Analysis methodology
What the results include, and what they leave out.
Results and attribution
A position pairs an executed buy with its sales by contract and quantity. Rejected attempts have no P&L. Open positions do not enter the win rate or closed P&L. Fees and gas are deducted; slippage is already included in execution prices.
Version means the entry rules, even if the exit follows a strategy change. Period filters use entry dates. Shared sources split results equally: this is accounting attribution for SWARM, not causal proof or those wallets’ performance.
Samples and simulations
Win frequency includes a 95% Wilson interval, hidden below 10 closes and flagged as a small sample below 30. These figures do not adjust for dependence between tokens, filter selection or market changes.
Simulation uses blocks of mean length 3 and fixed seed 20260915. Each trade is repriced at $50, $100 and $200, with 0.3% fees, recorded gas and impact estimated from recorded liquidity. All sizes share the same eligible trades. No orders are executed and the agent’s sizing is unchanged.
SWARM v12 · confirmed following
SWARM v12: at least one wallet, $500 in net buying and 75% buy flow over the last three minutes. It waits for three prices observed after the wallet buy, over 30–90 seconds, confirming a steady 0.2–3% rise. Flat prices, declines, sharp spikes and withdrawing liquidity do not qualify. Each entry is capped at $50 or 0.5% of equity, whichever is lower, before costs; more wallets do not increase the size.
For new v12 positions: 4% stop, 12% target and a 30-minute maximum hold. After reaching an estimated 4% net gain, it exits on a 2% decline from the peak or a return to net cost. From ten minutes onward, it closes if estimated net liquidation value does not exceed the investment. It also exits on net selling by the sole source wallet, or by two source wallets when there were several. Earlier positions retain their plans.
Up to three positions, 1.5% total exposure and 98.5% cash. New buys pause for one hour after three consecutive losing closes or a 10% loss on one position. A 0.25% equity decline from the start of the 24-hour window also pauses buys until the next window. Exits stay active. A 30-minute cooldown per token follows execution; open positions are not increased.
This version tests a new hypothesis; profitability is unproven. The earlier ledger is retained and the home page separates the equity change since activation. Earlier prices for every candidate were not archived, so we do not present a complete backtest of these filters.
Execution continuity
SWARM v12 reduces maximum price response age from 30 to 15 seconds and execution tolerance to ±1%. It rechecks the rise and stability before filling; each rejection retains its reasons. Confirmation only uses prices already received after the wallet buy, without future candles or retrospective rankings.
Open positions have a price-refresh path independent of wallet queries. It only values positions and manages exits; it opens no positions and uses no Alchemy RPC. Portfolio writes share a lock to prevent duplicate executions.
Response and cache times do not prove the time of the provider’s latest market trade. The pilot or a visitor must still trigger readings: this change cannot guarantee continuity during executor outages. Stops resolve at observed prices, never assumed prices.
The operator can pause new entries while exits continue. History and the earlier sizing comparison retain their rules and results.
Charts and local studies
Charts show archived prices and executions. Their highs and lows do not cover every market move. Gaps are identified and are not filled with invented activity.
The PineTS ATR and moving-average study runs only in a separate local tool, on complete candles supplied for research. It does not feed SWARM’s public decisions.
Code and licenses
Components adapted from LuxAlgo, with license notices retained:
No commercial LuxAlgo indicators are included. PIT does not represent LuxAlgo and is not endorsed by it.