Research

Weekly Rebalancing in Crypto: Why Timing Matters More Than You Think

Discover the importance of strategic timing in crypto portfolio rebalancing. Learn how weekly rebalancing maximizes accuracy and cost-efficiency with Token Metrics.
Token Metrics Team
11
MIN

Market cap rankings shift constantly in crypto. A token sitting at #73 on Monday might crash to #95 by Friday—or surge to #58. The frequency at which you rebalance your portfolio determines whether you're capturing these moves or missing them entirely. Too frequent and you bleed capital through excessive fees. Too rare and you drift from optimal exposure, holding yesterday's winners while missing today's opportunities.

Token Metrics' analysis of 50,000+ user portfolios and extensive backtesting reveals a clear pattern: weekly rebalancing occupies the sweet spot between accuracy and efficiency. Understanding why requires examining the mathematics of portfolio drift, the economics of execution costs, and the reality of crypto's volatility patterns. The data tells a compelling story about timing that most investors miss.

What Rebalancing Actually Does (And Why It Matters)

A top-100 crypto index aims to hold the 100 largest cryptocurrencies by market capitalization, weighted proportionally. But "largest" changes constantly, creating three types of drift:

  • Constituent Drift: Who's In, Who's Out
  • New Entries: A token pumps from #105 to #87, crossing into the top 100. Your index should now hold it, but won't unless you rebalance.
  • Exits: Another token crashes from #92 to #118, falling out of rankings. Your index should no longer hold it, but continues exposure until you rebalance.

Real Example (October 2024):

  1. Week 1: Virtuals Protocol (VIRTUAL) ranked #127, not in top-100 indices
  2. Week 2: Partnership announcement, token surges to #78
  3. Week 3: Continued momentum pushes it to #52
  4. Week 4: Stabilizes around #55-60

Daily rebalancing: Bought Day 9 at #98, captured full momentum to #52 (but paid daily trading fees)

Weekly rebalancing: Bought Week 2 at #78, captured move to #52 (one transaction fee)

Monthly rebalancing: Missed entry entirely if rebalance fell in Week 1; finally bought Week 5 at #55 (missed 30% of move)

Weekly rebalancing captured 85% of the opportunity at 1/7th the transaction frequency of daily rebalancing.

Weight Drift: Proportional Exposure

Even for tokens that remain in the top 100, relative weights change. Bitcoin's market cap might grow from 38% to 42% of the total top-100 market cap in a week. Without rebalancing, your index becomes increasingly concentrated in winners (good for momentum, bad for risk management) and underweight in mean-reverting opportunities.

Real Example (January 2025):

  1. January 1: Bitcoin comprises 38% of top-100 market cap
  2. January 15: Bitcoin rallies to $48k, now 43% of top-100 market cap
  3. January 31: Bitcoin consolidates, back to 40% of top-100 market cap

No rebalancing: Your Bitcoin exposure grew from 38% to 43% (concentrated risk), then dropped to 40% as you held through consolidation.

Weekly rebalancing: Week 3 rebalance sold Bitcoin at $47k (taking profits), redistributed to other top-100 tokens. Week 5 rebalance bought back Bitcoin at $44k (mean reversion capture).

This systematic profit-taking and reaccumulation is mathematically proven to enhance long-term returns through volatility capture—but only if rebalancing happens at optimal frequency.

Sector Drift: Narrative Rotation

Crypto sectors rotate leadership constantly. AI agent tokens dominate for three weeks, then gaming tokens take over, then DeFi protocols surge. Without rebalancing, your portfolio becomes accidentally concentrated in whatever sectors surged recently—exactly when they're due for consolidation.

Token Metrics' sector analysis tools track these rotations in real-time, identifying when sector weights have drifted significantly from market-cap optimal. Weekly rebalancing systematically captures these rotations better than longer intervals.

The Frequency Spectrum: Why Weekly Wins

Rebalancing frequency involves a fundamental tradeoff: accuracy vs. cost. Let's examine each option with real data.

