Bitcoin Trader Sentiment Analysis
Investigated whether Bitcoin market sentiment (Fear/Greed Index) predicts individual trader outcomes, using 104K+ real closed trades from Hyperliquid matched against 2,644 days of sentiment data. Traced win-rate differences down to whether they were whale-driven or broad-based before trusting any conclusion, then quantified sentiment's predictive power with a cross-validated classifier.
Limitation acknowledged: only 32 trader accounts — cluster-level conclusions are directional, not statistically conclusive. Correlation, not proven causation.