Data-verified crypto market research. Every figure traces to public exchange data, and every claim states what it cannot show.
UNI turnover went from $12.6M to $36.7M in a week, but the heaviest days printed at the highs and price fell since. Why a framework that always returns a label is hiding its uncertainty from you.
· $UNI $BTC $ETHXRP trends everywhere while its volume z-score prints -2.47, the lowest in 370 days, with 96.7% of the month's money underwater. Attention and participation are not the same measurement.
· $XRP $BTC $ETHEthena's yield comes partly from funding collected on short perp hedges. Annualised ETH funding fell from +5.34% to +1.31% with 30% of periods negative. Measuring the revenue input instead of reading the chart.
· $ENA $ETH $BTCBitcoin's 30-day high-low width is 9.3%, the narrowest of 971 rolling windows. Three independent compression measures agree. Why that forecasts the size of the next move and not its direction.
· $BTCGIGGLE's turnover ramp from $1.3M to $41.4M a day, the partial-candle trap that makes rising volume look like exhaustion, and a published correction to my own number.
· $GIGGLEA ranked table of tokens about to run, checked against Binance's own exchangeInfo. Two top picks are not on spot at all, and the one that is had its volume quoted 2.5x above the measured figure.
· $GIGGLEThe underwater-share metric reads 0% both for a move still recruiting buyers and one running out of them. Volume trend separates them. Includes the five formulas to reproduce it from a candle export.
· $GIGGLE $PUMP $BANKBANK's 30-day return is positive while 99% of the month's turnover traded above the current price. The gap between an asset's return and its holders' return, measured.
· $BANK $GIGGLEA quantitative survey of early trend-reversal detection: order flow imbalance, volume profile, volatility regimes, change point detection, on-chain cost basis and derivatives positioning, plus a three-layer hybrid framework.
· $BTC