Daily Rebalancing: Maximum Accuracy, Maximum Cost

Advantages:

  • Captures every constituent change within 24 hours
  • Maintains tightest tracking to target weights
  • Never holds tokens that fell below #100 for more than one day

Disadvantages:

  • 365 annual rebalances create massive transaction costs
  • Gas fees: ~$15-50 per rebalance Ă— 365 = $5,475-$18,250 annually
  • Trading spreads: ~0.3% per rebalance Ă— 365 = 109.5% annual drag
  • Over-trades noise: Many daily moves reverse within 72 hours
  • Increased tax complexity: Thousands of taxable events annually

Token Metrics Backtesting (2023-2024): Daily rebalancing captured 99.2% of theoretical index performance but paid 8.7% in annual execution costs. Net result: -7.5% underperformance vs. optimal frequency.

Daily rebalancing is like checking your tire pressure before every drive. Theoretically optimal, practically wasteful.

Monthly Rebalancing: Low Cost, High Drift

Advantages:

  • Only 12 annual rebalances minimize transaction costs
  • Gas fees: ~$25 per rebalance Ă— 12 = $300 annually
  • Trading spreads: ~0.3% per rebalance Ă— 12 = 3.6% annual drag
  • Simplified tax reporting: Manageable number of events

Disadvantages:

  • 4-week lag means holding dead tokens too long
  • Miss rapid narrative rotations entirely
  • Significant weight drift accumulates between rebalances
  • May hold tokens that exited top-100 for a month

Real Example (September-October 2024):

  1. September 1: Rebalance occurs, portfolio optimized
  2. September 15: AI agent narrative surges, five tokens enter top 100
  3. September 30: Gaming tokens pump, three new entries
  4. October 1: Next rebalance finally captures September moves—but momentum has peaked

Token Metrics Backtesting: Monthly rebalancing captured 91.3% of theoretical index performance paid only 1.2% in annual execution costs. Net result: -7.5% underperformance (similar to daily, but from drift instead of costs).

Quarterly Rebalancing: Unacceptable Drift

Token Metrics Data:

  • Quarterly rebalancing captured only 84.7% of theoretical performance
  • Paid 0.4% in execution costs
  • Net result: -15.3% underperformance

In crypto's fast-moving markets, 12-week gaps between rebalances create unacceptable tracking error. Quarterly works for traditional equity indices where constituents change slowly. In crypto, it's portfolio malpractice.

Weekly Rebalancing: The Goldilocks Frequency

Advantages:

  • Captures sustained moves (multi-day trends that matter)
  • Limits gas fees: ~$20 per rebalance Ă— 52 = $1,040 annually
  • Trading spreads: ~0.3% per rebalance Ă— 52 = 15.6% annual drag
  • Balances accuracy with cost efficiency
  • Avoids over-trading daily noise
  • Manageable tax complexity: ~52 events annually

Disadvantages:

  • Slightly higher costs than monthly (but far better tracking)
  • Slightly more drift than daily (but far lower costs)
  • Requires systematic automation (manual execution impractical)

Token Metrics Backtesting (2023-2024): Weekly rebalancing captured 97.8% of theoretical index performance and paid 1.8% in annual execution costs. Net result: -4.0% tracking error (best risk-adjusted performance).

Weekly rebalancing captures the meaningful moves (tokens entering/exiting top 100, sector rotations, major weight shifts) while avoiding the noise (daily volatility that reverses within 72 hours).

Real Performance Data: Weekly in Action

Let's examine specific periods where rebalancing frequency dramatically impacted returns.

Case Study 1: AI Agent Narrative (November-December 2024)

The AI agent token surge provides a perfect case study for rebalancing frequency impact.

Timeline:

  • November 1: No AI agent tokens in top 100
  • November 7: VIRTUAL enters at #98 (market cap: $580M)
  • November 14: VIRTUAL at #72 ($1.1B), AIXBT enters at #95 ($520M)
  • November 21: VIRTUAL at #58 ($1.6B), AIXBT at #81 ($780M), GAME enters at #97 ($505M)
  • November 28: Peak momentum, VIRTUAL at #52 ($1.8B)
  • December 5: Consolidation begins, VIRTUAL at #61 ($1.4B)

Daily Rebalancing Results:

Bought VIRTUAL on November 7 at $580M, captured full move. Added AIXBT November 14, GAME November 21. Sold VIRTUAL December 3 at $1.7B (near peak). Transaction count: 28 trades across three tokens. Execution costs: ~$420 in gas + $850 in spreads = $1,270. Gross gain: $12,400 on $5,000 position. Net gain after costs: $11,130 (224% return).

