(caution rambling) While I can understand the apparent usefulness for that kind of disclosure - there are exceptionally good reasons for why providing that information is both meaningless and dangerous (saying that with no disrespect).
Investing in secondary markets is more a game of strategy that involves money and transactions (and little else). It is well known secondary markets are zero sum. In the world of limited inventory, buying and selling is someone else (counterparty) selling and buying. Buyers need sellers, and sellers need buyers. Buying into a startup or producing something requires different considerations - as that is typically venture capital in a primary market.
Being a traditional believer in buy and hold does not always go according to plan, and does not mix with ignorance - I have the scars to prove it. The saying nothing ever travels in a straight line (and not for very long) - that is the herd.
So it is important to understand the herd, or the crowd, as a whole not just within the confines of a café, or forum. This is what I have done for the last 2 years, and wish I could have drunk it from a bottle before I thought I knew what I was doing 4 years ago.
The disclosure you think might help is more harmful than helpful IMHO. Knowing more about your opponent reveals their strategy - and this game relies on counterparties who's approach is both thinking they are going to win when applying their own strategy. Capitalism ... uses capital to generate more capital.
As for understanding the herd - that bit is fascinating. Very simplistically, there are 3 main classifications of traders (called agents) - 1)long term (beta groups), 2)shorter term (long/short/alpha groups) and 3)HFT (zero overnight exposure). Each of these groups create clear cycles in price that is critical to understand your own personal risk tolerance.
Roughly (by my own crude estimations) - beta is multiyear price cycles (rotations), e.g. SPX 2003-2007-2009- for example, generational lows to highs - alpha is sub year - typically active long/short from 1-2 weeks to 1-2 months or so e.g. quarterly cycles - HFT is intraday, with generally zero net open positions overnight (most don't know that about true HFT firms) - grossly simplifying the market microstructure of client/broker/dealer (not mentioning prop/retail/HNW trading)
Each of these 3 main groups consists of a pool of investors with different expectations, with a corresponding pool of capital ($billions to $trillions). You can see the effects of each of these groups in every price trend of every asset anywhere. Some call these trends tea leaves - I call them footprints. Since every transaction leaves a footprint (price) - and every group above needs to complete a transaction.
Then when understanding the inventory, turnover and derivatives of any particular asset (the market capitalisation), you can see from the historical price trend who is having the most influence in response to available news/information. You can then work out how much is capital/flow needed to influence the price of a particular asset - known as liquid or illiquid.
The single most critical aspect of economics in my limited capacity for knowledge is the time value of money - aka the almighty rate of return. This return is measured against a single individuals expectation (timeframe). All the individuals are called agents - and every agent has a corresponding counterparty to take the other side of the trade using strategies that have expectation.
All the econometrics in the world do nothing to explain the psychology of price determination via transactions involving (bid-buy) and (offer-sell) expectations. Bubbles are irrational euphoria (2007), crashes are irrational desperation (2009) - more psychology than meaning.
Take a subsample of 100 people on HC and you will get a mix of timeframes and opinions that you either agree with or disagree with within your own timeframe. But decoding the beta/alpha/HFT is not something anyone will disclose - since this has market impact in zero sum games.
While forums like HC can be very useful for sharing/disseminating information they can also be dangerous (again, with no disrespect) - being the heavily promoted efficient market hypothesis or EMT. Unfortunately the more efficient the market, the lesser the return on capital (by definition). Since efficiency means we all know that exact same thing - yet we can still interpret the same information very differently.
It is *all about* herd mentality = a collective of neuroses with time variant expectations and price dependent rationalities (not all of which ever have to agree). For any asset, there are thousands of investors with only a dozen or so strategies - but they all vary greatly in time and amount of capital. The more dysfunctional a market, the more opportunity there is due to asymmetry (strictly inefficiency).
Which makes the disclosure bit irrelevant IMHO. The big fish are what matter the most, having studied the capital flows of 50 largest public listed funds. Look up 'market impact model' and 'market microstructure' as a starting point. It will be worth your time.
(20min delay)