Phase Space, Historical Analogs, and Aizawa-Inspired Signals

MattDOM's phase signals describe how order-book pressure is evolving, compare the current trajectory with earlier market behavior, and condition liquidity heat on the current regime. They are inspired by the phase-space work in v19mm, but they do not claim that an Aizawa attractor predicts price or proves that a market is mathematically chaotic.

1. The idea in plain language

A normal DOM snapshot tells you what the book looks like right now. Phase space adds information about how it arrived there.

MattDOM continuously constructs a three-part market state:

Component	What it measures	Trading interpretation
Pressure	Distance-weighted bid depth versus ask depth	Which side currently has more nearby displayed support
Rotation	The normalized, smoothed change in pressure	Whether control is shifting toward bids or asks
Volatility expansion	Whether short-term midpoint volatility is accelerating	Whether conditions are becoming less stable

Each new state becomes one point in a trajectory. MattDOM evaluates the path through these states instead of treating one imbalance reading as a forecast.

The depth calculation uses up to the nearest 12 levels on each side. Levels near the inside market receive more weight than distant levels, which makes the state more stable than using only the best bid and best ask queues.

2. What Aizawa means here

An Aizawa attractor is a bounded nonlinear system that produces complex 3D trajectories. In v19mm it is used as:

a deterministic source of smooth, bounded parameter modulation;
a reference shape for trajectory similarity research;
an ensemble whose divergence can increase defensive quoting.

The implementation normalizes translation and scale before comparing paths. The label aizawa_like therefore means that a market trajectory has similar normalized motion to an Aizawa reference segment. It does not mean:

the market has been proven mathematically chaotic;
a price reversal or continuation is guaranteed;
the attractor generated a price prediction.

MattDOM's user-facing features primarily compare market trajectories with earlier market trajectories. That gives every match a measurable forward outcome rather than treating synthetic resemblance as a trade direction.

3. Open the phase signal controls

Select SIGNALS in the MattDOM toolbar and find PHASE SIGNALS. The three controls are independent:

ANALOGS
REGIME SHADING
REGIME HEAT

You can enable one, several, or all four. Each choice is stored separately in the browser. Turning on one feature does not silently enable another.

After the Signals panel closes, enabled results remain visible on the DOM:

ANALOGS uses a persistent bottom-left readout with fit, sample count, and

1/5/15-second median outcomes.

The Signals panel is therefore only a settings surface; it does not need to remain open while trading.

MattDOM always maintains one shared phase state so combined signals agree with one another and do not duplicate feed processing.

4. Historical Analogs

Enable ANALOGS to compare the latest phase-space path with earlier paths collected during the current MattDOM session.

The readout shows:

directional summary: BULLISH, BEARISH, or NEUTRAL;
number of historical matches;
trajectory fit percentage;
median forward movement after 1, 5, and 15 seconds, measured in basis points.

Example:

ANALOGS  BULLISH · 12 · 71% FIT
MEDIAN: 1S +0.18 · 5S +0.74 · 15S +1.05 BPS

This says that the best available earlier paths had a positive median outcome. It does not say every analog moved upward.

Warm-up behavior

COLLECTING means MattDOM does not yet have enough history. A usable example needs both:

an earlier phase trajectory;
a known 15-second outcome after that trajectory.

Allow roughly 20–30 seconds before expecting the first result. Match coverage and diversity improve as the session continues.

Analogs are intentionally cleared when you change symbols or reload the page. BTC history is never reused as an ETH pattern, and stale history from a prior session cannot contaminate the new one.

How to use Analogs

Treat the result as supporting evidence:

A directional median with strong fit and low dispersion is more useful than

a weak fit with widely scattered outcomes.

A neutral result can be valuable: it warns that similar states did not have a

consistent direction.

If current liquidity signals disagree with the analog result, wait for the

conflict to resolve rather than assuming one signal must be correct.

5. Regime Shading

Enable REGIME SHADING to place subtle state bands behind the tick chart.

Regime	Typical reading
Stable	Pressure is changing slowly and volatility is not expanding sharply
Bid pressure	Nearby weighted depth persistently favors bids
Ask pressure	Nearby weighted depth persistently favors asks
Transitional	Pressure is rotating quickly without a settled direction
Unstable	Rapid pressure rotation and volatility expansion occur together

Shading is deliberately faint so trades, order lines, and liquidity markers remain readable. Its main value is showing transitions:

stable → bid pressure;
directional pressure → transitional;
transitional → unstable;
unstable → stable.

A single unstable band is not an instruction to exit or reverse. Watch whether it persists and whether the book, tape, and liquidity events confirm it.

6. Regime Heat

Enable REGIME HEAT to condition liquidity heat on the phase state.

Ordinary heat measures persistence and defense at a level. Regime Heat asks an additional question: does the broader state support that level?

It considers:

whether current pressure aligns with the bid or ask level;
how quickly pressure is rotating;
whether volatility is expanding.

Hover a heated row to see one of these labels:

Label	Interpretation
`STABLE`	Strong heat with aligned pressure and limited stress
`SUPPORTED`	Pressure supports the level, but evidence is not yet maximal
`TESTED`	The level remains meaningful while pressure does not fully support it
`BREAK RISK`	Rotation or volatility expansion weakens confidence in the level

Regime Heat works even when the ordinary HEAT MODE selector is OFF. This makes it a separate analytical view rather than a hidden modifier of Age or Defense Heat.

7. Recommended combined workflow

The three phase signals are designed to operate together:

Enable REGIME SHADING to see the current environment.
Enable REGIME HEAT to find levels supported or threatened by that state.
Enable ANALOGS to check what followed similar earlier trajectories.
Confirm the interpretation with actual trades, spread behavior, and venue

participation before placing an order.

Example bullish sequence:

stable → transitional → bid pressure
           + bid absorption marked SUPPORTED
           + bid shelf changes from TESTED to STABLE
           + historical analog median is positive

That is stronger evidence than any single component. It is still not a guarantee: displayed liquidity can pull, execution can lag, and the next market outcome can differ from every historical analog.

8. Common mistakes

Treating pressure as executed flow

Pressure comes from displayed depth. Use the tape to confirm whether aggressive trades agree with it.

Treating fit as probability

A 75% FIT value describes trajectory similarity. It does not mean there is a 75% probability of the displayed outcome.

Reading COLLECTING as neutral

COLLECTING means insufficient history, not balanced evidence.

Calling every unstable state chaotic

Unstable is an operational microstructure label based on rotation and volatility expansion. It is not mathematical proof of chaos.

Ignoring grouping and feed quality

Sparse or stale books make every depth-derived signal less reliable. Check FEED AGE, spread, venue composition, and visible depth before trusting the phase state.

10. Risk and limitations

Phase signals observe displayed liquidity, which exchanges can cancel or

replace rapidly.

Historical matches come from the current session and may represent a small or

repetitive sample.

Median analog outcomes hide individual winners and losers.
Regime labels summarize continuous measurements and can change as new data

arrives.

Aizawa similarity is shape research, not a directional forecast.
None of these controls automatically changes orders, automation settings, or

position size.

Use phase signals to organize evidence and recognize transitions. The venue's order, fill, position, and liquidation displays remain authoritative for live execution and risk.