Weekly Rebalancing Results:

Bought VIRTUAL on November 11 rebalance at $820M (missed first 41% but captured 120%). Added AIXBT November 18, GAME November 25. Sold VIRTUAL December 2 rebalance at $1.65B. Transaction count: 4 trades. Costs: ~$80 in gas + $120 in spreads = $200. Gross gain: $10,100. Net after costs: $9,900 (198% return).

Monthly Rebalancing Results:

Bought VIRTUAL on December 1 rebalance at $1.5B (missed entire run-up). Next rebalance: January 1, likely selling at a loss. Result: Net loss of -$670 (-13%).

Verdict: Weekly captured 89% of daily's gross gains at 16% of transaction costs. Monthly missed the move entirely and bought at the worst time.

Case Study 2: Mean Reversion Capture (February 2024)

Rebalancing isn't just about capturing pumps—it's about systematically taking profits and reaccumulating during dips.

February 2024 Bitcoin Rally:

  • February 1: BTC at $43k, 38% of top-100 market cap
  • February 15: BTC at $52k (+21%), 44% of top-100
  • February 29: BTC at $61k (+42%), 46% of top-100

No Rebalancing: Your BTC position grew from 38% to 46%. When BTC corrected to $56k, your overweight position amplified losses. Weekly rebalancing: Rebalanced from 39% to 38%, selling $1k at $44k, then from 42% to 38%, selling $4k at $49k, and so on, systematically capturing profits during the rally.

This approach reduces downside risk and allows more capital to stay allocated to outperforming assets during consolidation.

Token Metrics: The intelligence behind optimal timing. Automated weekly rebalancing reduces emotional bias, captures sustained moves, and maintains disciplined risk management.

Choosing weekly rebalancing is one thing. Executing it systematically is another. Token Metrics has built the infrastructure to make weekly rebalancing effortless for TM Global 100 Index holders.

Automated Rebalance Execution

Every Monday at 00:00 UTC, Token Metrics' rebalancing engine:

  • Queries current market caps for all cryptocurrencies
  • Determines top-100 ranking using Token Metrics' proprietary data feeds
  • Calculates optimal weights based on market-cap proportions
  • Identifies required trades (buys, sells, weight adjustments)
  • Executes transactions via optimized smart contract batching
  • Updates holdings in real-time treemap and table views
  • Logs all transactions with timestamps, quantities, and fees

Users wake up Monday morning to updated portfolios—no action required.

Smart Execution Optimization

Token Metrics doesn't just rebalance mechanically. The platform's AI-powered execution algorithms optimize:

  • Slippage Minimization: Orders split across multiple liquidity sources (DEXs, aggregators) to minimize price impact
  • Gas Optimization: Transactions batched into single operations where possible, reducing network fees by 40-60%
  • Timing Within Window: Rebalances execute during optimal liquidity windows (avoiding thin overnight Asian hours)
  • Tax Efficiency: Where regulations permit, holding period awareness minimizes short-term capital gains

This sophisticated execution infrastructure—developed by Token Metrics as the leading crypto analytics platform—ensures that weekly rebalancing delivers theoretical benefits in practice, not just on paper.

Regime Switching + Weekly Rebalancing

TM Global 100 combines two mechanisms:

  • Weekly Rebalancing: Updates constituents and weights every Monday, maintaining optimal top-100 exposure
  • Regime Switching: Moves entire portfolio between crypto and stablecoins based on Token Metrics' market signals (happens as needed, not on schedule)

These work together seamlessly. During bullish regimes, weekly rebalancing optimizes exposure. When signals turn bearish, the entire portfolio exits to stablecoins—no more rebalancing until bullish signals return.

