H-032: Gate.io'da EVER «akıllı cüzdanları»: 2022–2023'te seçilen cüzdanların yatırımları 7 günlük düşüşleri rastgele cüzdanlardan iyi öngörür
Kaldı Tür: akışlar · Durum: reddedildi
“Akıllı para” EVER yatırımları düşüşü öngörür mü? Fikir, coini alıp tutmaktan daha iyi olamadı. Reddedildi.
Sonuç
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
| Seçim 2022-01-01 – 2023-12-24 | 85 uygun cüzdan, 17 «akıllı», 889 olay |
|---|---|
| Yatırımlardan sonraki 7 günlük ortalama hareket (seçim): «akıllı» / tümü | -8.70% / -3.08% |
| 2024-01-01 tarihinden itibaren test | 6 «akıllı» cüzdandan 33 olay |
| Yatırımlardan sonraki 7 günlük ortalama hareket (test): «akıllı» / rastgele | -1.51% / -3.70% |
| p (eşleştirilmiş rastgele cüzdanlar) | 0.931 |
| Çıkış kuralı / tutmak: Sharpe | -0.19 / -0.08 |
| Çıkış kuralı / tutmak: CAGR | -72.9% / -72.1% |
| Çıkış kuralı / tutmak: en büyük düşüş | -98.4% / -99.0% |
| Çıkış kuralı: coinde geçen süre | 81% |
Neden işe yarayabilir
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.
Karar geçmişi
- 2026-10-28: Kaldı (bu motor, veri 2026-10-27 tarihine kadar)
Önceden kayıtlı tanım
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