What Is an Advance Indicator?

The market's largest participants tend to move before most market-moving events become public. Institutional-size positioning leaves a footprint in order flow — a shift in behavior that shows up before the news does. An Advance Indicator is Bimini's detection of that footprint: a statistically significant, pre-disclosure behavioral anomaly in market microstructure, found using only public data.

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Negative latency

Most market data is backward-looking — it tells you what already happened. An Advance Indicator works the other way. It identifies behavior that precedes the public cause-and-effect event, in the interval between when the anomaly begins and when the triggering news arrives. Bimini calls this negative latency: a read that lands ahead of the headline rather than after it.

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Grounded in the research, not a hunch

The detection methodology is built on two decades of peer-reviewed Georgia Tech research into how to separate genuine, information-bearing jumps in market behavior from ordinary noise. It is the subject of three provisional patents. An anomaly that clears Bimini's statistical thresholds surfaces inside Sonar as an Advance Indicator Notice, with the security and the magnitude of the footprint attached.

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What it is not

An Advance Indicator is not a claim that anyone traded on inside information, and it identifies no person. It is a mathematical pattern in public data — order-flow behavior consistent with informed positioning — nothing more and nothing less. It does not promise that an event will follow; it flags conditions that have historically preceded one. Read alongside the macro picture, it is one of the sharpest forward-looking inputs the Chain of Logic weighs on its way to a Wind Assessment.