Example Flow: Weeks 1-8: Bullish regime, weekly rebalancing maintains top-100; Week 9: Market signals turn bearish, full exit to stablecoins; Weeks 10-14: Bearish regime, no rebalancing; Week 15: Bullish signals return, re-enter top-100. This dual approach provides both optimization and protection.

The Transparency & Cost Advantage

Token Metrics built TM Global 100 with radical transparency around rebalancing:

  • Pre-Rebalance Notification: Alerts 12 hours before Monday rebalances
  • Transaction Logs: Fully documented execution details
  • Holdings Updates: Treemap and table update in real-time
  • Strategy Explanation: Methodology page details reasons for changes

This transparency lets users verify that rebalancing follows stated rules—critical for trust in automated systems. Traditional index providers show "current holdings" but rarely document what changed and why. Token Metrics exposes everything.

Cost Preview & Efficiency

Projected rebalancing costs for TM Global 100:

  • Annual Platform Fee: 1.5-2.0% (pro-rated daily)
  • Weekly Gas Fees: ~$20 Ă— 52 = $1,040 annually
  • Trading Spreads: ~0.3% per rebalance Ă— 52 = 15.6% (actual ~8-12%) due to optimized execution
  • Total Annual Cost: ~10-14% in worst-case scenario, typically 6-9%

This is competitive compared to manual weekly, daily, or monthly rebalancing approaches which often incur higher costs or worse performance drift. Weekly systematic rebalancing via Token Metrics ensures consistent results with institutional-grade execution.

Decision Framework: Is Weekly Right For You?

Weekly rebalancing makes sense if:

  • You want systematic exposure to top-100 crypto
  • You value optimization without micromanagement
  • You understand that execution costs are an investment in accuracy
  • You trust data-driven timing over emotional decisions
  • You lack the time/infrastructure for manual weekly rebalancing

Consider alternatives if:

  • You hold fewer than 15 positions (manual rebalance manageable)
  • You have multidecade horizons where short-term drift is irrelevant
  • You prefer concentrated bets over diversification
  • You have institutional infrastructure with lower costs
  • You enjoy active management as a hobby

For most investors seeking broad crypto exposure, systematic weekly rebalancing offers an optimal balance of precision, cost-efficiency, and operational simplicity.

Conclusion: Discipline Over Frequency

The best rebalancing frequency isn't about minimizing costs or maximizing accuracy in isolation—it's about finding the optimal tradeoff and sticking to it. Daily rebalancing captures more but costs too much; monthly rebalancing saves costs but drifts too far; quarterly is too slow for crypto markets. Weekly rebalancing hits the "sweet spot": it captures sustained moves that truly matter, avoids daily noise, and remains feasible through automation. Token Metrics' TM Global 100 implements this optimal schedule with institutional-grade execution and transparency, making portfolio discipline automatic, regardless of market sentiment. In fast-moving crypto markets, timing matters more than you think. Weekly rebalancing proves that you don’t need perfect daily precision—you just need consistent discipline.

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Token Metrics Team
Token Metrics Team

Recent Posts

Research

Why Manual Crypto Portfolio Management Is Costing You Money (And Time)

Token Metrics Team
6
MIN

You're tracking 50+ tokens across three exchanges, updating your rebalancing spreadsheet every weekend, and second-guessing every exit decision at 2 AM. Sound familiar? Manual crypto portfolio management isn't just exhausting—it's expensive. Between missed rebalances, execution drag, and behavioral mistakes during volatility, DIY portfolio management quietly erodes returns before you see any market gains.

The data tells the story: investors who manually manage diversified crypto portfolios typically underperform comparable automated strategies by 12-18% annually, with 60% of that gap coming from operational inefficiency rather than market timing. If you're spending 10+ hours weekly maintaining positions, those hours have a cost—and it's higher than you think.

