generated at statistically predictable depths and times where multiple waves arrive in phase. This produces either constructive interference (amplified directional momentum or breakouts) or destructive interference (momentum cancellation, equilibrium, or reversal).
The framework rests on the empirical observation that the fluctuation-dissipation relation holds in order-book data, making wave propagation, damping, and interference patterns repeatable rather than purely random. It draws directly from foundational econophysics work: Bachelier’s Théorie de la spéculation (Bachelier, 1900), the formalization of demand-liquidity wave dynamics in multi-agent markets (Bak et al., 1997), and the detailed treatment of the financial Brownian particle in layered order-book fluids together with fluctuation-dissipation relations (Yura et al., 2014). The papers are the theoretical grounding, not a test of this implementation: Bachelier’s Théorie de la spéculation (1900); Bak et al., “Price Variations in a Stock Market with Many Agents” (1997); and Yura et al., “Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations” (2014).
FXwave is the liquidity term in Price = Risk Appetite × Liquidity. It is a real-time reading of a basket of major currencies, and it places each forecasted demand-liquidity wave in current conditions. The 7-day trend is a moving average of that basket’s relative performance: positive means liquidity is expanding, negative means it is contracting. FXwave Instant is the same basket over one 4-hour candle. On that basis it can confirm or invalidate the wave. A forecasted rise in demand, offset by a drop in liquidity, is an invalidation. FXwave is not part of the papers cited above.
The wave model marks high-probability dates. FXwave Trend is the 7-day liquidity reading. FXwave Instant is the 4-hour reading, and it confirms or invalidates the date.
Buy (green ▲). A high-probability trough. FXwave positive means liquidity is expanding. Consider a long on pullbacks
Sell (red ▼). A high-probability peak. FXwave negative means liquidity is contracting. Consider a short on rallies
Volatility (yellow ◆). An elevated chance of a reversal or a volatility spike. On a confirmed volatility day, the demonstration Bitcoin (BTC) strategy cuts the open position in half. For a reader, that is a reason to reduce risk, not an order
Lighter green and red marks are the same call, moved by up to 24 hours when liquidity says the pivot is early or late. A green check is a confirmation. A red X is an invalidation: the wave forecasts a rise in risk appetite, and liquidity is falling.
The Strategy gauge is on the site now. It combines a weighted basket of factors into a simple Buy, Sell, or Hold reading. It is still in development and will keep evolving. It is not one of the audited books.
The demonstration BTC strategy is a worked example, one step of complexity above simple buy-and-hold. Other traders can use the same signals with their own rules.
Important disclaimer: Signals are educational, not financial advice. Trading can lose money. Past results do not predict later ones.
Two books are audited: Bitcoin (BTC) and NASDAQ (QQQ). Each has its own record. The numbers are not combined.
Bitcoin (BTC). Public 4-week forecasts since 19 October 2025 are on the Forecast Record. The rules-engine log since 24 December 2024 is btc-backtest.json. Those earlier rows count in the strategy score. They were not posted forecasts.
NASDAQ (QQQ). The book is on the QQQ Forecast Record. The public era has not started. It opens with the next executed trade.
Ethereum (ETH), Solana (SOL), and Dogecoin (DOGE) are in development and are not in a public ledger. Calls for them on X are not planned. Only BTC and QQQ have forecast records.
The Moonwave chart and signals are free, as are the Forecast Record and FXwave. There is no account, credit card, or usage limit. A paid Live tier may be added later, with real-time notifications and other features. A Feed API may be added later, for agents and for more sophisticated traders. Neither has a price yet.
The demonstration Bitcoin (BTC) strategy is a worked example of Moonwave signals, meant to be one step of complexity above simple buy-and-hold. Its machine-readable log is btc-backtest.json, and the same figures are on the dashboard and the Forecast Record. It uses 1x notional, enters on confirmation, holds the existing position on invalidation, cuts a position by 50% on a confirmed volatility day, and has a stop-loss per trade of −5%. A confirmed buy or sell closes the current position and opens the new one. An invalidated signal leaves it unchanged, and a flat book stays flat.
Two hit rates are published: a traditional, taken-trades-only hit rate, which only counts fills, and a headline system-accuracy rate. The headline rate evaluates the accuracy of the signals: a headline win is a profitable trade confirmed and taken, or a losing trade invalidated and avoided. A stop-loss hit is a loss on both rates. Signals while the strategy is in cash are neutral. Skipping a fill that would have lost counts in the headline hit rate, not in the taken-trades-only rate.
Rows from 24 December 2024 count in the strategy score. The public record starts 19 October 2025: each 4-week chart was posted on X before the window closed. Grok’s profit figures on that record were prompted by @moonwavepro. They are public accuracy checks, not a full audit, and they can disagree with the demonstration strategy.
The Moonwave NASDAQ (QQQ) demonstration strategy is a different book, at transparency-qqq.html and qqq-trades.json.
Each 4-week forecast is posted on X before the window closes, and the chart is the claim. Green ▲ is a buy, red ▼ is a sell, and yellow ◆ is volatility. Compare those dates with what price did, or with the two results on the Forecast Record: the Grok check prompted by @moonwavepro, and the demonstration Bitcoin (BTC) strategy. If that window lost money, the forecast missed. The signal log is btc-backtest.json.