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HANA Whale vs Retail Delta

The HANA whale vs retail delta: the share of top traders' HANA position that is long minus the share of all accounts that are long, in percentage points. The chart holds Gate readings since 8 Nov 2026 only, when this site started recording HANA. Below it: where today's reading ranks in the past 30 days and year, and what price did after the year's most extreme readings.

HANA whales are 25.9 pp less long than retail (Gate top traders' positions 46.8% long vs 72.7% of all accounts). The delta is down 7.7 pp in 24 hours. Since 8 Nov 2026 it ranged from -30.5 pp (9 Nov 2026) to -10.2 pp (8 Nov 2026).

Gate top traders vs all accounts43 hourly readings in the past yearAs of 00:00 UTC

HANA whale vs retail Gate
-25.9 pp
top traders 46.8% longaccounts 72.7%
Percentile
— of 1y
— of the past 30 days24h change -7.7 pp
Range since 8 Nov 2026
-30.5 to -10.2
low 9 Nov 2026high 8 Nov 2026
Other exchange
—
only Gate publishes both ratios for HANA

HANA top traders vs all accounts

Top trader positions long minus accounts long, pp

Loading chart…

Chart: TradingView Lightweight Charts™

What HANA did after extreme readings

This needs at least 30 days of hourly readings for HANA; the table appears once there are enough.

How to read it. The delta is the share of top traders' HANA position that is long minus the share of all accounts that are long, in percentage points. Retail accounts usually lean long, so the delta sits below zero much of the time; what matters is where it stands against its own history. The chart shows Binance and Gate separately. Compare every coin on the whale vs retail hub and the long/short ratio page.

HANA whale vs retail FAQ

What is the HANA whale vs retail delta?

The share of HANA's top traders' combined position that is long, minus the share of all accounts with a HANA position that are long, in percentage points. Top traders are Binance's top 20% of futures users by margin balance, weighted by position size; the accounts ratio counts every account once.

How is the "after extremes" table built?

We take the hourly readings of the past year, keep the highest 5% and the lowest 5%, and compare HANA's Binance spot price at each reading with the price 24 hours and 7 days later: from hourly closes where this site has them, else from daily closes. The hit rate is how often price moved the way the whales leaned (up after the top 5%, down after the bottom 5%). Readings bunch together in episodes, so the number of distinct days is shown too.

Is it a trading signal?

No. The table describes what happened after past readings, before fees and funding, and a year holds only a handful of episodes. Nothing here is financial advice.