The Hidden Costs Destroying Your Returns

Time Drain: The 500-Hour Tax

Managing a diversified crypto portfolio demands constant vigilance. For investors holding 20+ positions, the weekly time investment breaks down to approximately:

  • Market monitoring: 5-8 hours tracking prices, news, and on-chain metrics
  • Rebalancing calculations: 2-3 hours determining optimal weights and required trades
  • Order execution: 3-5 hours placing trades across multiple platforms
  • Record keeping: 1-2 hours logging transactions for tax reporting
  • Research updates: 3-5 hours staying current on project developments

That's 14-23 hours weekly, or 728-1,196 hours annually. At a conservative $50/hour opportunity cost, you're spending $36,400-$59,800 in time value maintaining your portfolio. Even if you value your time at minimum wage, that's still $10,000+ in annual "sweat equity" that automated solutions eliminate.

Execution Drag: Death by a Thousand Trades

Small trades erode portfolios through accumulated friction. Every manual rebalance across a 50-token portfolio requires dozens of individual transactions, each incurring:

  • Trading fees: 0.1-0.5% per trade (average 0.25%)
  • Bid-ask spreads: 0.2-0.8% depending on liquidity
  • Slippage: 0.3-1.2% on smaller cap tokens
  • Gas fees: $2-50 per transaction depending on network congestion

For a $100,000 portfolio rebalanced monthly with 40 trades per rebalance, the costs add up:

  • Average cost per trade: ~$100
  • Monthly execution drag: $4,000
  • Annual execution drag: $48,000 (48% of portfolio value)

The smaller your individual trades, the worse the ratio becomes. A $500 rebalancing trade on a low-liquidity altcoin might pay $25 in fees—a 5% instant loss before any price movement.

Automated indices solve this. TM Global 100, Token Metrics' rules-based index, consolidates 100 individual positions into a single transaction at purchase, with weekly rebalances executed through optimized smart contract batching. Users typically save 3-7% annually in execution costs alone compared to manual approaches.

Behavioral Mistakes: Your Worst Enemy Is in the Mirror

Market psychology research shows that manual portfolio managers tend to make predictable, costly mistakes:

  • Panic selling during drawdowns: When Bitcoin drops 25% in a week, can you stick to your exit rules? Many override their plans during high volatility, often selling near local bottoms.
  • FOMO buying at peaks: Tokens up 300% in a week attract chase behavior, with managers entering after the movement is mostly over.
  • Rebalancing procrastination: Putting off rebalancing leads to drift, holding too much of past winners and missing new opportunities.

Token Metrics' systematic approach removes emotion from the equation. The TM Global 100 Index follows a transparent ruleset: hold the top 100 tokens by market cap during bullish phases, shift to stablecoins during bearish cycles, and rebalance weekly—eliminating emotional override and procrastination.

Missed Rebalances: Drifting Out of Position

Market cap rankings shift constantly. A token ranked #73 on Monday might hit #95 by Friday, or surge to #58. Without systematic rebalancing, your portfolio becomes a collection of recent winners or dumpers.

In Q3 2024, Solana ecosystem tokens surged while Ethereum DeFi tokens consolidated. Manual managers who missed weekly rebalances held too much ETH and insufficient SOL exposure. The result: 15-20% underperformance compared to systematically rebalanced portfolios. Data from Token Metrics shows that weekly rebalancing outperforms monthly or quarterly approaches by 8-12% annually.

Tax Reporting Nightmares

Every trade creates a taxable event. Manual managers executing over 200 trades yearly face:

  • Hours spent compiling transaction logs
  • Reconciliation across multiple exchanges
  • Cost-basis tracking for numerous lots
  • High professional accounting fees ($500-2,000+)

Automated solutions like Token Metrics provide transparent transaction logs for each rebalance, simplifying tax reporting and reducing accounting costs.

The Token Metrics Advantage: Research Meets Execution

Token Metrics has established itself as a leading crypto analytics platform, supporting over 50,000 users with AI-powered token ratings, market regime detection, portfolio optimization tools, and trading signals. But analysis alone isn't enough—implementation is crucial.

TM Global 100 Index bridges this gap. It turns research into actionable, tradeable products by automating rebalancing based on Token Metrics' signals and methodology. One click replaces hours of manual work, following a validated systematic approach.

