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PROM Whale vs Retail Delta

The PROM whale vs retail delta: the share of top traders' PROM position that is long minus the share of all accounts that are long, in percentage points. The chart holds at least a year of readings on Binance. 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.

PROM whales are 42.9 pp more long than retail, the 95th percentile of the past year (Binance top traders' positions 69.3% long vs 26.4% of all accounts). The delta is down 2.3 pp in 24 hours, at the 60th percentile of the past 30 days. In the past year it ranged from -12.8 pp (20 Jul 2026) to +48.0 pp (25 Sep 2026). After the top 5% of hourly readings (above +42.4 pp), PROM was higher 7 days later 50% of the time, median -0.1%, over 405 readings on 24 days. That describes the past and is not a trading signal.

Binance top traders vs all accounts8,550 hourly readings in the past yearAs of 19:00 UTC

PROM whale vs retail Binance
+42.9 pp
top traders 69.3% longaccounts 26.4%
Percentile
95th of 1y
60th of the past 30 days24h change -2.3 pp
1-year range
-12.8 to +48.0
low 20 Jul 2026high 25 Sep 2026
Other exchange
—
only Binance publishes both ratios for PROM

PROM top traders vs all accounts

Top trader positions long minus accounts long, pp

Chart: TradingView Lightweight Charts™

What PROM did after extreme readings

8550 hourly readings in the past year
Readings Hours (days) 24h median 24h hit rate 7d median 7d hit rate
Top 5%: whales most long vs retail 428 (24) +1.7% n=406 63% -0.1% n=405 50%
Bottom 5%: whales least long vs retail 428 (34) +1.3% n=428 39% +17.8% n=428 31%

Top 5%: readings of +42.4 pp or more; bottom 5%: -2.7 pp or less. A hit is a rise after the top 5% (whales leaned long) and a fall after the bottom 5%. For comparison, across every hourly reading PROM was higher 24 hours later 45% of the time (median -0.3%, n=8525) and 7 days later 47% (median -0.4%). Prices: Binance spot PROM/USDT, hourly closes where this site recorded them, else daily closes. Readings cluster in episodes, so the samples overlap and are smaller than they look. This describes the past; it is not a trading signal and not financial advice.

How to read it. The delta is the share of top traders' PROM 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.

PROM whale vs retail FAQ

What is the PROM whale vs retail delta?

The share of PROM's top traders' combined position that is long, minus the share of all accounts with a PROM 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 PROM'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.