Read the market story and timeline first
The opening poster starts with the period result: whether price agreed with CEX, DEX and market maker flow. The chart then shows selected evidence from the full window, including context before a later rally and near the current snapshot. The strongest stored setup is still chosen without future price, but it is one fact rather than the whole story. Tap or focus a marker to open a short explanation and its source.
- Movement warning A matured setup followed by at least a 2% move at one tracked checkpoint. The page shows 1h, 4h, 24h and 72h together, while 72h remains the common maturity boundary.
- Directional call Evidence that carried a bullish or bearish expectation and can be scored for a match.
- Proof A deep link to the source event, transaction or wallet record.
Compare capital lanes without merging their meaning
Period cards keep CEX, market maker and DEX flow separate. Each card shows net direction, gross observed activity and the directional share, so a large dollar value is not mistaken for a strong imbalance. The strongest setup also keeps its exact CEX pressure and transfer count. Wallet and Perps history stays labeled as context, and missing current coverage never becomes a neutral zero.
Use the proof ledger before trusting the read
The ledger states whether each lane had usable data, its time window and venue or chain count. Missing data stays unavailable instead of becoming a neutral zero. The review shows sequence and correlation, not proof that a transfer or wallet caused the move. The current public history is limited to 30 days because longer market-price storage is not yet durable.
Frequently asked questions
Does a matched call prove Cexlens predicted the move?
No. It proves that timestamped evidence and its stated expectation preceded a matching price outcome under this scoring rule. It does not prove causation or future repeatability.
Why can the page show no DEX evidence?
DEX coverage depends on onboarded pools, chains and resolved assets. The review exposes that gap instead of extrapolating from unobserved trading.