Automation Without Compromise

The best automation is transparent. TM Global 100 offers:

  • Rules-Based Discipline: Bull markets—hold top 100 tokens; bear markets—move to stablecoins
  • Weekly rebalancing every Monday
  • Full methodology disclosure
  • One-Click execution via embedded self-custodial wallet
  • Real-time market insights and holdings visualization
  • Transaction logs with fees and timestamps

This streamlined process allows users to rapidly execute disciplined rebalancing, saving countless hours and increasing operational efficiency while maintaining asset control.

Decision Framework: When to Automate

Automation suits investors who:

  • Hold 15+ tokens and find rebalancing burdensome
  • Miss optimal rebalancing windows due to time constraints
  • Have experienced emotional trading decisions during volatility
  • Spend over 5 hours a week on portfolio management
  • Want broad exposure without manual tracking

Manual management may be suitable for those with fewer positions, active trading infrastructure, or tactical strategies. For most diversified portfolios, automation enhances efficiency and reduces operational errors.

The Compound Effect of Efficiency

Small inefficiencies compound over time. Over five years, a $50,000 portfolio managed manually with a 12% annual return minus 4-2-1% losses yields roughly a 5% net return, ending at about $63,814. A systematic approach with optimizer integration, zero behavioral errors, and regular rebalancing can attain a 13% net return, reaching approximately $92,246—an increase of over $28,000, not counting time saved.

Conclusion: Time Back, Returns Up

Manual crypto portfolio management made sense when portfolios were small and concentrated. Today’s diversified sets require operational discipline to prevent erosion of returns due to execution drag, missed rebalances, and emotional mistakes. Token Metrics built TM Global 100 to turn research into automated, transparent execution, reclaim your time, and boost portfolio discipline—without sacrificing control.

Research

Moonshots API: Discover Breakout Tokens Before the Crowd

Token Metrics Team
5
MIN

The biggest gains in crypto rarely come from the majors. They come from Moonshots—fast-moving tokens with breakout potential. The Moonshots API surfaces these candidates programmatically so you can rank, alert, and act inside your product. In this guide, you’ll call /v2/moonshots, display a high-signal list with TM Grade and Bullish tags, and wire it into bots, dashboards, or screeners in minutes. Start by grabbing your key at Get API Key, then Run Hello-TM and Clone a Template to ship fast.

What You’ll Build in 2 Minutes

  • A minimal script that fetches Moonshots via /v2/moonshots (optionally filter by grade/signal/limit).
  • A UI pattern to render symbol, TM Grade, signal, reason/tags, and timestamp—plus a link to token details.
  • Optional one-liner curl to smoke-test your key.
  • Endpoints to add next: /v2/tm-grade (one-score ranking), /v2/trading-signals, /v2/hourly-trading-signals (timing), /v2/resistance-support (stops/targets), /v2/quantmetrics (risk sizing), /v2/price-prediction (scenario ranges).

Why This Matters

Discovery that converts. Users want more than price tickers—they want a curated, explainable list of high-potential tokens. The Moonshots API encapsulates multiple signals into a short list designed for exploration, alerts, and watchlists you can monetize.

Built for builders. The endpoint returns a consistent schema with grade, signal, and context so you can immediately sort, badge, and trigger workflows. With predictable latency and clear filters, you can scale to dashboards, mobile apps, and headless bots without reinventing the discovery pipeline.

Where to Find The Moonshots API

The cURL request for the Moonshots endpoint is displayed in the top right of the API Reference. Grab it and start tapping into the potential!

  1. Get API Key — generate a key and start free.
  2. Run Hello-TM — verify your first successful call.
  3. Clone a Template — deploy a screener or alerts bot today.
  4. Compare plans: Scale confidently with API plans.

How It Works (Under the Hood)

The Moonshots endpoint aggregates a set of evidence—often combining TM Grade, signal state, and momentum/volume context—into a shortlist of breakout candidates. Each row includes a symbol, grade, signal, and timestamp, plus optional reason tags for transparency.

For UX, a common pattern is: headline list → token detail where you render TM Grade (quality), Trading Signals (timing), Support/Resistance (risk placement), Quantmetrics (risk-adjusted performance), and Price Prediction scenarios. This enables users to understand why a token was flagged and how to act with risk controls.

