Binance Major Crypto Trend
Produce a current, multi-horizon market judgment without turning one indicator, viral post, or
headline into a trade call. Default to BTC, ETH, and BNB quoted in USDT when the user does not name
assets. This skill is read-only: never log into an exchange, place or cancel an order, sign a
transaction, change an account, or claim that monitoring will continue unless the user explicitly
requests a supported automation.
Load the relevant guidance
- Read references/source-playbook.md for every current market
assessment. It defines source priority, freshness, X collection, and asset-specific evidence.
- Read references/analysis-framework.md when producing an
up/down judgment, trading posture, score, scenario, entry/invalidation plan, or cross-asset rank.
- Read references/report-template.md for a full brief or recurring
report. A narrow conceptual question does not need the full template.
Establish the request
Infer reasonable defaults instead of blocking:
- assets: BTC, ETH, BNB;
- venue: Binance spot plus Binance USD-M perpetuals as positioning evidence;
- horizons: short 4–24 hours, swing 2–14 days, medium 1–3 months;
- quote and timezone: USDT and the user's local timezone, while retaining UTC source timestamps;
- output: direction, confidence, conditional posture, triggers, invalidation, and risks.
State any meaningful assumption. Ask only when the user wants personalized sizing or an exact plan
and account size, current position, maximum acceptable loss, leverage constraints, or horizon would
materially change the answer.
Current-data requirement
Browse or query current sources for every live verdict. Record the observation time and source time
where available. A remembered price, stale screenshot, search-result snippet, or model knowledge is
not current market evidence.
If either current core spot price/volume or current derivatives data is missing or stale, do not
emit a current short/swing buy/sell or up/down verdict. Give the available structural analysis,
label the missing layer, and state what data would unlock a verdict. When X access is partial,
continue with a market assessment but label social coverage and lower only the confidence
attributable to that layer.
Evidence contract
Classify material claims as:
- Verified fact — current exchange/API data, official release, regulator filing, protocol or
chain state, or a directly inspected public statement.
- Supported inference — multiple independent, timely observations favor one explanation.
- Weak signal — plausible but noisy, single-source, socially amplified, or historically
unstable.
- Unknown — missing, stale, inaccessible, or unable to distinguish alternatives.
Name the evidence layer. Market price, positioning, macro, on-chain, news, and social evidence are
not interchangeable. Mirrored articles, reposts, translated copies, and accounts repeating the same
origin are one source, not independent confirmation.
Required analytical posture
- Determine the market regime before judging individual assets.
- Analyze spot price/volume separately from leveraged positioning. Rising price with rising open
interest and positive funding is different from rising price led by spot demand.
- Use multiple timeframes; do not let a 15-minute move define a 1–3 month view.
- Compare ETH/BTC and BNB/BTC as well as USDT pairs so a nominal rise is not mistaken for relative
strength.
- Treat X as a narrative, attention, and reflexivity signal—not proof of facts or a standalone
trading trigger. Separate credible sources, broad organic discussion, retail emotion, and likely
coordinated amplification.
- Separate direction from confidence and confidence from data completeness.
- Give bull, base, and bear paths with observable triggers. Every actionable posture needs a
falsification or invalidation condition.
- Never promise returns or present a probability with false precision. Prefer calibrated ranges or
qualitative likelihoods tied to evidence.
- Do not use universal leverage, stop-loss, take-profit, or allocation values. Derive levels from
current structure and volatility. Without a user loss budget, show the sizing formula rather than
inventing a position size.
Decision boundary
Translate evidence into both a directional label and a conditional posture:
- direction: strong up, up, range/unclear, down, or strong down;
- posture: buy-on-confirmation, buy-on-pullback, hold, wait, reduce, exit, or hedge candidate.
Event-risk only means no new directional position for the affected horizon before the event; wait
for post-event spot confirmation plus one independent evidence layer. Apply this veto per horizon: a
4–24 hour event does not automatically veto the 2–14 day or 1–3 month view unless its consequences
can plausibly dominate those horizons.
Do not issue an unconditional imperative. A posture must specify horizon, trigger, invalidation,
and the evidence that would change it. If the user already holds an asset, distinguish hold/reduce/
exit analysis from a fresh entry; ignore the purchase price as a reason to hold.
Force the posture to wait or event-risk only when a decisive claim is unverified, a binary event
is imminent, required data is stale, or major evidence layers conflict without a defensible tie
breaker. Social enthusiasm alone can never upgrade an asset to a buy.
Delivery
Lead with the timestamped verdict table, then explain the few facts that actually drive it. Include:
- market regime and next known risk events;
- per-asset direction and confidence for each requested horizon;
- conditional posture, trigger, invalidation, and upside/downside scenario levels when supported;
- spot-versus-derivatives diagnosis and relative-strength comparison;
- macro, flow/on-chain, news, and X findings with confidence labels;
- data coverage, freshness, conflicting evidence, and source links;
- a concise risk note stating that the result is a conditional market assessment, not guaranteed
personalized financial advice.
If the user asks for continuous monitoring, define the assets, cadence, alert conditions, timezone,
and delivery scope, then use the supported automation mechanism. Do not imply future monitoring from
a one-time report.
