Compare what a market prices under competing choices, then inspect the conditions behind that comparison. Available depth, directional flow, VPIN and wallet concentration help you assess how the price formed and identify the evidence you still need.
Where the market uses a price rule, read each available conditional price, the selection threshold and the margin against it, with the source time. These describe what is priced and what would be selected; a passage forecast answers a separate question.
Where depth and threshold inputs exist, the flip-cost scenario bounds the cost of moving a constant-product pool price from parity. It excludes fees, opposing flow and maintaining the price through the window, so it is not the full cost of changing the result.
Which analyses are available, which are partial, and exactly which inputs are missing — so an absent wallet-forensics read is a known unknown rather than a quiet assumption.
Inspect sourced trade replays, separate vector findings, execution checks and later observed outcomes where recorded. A price change after a decision does not establish its causal impact or prove the market chose well.
The same reads serve as schema-validated JSON and as read-only MCP tools, so a research pipeline gets the market state without scraping a page.
Pro adds Ask investigations, the full retained Feed archive and agent readouts where available. The latest 7 days of factual Feed events are public. The Watchlist, its email and browser alerts are free with any account. Seven-day trial; the price is on the app's billing page.
Every organization is on the record whether it answers or not. Beside what the chain shows, state what it cannot: what a decision is for, who it binds, what you committed to, and the documents behind it, checked and dated.