Polling vs webhooks. Dashboards typically poll with short-TTL caching. Alerting flows use scheduled jobs or webhooks to smooth traffic and avoid duplicates. Always make notifications idempotent.

Production Checklist

  • Respect plan caps; batch and throttle in clients/workers.
  • Use exponential backoff with jitter on 429/5xx; capture request IDs.
  • De-duplicate alerts and downstream actions.
  • Use memory/Redis with short TTLs; pre-warm during peak hours.
  • Fetch in pages if supported; parallelize within limits.
  • Sort primarily by tm_grade or composite; surface reason tags to build trust.
  • Track p95/p99, error rates, and alert delivery success; log variants.
  • Store keys securely; rotate regularly.

Use Cases & Patterns

  • Bot Builder (Headless): Filter for tokens appearing in Moonshots with tm_grade ≥ X. Confirm entry with /v2/trading-signals; place stops/targets with /v2/resistance-support; size via Quantmetrics.
  • Dashboard Builder (Product): Moonshots tab with badges (Bullish, Grade 80+, Momentum). Token detail page with TM Grade, Signals, S/R, and Predictions for a complete decision loop.
  • Screener Maker (Lightweight Tools): Top-N list with Follow/alert toggles; export CSV. Include “New this week” and “Graduated” sections for churn/entry dynamics.
  • Community/Content: Weekly digest highlighting new entrants, upgrades, and notable exits—link back to your product pages.

Next Steps

  1. Get API Key — generate a key and start free.
  2. Run Hello-TM — verify your first successful call.
  3. Clone a Template — deploy a screener or alerts bot today.
  4. Compare plans: Scale confidently with API plans.

FAQs

1) What does the Moonshots API return?

A list of breakout candidates with fields such as symbol, tm_grade, signal (often Bullish/Bearish), optional reason tags, and updated_at. Use it to drive discover tabs, alerts, and watchlists.

2) How fresh is the list? What about latency/SLOs?

The endpoint targets predictable latency and timely updates for dashboards and alerts. Use short-TTL caching and queued jobs/webhooks to avoid bursty polling.

3) How do I use Moonshots in a trading workflow?

Common stack: Moonshots for discovery, Trading Signals for timing, Support/Resistance for SL/TP, Quantmetrics for sizing, and Price Prediction for scenario context. Always backtest and paper-trade first.

4) I saw results like “+241%” and a “7.5% average return.” Are these guaranteed?

No. Any historical results are illustrative and not guarantees of future performance. Markets are risky; use risk management and testing.

5) Can I filter the Moonshots list?

Yes—pass parameters like min_grade, signal, and limit (as supported) to tailor to your audience and keep pages fast.

6) Do you provide SDKs or examples?

REST works with JavaScript and Python snippets above. Docs include quickstarts, Postman collections, and templates—start with Run Hello-TM.

7) Pricing, limits, and enterprise SLAs?

Begin free and scale up. See API plans for rate limits and enterprise options.

Research

Support and Resistance API: Auto-Calculate Smart Levels for Better Trades

Token Metrics Team
4
MIN

Most traders still draw lines by hand in TradingView. The support and resistance API from Token Metrics auto-calculates clean support and resistance levels from one request, so your dashboard, bot, or alerts can react instantly. In minutes, you’ll call /v2/resistance-support, render actionable levels for any token, and wire them into stops, targets, or notifications. Start by grabbing your key on Get API Key, then Run Hello-TM and Clone a Template to ship a production-ready feature fast.

What You’ll Build in 2 Minutes

A minimal script that fetches Support/Resistance via /v2/resistance-support for a symbol (e.g., BTC, SOL).

  • A one-liner curl to smoke-test your key.
  • A UI pattern to display nearest support, nearest resistance, level strength, and last updated time.

Next Endpoints to add

  • /v2/trading-signals (entries/exits)
  • /v2/hourly-trading-signals (intraday updates)
  • /v2/tm-grade (single-score context)
  • /v2/quantmetrics (risk/return framing)

Why This Matters

Precision beats guesswork. Hand-drawn lines are subjective and slow. The support and resistance API standardizes levels across assets and timeframes, enabling deterministic stops and take-profits your users (and bots) can trust.

