H-032: «Умные кошельки» EVER на Gate.io: пополнения кошельков, отобранных на 2022–2023, предсказывают падение цены за 7 дней лучше случайных
Не прошла Тип: потоки · Статус: отклонена
Предсказывают ли депозиты «умных денег» в EVER падение? Идея не обыграла простую покупку монеты с удержанием. Она отклонена.
Результат
17 smart wallets of 85; from 2024-01-01 their 33 deposits were followed by a mean 7-day log return of -0.0152 vs -0.0378 for random matched wallets (p = 0.931, need p < 0.05); exit rule Sharpe -0.19 vs hold -0.08
| Отбор 2022-01-01 – 2023-12-24 | подходящих кошельков 85, «умных» 17, событий 889 |
|---|---|
| Среднее движение за 7 дней после пополнений (отбор): «умные» / все | -8.70% / -3.08% |
| Проверка с 2024-01-01 | 33 событий «умных» кошельков от 6 кошельков |
| Среднее движение за 7 дней после пополнений (проверка): «умные» / случайные | -1.51% / -3.70% |
| p (случайные кошельки, подобранные по числу событий) | 0.931 |
| Правило выхода против удержания: Sharpe | -0.19 / -0.08 |
| Правило выхода против удержания: CAGR | -72.9% / -72.1% |
| Правило выхода против удержания: макс. просадка | -98.4% / -99.0% |
| Правило выхода: время в монете | 81% |
Почему это могло бы работать
Idea by F1DevBin: wallets that move EVER to an exchange before it falls may know something, and if they do, the same wallets should keep doing it. Data: Gate.io's Everscale hot wallet (found 2026-10-28 from a withdrawal to the owner's wallet; ~70 M EVER, active since 2021-10). Users send EVER to personal deposit addresses that Gate sweeps into the hot wallet; a deposit address is a sender to the hot wallet that forwarded at least 90 % of its outflow there, and a 'wallet' is whoever sent EVER to such an address (crl data everscale, public GraphQL, addresses stored only as short SHA-256 ids; the owner's addresses are excluded when the data is built; transfers from Gate's own addresses are dropped). An event is a wallet's transfer of at least 10 EVER into a deposit address that had already been swept before it (so the address was knowable as Gate's at that moment); transfers within 7 days of the wallet's previous event join it; wallets with more than 100 transfers in a calendar month of the selection period are services and are dropped. Outcome: log return of EVER (Gate.io daily closes) from the close of the event's UTC day to the close 7 days later. Selection 2022-01-01 to 2023-12-24 (the last 7-day window ends before 2024, so no later price is used): wallets with 5+ events; the 20 % with the lowest mean outcome are 'smart' (need 25+ eligible wallets). Test from 2024-01-01: the mean outcome of the smart wallets' events (need 30+) against 1000 random sets of eligible wallets matched on their number of selection events; passes if p < 0.05 (one-sided: as low or lower). Also reported: holding EVER but staying out for 7 days after any smart-wallet event, decided at that day's close, with Gate's 0.2 % fee plus 0.2 % slippage per side, against holding. EVER only: this wallet-level data exists only on Everscale (an exception to the all-coins rule); GRAM on TON is a separate future hypothesis. Expectation written before any result: the 2022-23 'smart' wallets were mostly lucky and will not beat random wallets from 2024.
История вердиктов
- 2026-10-28: Не прошла (этот движок, данные по 2026-10-27)
Зарегистрированная спецификация
kind: wallet_deposits
asset: EVERUSDT
universe:
- EVERUSDT
hot_wallet: 0:3addd84bf73267312a477049fd9b8db761bf39c585c150f8e6f9451347af2b6c
dataset: ever_gate_deposits.csv.gz
filters:
min_value: 10
swept_before: true
merge_days: 7
max_monthly: 100
selection:
start: '2022-01-01'
end: '2023-12-24'
min_events: 5
horizon_days: 7
smart_share: 0.2
min_wallets: 25
test:
start: '2024-01-01'
min_events: 30
'null':
method: random_wallets_matched
n: 1000
buckets:
- 5
- 6
- 8
- 11
- 16
- 26
significance:
alpha: 0.05
rule:
exit_days: 7
fee: 0.002
slippage: 0.002