SAGA Whale vs Retail Delta: Top Traders vs Accounts

SAGA Whale vs Retail Delta

The SAGA whale vs retail delta: the share of top traders' SAGA position that is long minus the share of all accounts that are long, in percentage points. The chart runs back to 2020 on Binance and 2023 on Gate. 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.

SAGA whales are 0.1 pp less long than retail (Binance top traders' positions 57.9% long vs 58.0% of all accounts). The delta is down 2.1 pp in 24 hours. Since 26 Sep 2026 it ranged from -0.9 pp (28 Sep 2026) to +16.3 pp (26 Sep 2026).

Binance top traders vs all accounts48 hourly readings in the past yearAs of 12:00 UTC

SAGA whale vs retail Binance

-0.1 pp

top traders 57.9% longaccounts 58.0%

Percentile

— of 1y

— of the past 30 days24h change -2.1 pp

Range since 26 Sep 2026

-0.9 to +16.3

low 28 Sep 2026high 26 Sep 2026

Other exchange

—

only Binance publishes both ratios for SAGA

SAGA top traders vs all accounts

Top trader positions long minus accounts long, pp

Loading chart…

Chart: TradingView Lightweight Charts™

What SAGA did after extreme readings

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

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

SAGA whale vs retail FAQ

What is the SAGA whale vs retail delta?

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