1---2name: binance-major-crypto-trend3description: Analyze BTC, ETH, BNB, and other liquid Binance-listed major cryptocurrencies using current macro, spot, derivatives, flows, on-chain, news, event, and X sentiment evidence. Use for trend, up/down probability, buy/hold/reduce/wait posture, relative-strength comparison, or recurring market brief requests; this skill is analysis-only and never places trades.4---56# Binance Major Crypto Trend78Produce a current, multi-horizon market judgment without turning one indicator, viral post, or9headline into a trade call. Default to BTC, ETH, and BNB quoted in USDT when the user does not name10assets. This skill is read-only: never log into an exchange, place or cancel an order, sign a11transaction, change an account, or claim that monitoring will continue unless the user explicitly12requests a supported automation.1314## Load the relevant guidance1516- Read [references/source-playbook.md](references/source-playbook.md) for every current market17 assessment. It defines source priority, freshness, X collection, and asset-specific evidence.18- Read [references/analysis-framework.md](references/analysis-framework.md) when producing an19 up/down judgment, trading posture, score, scenario, entry/invalidation plan, or cross-asset rank.20- Read [references/report-template.md](references/report-template.md) for a full brief or recurring21 report. A narrow conceptual question does not need the full template.2223## Establish the request2425Infer reasonable defaults instead of blocking:2627- assets: BTC, ETH, BNB;28- venue: Binance spot plus Binance USD-M perpetuals as positioning evidence;29- horizons: short 4–24 hours, swing 2–14 days, medium 1–3 months;30- quote and timezone: USDT and the user's local timezone, while retaining UTC source timestamps;31- output: direction, confidence, conditional posture, triggers, invalidation, and risks.3233State any meaningful assumption. Ask only when the user wants personalized sizing or an exact plan34and account size, current position, maximum acceptable loss, leverage constraints, or horizon would35materially change the answer.3637## Current-data requirement3839Browse or query current sources for every live verdict. Record the observation time and source time40where available. A remembered price, stale screenshot, search-result snippet, or model knowledge is41not current market evidence.4243If either current core spot price/volume or current derivatives data is missing or stale, do not44emit a current short/swing buy/sell or up/down verdict. Give the available structural analysis,45label the missing layer, and state what data would unlock a verdict. When X access is partial,46continue with a market assessment but label social coverage and lower only the confidence47attributable to that layer.4849## Evidence contract5051Classify material claims as:52531. **Verified fact** — current exchange/API data, official release, regulator filing, protocol or54 chain state, or a directly inspected public statement.552. **Supported inference** — multiple independent, timely observations favor one explanation.563. **Weak signal** — plausible but noisy, single-source, socially amplified, or historically57 unstable.584. **Unknown** — missing, stale, inaccessible, or unable to distinguish alternatives.5960Name the evidence layer. Market price, positioning, macro, on-chain, news, and social evidence are61not interchangeable. Mirrored articles, reposts, translated copies, and accounts repeating the same62origin are one source, not independent confirmation.6364## Required analytical posture6566- Determine the market regime before judging individual assets.67- Analyze spot price/volume separately from leveraged positioning. Rising price with rising open68 interest and positive funding is different from rising price led by spot demand.69- Use multiple timeframes; do not let a 15-minute move define a 1–3 month view.70- Compare ETH/BTC and BNB/BTC as well as USDT pairs so a nominal rise is not mistaken for relative71 strength.72- Treat X as a narrative, attention, and reflexivity signal—not proof of facts or a standalone73 trading trigger. Separate credible sources, broad organic discussion, retail emotion, and likely74 coordinated amplification.75- Separate direction from confidence and confidence from data completeness.76- Give bull, base, and bear paths with observable triggers. Every actionable posture needs a77 falsification or invalidation condition.78- Never promise returns or present a probability with false precision. Prefer calibrated ranges or79 qualitative likelihoods tied to evidence.80- Do not use universal leverage, stop-loss, take-profit, or allocation values. Derive levels from81 current structure and volatility. Without a user loss budget, show the sizing formula rather than82 inventing a position size.8384## Decision boundary8586Translate evidence into both a directional label and a conditional posture:8788- direction: strong up, up, range/unclear, down, or strong down;89- posture: buy-on-confirmation, buy-on-pullback, hold, wait, reduce, exit, or hedge candidate.9091`Event-risk only` means no new directional position for the affected horizon before the event; wait92for post-event spot confirmation plus one independent evidence layer. Apply this veto per horizon: a934–24 hour event does not automatically veto the 2–14 day or 1–3 month view unless its consequences94can plausibly dominate those horizons.9596Do not issue an unconditional imperative. A posture must specify horizon, trigger, invalidation,97and the evidence that would change it. If the user already holds an asset, distinguish hold/reduce/98exit analysis from a fresh entry; ignore the purchase price as a reason to hold.99100Force the posture to `wait` or `event-risk only` when a decisive claim is unverified, a binary event101is imminent, required data is stale, or major evidence layers conflict without a defensible tie102breaker. Social enthusiasm alone can never upgrade an asset to a buy.103104## Delivery105106Lead with the timestamped verdict table, then explain the few facts that actually drive it. Include:107108- market regime and next known risk events;109- per-asset direction and confidence for each requested horizon;110- conditional posture, trigger, invalidation, and upside/downside scenario levels when supported;111- spot-versus-derivatives diagnosis and relative-strength comparison;112- macro, flow/on-chain, news, and X findings with confidence labels;113- data coverage, freshness, conflicting evidence, and source links;114- a concise risk note stating that the result is a conditional market assessment, not guaranteed115 personalized financial advice.116117If the user asks for continuous monitoring, define the assets, cadence, alert conditions, timezone,118and delivery scope, then use the supported automation mechanism. Do not imply future monitoring from119a one-time report.