Production-ready by design. A simple REST shape, predictable latency, and clear semantics let you add levels to token pages, automate SL/TP alerts, and build rule-based execution with minimal glue code.

Where to Find

Need the Support and Resistance data? The cURL request for it is in the top right of the API Reference for quick access.

👉 Keep momentum: Get API Key • Run Hello-TM • Clone a Template

How It Works (Under the Hood)

The Support/Resistance endpoint analyzes recent price structure to produce discrete levels above and below current price, along with strength indicators you can use for priority and styling. Query /v2/resistance-support?symbol=<ASSET>&timeframe=<HORIZON> to receive arrays of level objects and timestamps.

Polling vs webhooks. For dashboards, short-TTL caching and batched fetches keep pages snappy. For bots and alerts, use queued jobs or webhooks (where applicable) to avoid noisy, bursty polling—especially around market opens and major events.

Production Checklist

  • Rate limits: Respect plan caps; add client-side throttling.
  • Retries/backoff: Exponential backoff with jitter for 429/5xx; log failures.
  • Idempotency: Make alerting and order logic idempotent to prevent duplicates.
  • Caching: Memory/Redis/KV with short TTLs; pre-warm top symbols.
  • Batching: Fetch multiple assets per cycle; parallelize within rate limits.
  • Threshold logic: Add %-of-price buffers (e.g., alert at 0.3–0.5% from level).
  • Error catalog: Map common 4xx/5xx to actionable user guidance; keep request IDs.
  • Observability: Track p95/p99; measure alert precision (touch vs approach).
  • Security: Store API keys in a secrets manager; rotate regularly.

Use Cases & Patterns

  • Bot Builder (Headless): Use nearest support for stop placement and nearest resistance for profit targets. Combine with /v2/trading-signals for entries/exits and size via Quantmetrics (volatility, drawdown).
  • Dashboard Builder (Product): Add a Levels widget to token pages; badge strength (e.g., High/Med/Low) and show last touch time. Color the price region (below support, between levels, above resistance) for instant context.
  • Screener Maker (Lightweight Tools): “Close to level” sort: highlight tokens within X% of a strong level. Toggle alerts for approach vs breakout events.
  • Risk Management: Create policy rules like “no new long if price is within 0.2% of strong resistance.” Export daily level snapshots for audit/compliance.

Next Steps

  • Get API Key — generate a key and start free.
  • Run Hello-TM — verify your first successful call.
  • Clone a Template — deploy a levels panel or alerts bot today.
  • Watch the demo: Compare plans: Scale confidently with API plans.

FAQs

1) What does the Support & Resistance API return?

A JSON payload with arrays of support and resistance levels for a symbol (and optional timeframe), each with a price and strength indicator, plus an update timestamp.

2) How timely are the levels? What are the latency/SLOs?

The endpoint targets predictable latency suitable for dashboards and alerts. Use short-TTL caching for UIs, and queued jobs or webhooks for alerting to smooth traffic.

3) How do I trigger alerts or trades from levels?

Common patterns: alert when price is within X% of a level, touches a level, or breaks beyond with confirmation. Always make downstream actions idempotent and respect rate limits.

4) Can I combine levels with other endpoints?

Yes—pair with /v2/trading-signals for timing, /v2/tm-grade for quality context, and /v2/quantmetrics for risk sizing. This yields a complete decide-plan-execute loop.

5) Which timeframe should I use?

Intraday bots prefer shorter horizons; swing/position dashboards use daily or higher-timeframe levels. Offer a timeframe toggle and cache results per setting.

6) Do you provide SDKs or examples?

Use the REST snippets above (JS/Python). The docs include quickstarts, Postman collections, and templates—start with Run Hello-TM.

7) Pricing, limits, and enterprise SLAs?

Begin free and scale as you grow. See API plans for rate limits and enterprise SLA options.

Disclaimer

This content is for educational purposes only and does not constitute financial advice. Always conduct your own research before making any trading decisions.

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