PUMPUSDT · historical base rate

Swept the lows and reclaimed (1h) on PUMPUSDT

The last completed one-hour candle swept prior lows and closed back above them: the "bullish" sweep and reclaim formation on the hourly.

What has happened on PUMPUSDT when it held

Historically, when Swept the lows and reclaimed (1h) on PUMPUSDT held (34 occurrences in the scanned window, 34 with a computable 24h horizon), the market reached +5% within 24h in 11 of 34 (32.4) and drew down 10%+ in 0 of 34 (0.0). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

Outcome distribution

WHAT FOLLOWED - ALL 34 MATCHES, FROM THE PER-SCAN SUMMARY

0 OF 34 (0.0%) REACHED ≥ +5% WITHIN 1H

METRIC MFE_1H · CHIPS RE-READ THE SUMMARY, NEVER RE-QUERY

🔒 COMPUTED FORWARD, NEVER A FILTER · DENOMINATOR 34 = MATCHES WITH A COMPLETE 1H HORIZON

OCCURRENCES PER DAY · UTC · SUM 34 - ALL 34, NOT THE PAGE

About 1.1 a day, on 21 of 31 days: spread through the record rather than one event.

FWD_RET_30M DISTRIBUTION · 33 PRESENT · 1 ABSENT

Forward 30-minute returns across 33 matches: close to an even split, which is what a coin flip looks like.

Upside reached · 24hThe most price moved up within 24h of each occurrence: a high-water mark, never a close. 34 with a complete 24h.

Drawdown · 24hThe worst price moved against within 24h of each occurrence: the deepest point, never the close. 34 with a complete 24h.

Versus baseline

Historically, when any eligible PUMPUSDT minute in the window (baseline) held (39,121 occurrences in the scanned window, 37,676 with a computable 24h horizon), the market reached +5% within 24h in 13,538 of 37,676 (35.9) and drew down 10%+ in 874 of 37,676 (2.3). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

The full record

The same setup counted over every recorded day on PUMPUSDT (2026-05-15 to 2026-08-01), growing daily.

Historically, when Swept the lows and reclaimed (1h) on PUMPUSDT over the full record held (70 occurrences in the scanned window, 70 with a computable 24h horizon), the market reached +5% within 24h in 24 of 70 (34.3) and drew down 10%+ in 4 of 70 (5.7). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

WHAT FOLLOWED - ALL 70 MATCHES, FROM THE PER-SCAN SUMMARY

1 OF 70 (1.4%) REACHED ≥ +5% WITHIN 1H

METRIC MFE_1H · CHIPS RE-READ THE SUMMARY, NEVER RE-QUERY

🔒 COMPUTED FORWARD, NEVER A FILTER · DENOMINATOR 70 = MATCHES WITH A COMPLETE 1H HORIZON

OCCURRENCES PER DAY · UTC · SUM 70 - ALL 70, NOT THE PAGE

About 0.9 a day, on 39 of 79 days: spread through the record rather than one event.

FWD_RET_30M DISTRIBUTION · 69 PRESENT · 1 ABSENT

Forward 30-minute returns across 69 matches: close to an even split, which is what a coin flip looks like.

Reproducibility key (q#a9eb82ce)

grammar: research_query.v2
normalization: archive_normalization.v1
feature library: feature_defs.v1
dataset revision: ce3b6253b51706f7a4c0e4a553e0dd67fcf76395dd1a8717eccda70dad520d60
query hash: a9eb82ce2f7671d38c844bf7ab2b52104d2a1ae3ebecd6ff6f3ae3c53d46f922
scanned window: 2026-07-02T00:00:00.000Z to 2026-08-01T00:00:00.000Z (UTC)

Same key, same bytes. This receipt reruns; it does not retell. When the record grows, the dataset revision changes and says so.

Re-run this over the API or MCP

This is the exact research_query.v2 definition behind the receipt. Send it to the key-authed research API (or the MCP research tool) and diff the bytes: a cached rerun is free.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.candle_sweep_reclaim_1h",
        "eq",
        "bullish"
      ],
      [
        "identity.symbol",
        "eq",
        "pumpusdt"
      ],
      [
        "times.anchor_time",
        "between",
        [
          "2026-07-02T00:00:00.000Z",
          "2026-08-01T00:00:00.000Z"
        ]
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 50,
    "cursor": null
  }
}

curl -s https://app.edgedepth.com/api/v1/research/query \
  -H 'authorization: Bearer $EDGEDEPTH_API_KEY' \
  -H 'content-type: application/json' \
  -d '{"schema_version":"research_query.v2","normalization_version":"archive_normalization.v1","feature_version":"feature_defs.v1","target":"record_occurrences","where":{"all":[["feature.candle_sweep_reclaim_1h","eq","bullish"],["identity.symbol","eq","pumpusdt"],["times.anchor_time","between",["2026-07-02T00:00:00.000Z","2026-08-01T00:00:00.000Z"]]]},"sort":["times.anchor_time","desc"],"page":{"limit":50,"cursor":null}}'

How to read this

Counts ship with denominators: occurrences across the eligible symbol-buckets scanned. A rate is over the occurrences with a computable horizon (present), never the total.
Absent is absent. When a feature was not warm at a minute, that bucket leaves the denominator and is reported; it is never coerced to zero.
This selects a setup, never its outcome. The grammar forbids filtering on what followed (OUTCOME_IN_PREDICATE), so the distribution below is over every occurrence, not a survivorship-picked subset.

Occurrences are observed examples in a selected archive, not a guarantee. Outcomes are computed forward from each anchor and are descriptive, never a filter and never a prediction. Nothing here is trading advice.

Everything measured on PUMPUSDT right now: the PUMPUSDT research page