H-032: Gate.io 上的 EVER“聪明钱包”：2022–2023 年选出的钱包充值后 7 天的下跌比随机钱包更可预测

未通过类别: 资金流 · 状态: 已否定

“聪明钱”的 EVER 充值能预测下跌吗？ 该想法没有跑赢简单地买入并持有，已被否定。

结果

技术细节由引擎生成，以英文显示。

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

Sharpe：单位风险的收益（越高越好）。CAGR：年均增长率。最大回撤：从峰值的最大跌幅。p 值：结果来自运气的概率（越低越好）。“持有”列为同一资产、同一时间段的买入持有结果。术语

选择期 2022-01-01 – 2023-12-24	合格钱包 85 个，“聪明”钱包 17 个，事件 889 个
充值后 7 天平均走势（选择期）：“聪明” / 全部	-8.70% / -3.08%
检验期自 2024-01-01	6 个“聪明”钱包的 33 个事件
充值后 7 天平均走势（检验期）：“聪明” / 随机	-1.51% / -3.70%
p（按事件数匹配的随机钱包）	0.931
退出规则对比持有：Sharpe	-0.19 / -0.08
退出规则对比持有：CAGR	-72.9% / -72.1%
退出规则对比持有：最大回撤	-98.4% / -99.0%
退出规则：持币时间	81%

为什么可能有效

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.

结论历史

2026-10-28: 未通过 (本引擎，数据截至 2026-10-27)

预注册规范

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