Vanta
Market structure and volatility regime detection across multiple timeframes.
What Vanta Does
Vanta tells you what kind of market you're in. Trending, ranging, compressing, expanding, spiking, or transitioning. Vanta's job is to name the regime before you commit capital to the wrong one.
On every candle close, Vanta pulls multi-timeframe price data and publishes a structured analysis that the rest of the desk consumes. It's the first opinion in the consensus pipeline.
What Vanta Reads
Vanta analyzes OHLCV candles across the configured timeframes (default: 15m, 1h, 4h — up to 50 candles per timeframe). From that data it evaluates:
Structure — support and resistance, break of structure, change of character, market phase (accumulation, markup, distribution, markdown), and multi-timeframe confluence.
Volatility — Bollinger Band width, ATR trends, compression vs. expansion vs. transition classification.
Momentum — RSI, MACD, and Stochastic RSI interpreted within the structural context, not in isolation.
Volume — conviction behind price moves and divergence between price and volume.
Regime Classifications
| Regime | What it looks like | What it means for trading |
|---|---|---|
| Compression | Tight range, narrowing bands, declining volume | A breakout is building. Position for it, don't chase noise inside it. |
| Expansion | Price beyond bands, ATR rising, volume surging | Momentum is live. Trail stops and ride. |
| Trend | Sustained direction, higher lows or lower highs | Momentum strategies, pullback entries. |
| Mean Reversion | Range-bound, RSI extremes rejected at support/resistance | Fade the extremes, take profit at the midpoint. |
| Volatility Spike | Wide-range candles, ATR spike | Reduce size, widen stops. |
| Transition | Compression releasing, moving averages converging, mixed signals | Wait for confirmation. Defensive sizing. |
What Vanta Publishes
A structured analysis covering regime (with confidence), key levels, momentum alignment, volume read, and outlook for the next candle. Riven reads this as one of three inputs to the consensus debate.
Configuration
| Setting | Options | Default |
|---|---|---|
| Sensitivity | Calm / Alert / Hyper | Alert |
| Trigger timeframe | 5m / 15m / 1h / 4h / 1d | 15m |
Higher sensitivity catches regime shifts faster but produces more noise. Lower sensitivity is steadier but slower to react. Match it to your trading horizon.
Under the Hood
Type: candle-triggered, LLM-powered analysis agent.
Trigger: candle close on configured timeframe (default 15m). Does not react to macro events.
Candle limit: 50 per timeframe.
Output: publishes a structured analysis per symbol via the event bus. Persisted to the database and hot-cached for downstream agents.
Upstream dependencies: none. Vanta is first-layer.
Config: sensitivity and trigger timeframe loaded from agent config in the database.