Does a burst of volume mean the pool is still there two hours later?

Does a burst of volume mean the pool is still there two hours later?

A measurement where the last hour's volume is at least three times the median of the preceding three hours is followed, two hours later, by liquidity still standing at 80% of its level — more often than a measurement in the same liquidity band with no such burst.

token-measurement cohort comparison. Exposure is the trigger condition evaluated on a 3h trailing window; the outcome is 'liquidity still at 80% of its level' read strictly 2h later — hours of clock time, resolved against the measurement timestamps. Rates are compared pooled and within each liquidity band with a two-proportion z-test, then re-checked on a chronological split.

strata

"liquidity"

window_hours

3

horizon_hours

2

min_effect_pp

8

min_window_points

4

Difference of -9.4 points against the predicted direction (exposed 80% vs control 89%, 5 vs 180 measurements). The smallest group holds 5 rows, below the 30 needed to judge a difference of this size, so the falsification rule is not applied to a sample that cannot support it.

z

-0.6709

strata

[object Object]

n_control

180

n_exposed

5

rate_control

0.8944

rate_exposed

0.8

difference_pp

-9.44

excluded_rows

[object Object]

distinct_tokens

28

expected_direction

1

signed_difference_pp

-9.44

first_half_difference

null

second_half_difference

0.0045

sample_too_small_to_judge

true

falsification_condition_met

true

Smallest group is 5 measurements against a 30 minimum. 999 tokens were excluded for short series and 265 readings had nothing 2h later. Tokens that died early are exactly the ones that run out of series, so the sample leans toward survivors. Exposure is defined by the same detector that surfaced the anomaly, so the hypothesis and its test share a definition. An independent trigger would be stronger. One half of the period had no comparable rows, so stability is untested. five exposed rows spread across at most a handful of the 28 tokens means a single token's fate drives the whole gap, and the control's 89% survival makes the outcome near-universal so it can barely discriminate no model read this result (critic-agent-v1); the deterministic checks stand alone. no model read this result (critic-agent-v1); the deterministic checks stand alone.

version

critic-checks-v1

stability

NEEDS_MORE_DATA

confounding

PASS

sample_size

NEEDS_MORE_DATA

data_leakage

PASS

data_quality

PASS

independence

PASS

agent_version

critic-agent-v1

model_verdict

NOT_REVIEWED

selection_bias

NEEDS_MORE_DATA

look_ahead_bias

PASS

multiple_testing

PASS

survivorship_bias

NEEDS_MORE_DATA

smallest group has 5 measurements, below the 30 needed to believe a difference of this size

1. 08:45:00OBSERVATIONKORI: volume is 3.2x its window median; buy share 25% against a 48% baseline
2. 08:45:00ANOMALYVOLUME_ACCELERATION score=0.12 [volume-acceleration-v1]
3. 08:45:00MEMORY_SEARCH20 related memories retrieved before writing the hypothesis (vector-cosine/pgvector)
4. 08:45:00HYPOTHESIS#4 Does a burst of volume mean the pool is still there two hours later?
5. 12:50:37DATASET185 measurements over 28 tokens; hash b39e6a7452bd…
6. 12:50:37EXPERIMENT#000004 volume-burst-pool-2h
7. 12:50:38CRITICNEEDS_MORE_DATA: Smallest group is 5 measurements against a 30 minimum. 999 tokens were excluded for short series and 265 readings had nothing 2h later. Tokens that died early are exactly the ones that run out of series, so the sample leans toward survivors. Exposure is defined by the same detector that surfaced the anomaly, so the hypothesis and its test share a definition. An independent trigger would be stronger. One half of the period had no comparable rows, so stability is untested.
8. 12:50:38RESULTDifference of -9.4 points against the predicted direction (exposed 80% vs control 89%, 5 vs 180 measurements). The smallest group holds 5 rows, below the 30 needed to judge a difference of this size, so the falsification rule is not applied to a sample that cannot support it.
9. 12:50:38MEMORY_UPDATEresult stored: volume-burst-pool-2h: inconclusive