SmartLiquid
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QUANTITATIVE DESK · VAR ENGINE v1.2

Smart Money Impact & Market Price Co-resonance

Quantifying lead-lag effects between high-CopyScore wallets and global Hyperliquid price using a Vector Autoregression (VAR) econometric engine.

Optimal VAR Order
4 Lags (4 Hours)
Model Note: All analyses are estimated via OLS ridge regression using historical on-chain events. Granger causality does not imply guaranteed future profitability. Use with caution.

Granger Causality Verification

F-Test / Chi2
Smart Money Volume
CopyScore ≥ 80
No Lead
Market Price
Hyperliquid Est.

Granger causality is a statistical hypothesis test for determining whether the historical trajectory of Smart Money volume provides statistically significant predictive power for future Market price.

Causal Direction
Smart Money Changes → Market Price Changes
No Significant Lead Indicator (Weak)

Regression Statistics Detail

P-Value
0.9283
Threshold < 0.05
Test P-Value0.928271
Chi-Square Statistic11.50
Degrees of Freedom (Lags)4
Significance Level (alpha = 0.05) Alpha = 0.05

Price Co-resonance Analysis

The emerald gradient area represents Hyperliquid global estimated price (Left Axis), while the golden line shows absolute top smart money (CopyScore ≥ 80) volume (Right Axis).

Market Price
Smart Money Volume

Loading Market Co-resonance Chart...

Est. Market Index Price
$73,055.77/ day avg
Smart Money Daily Vol
$5.5M/ day avg

Smart Money Impulse Simulator

Simulates the dynamic hourly path and decay rate of global Market price deviations over 24 hours, triggered by a +1 standard deviation positive shock (sudden surge) in Smart Money trading.

Impulse Shock Strength (Smart money surge variance)+1.0 SD
0.5 SD (Mild)1.0 SD (Base)3.0 SD (Surge)
Root Cause Analysis Verdict

时序方差分解表明，聪明钱包的先导行为对大盘价格未来 24 小时的波动性具有高达 0.06% 的独立解释力度。当聪明钱活跃度突增 1 标准差时，大盘价格将在随后的 3-6 小时内达到震荡传导的最高峰，呈现明显的价值溢价。

Loading Impulse Response Simulation...

💡 Recalculating 24h deviation vectors in real-time under a 1x positive shock impulse.Response unit: Price percentage deviation (% deviation)

Top Smart Money Price Contributor Leaderboard

Based on the VAR FEVD model, decomposing the individual lead-lag explanation share of top-tier smart money on global market fluctuations.

Copytrading Gateway Enabled
#1
0x2c...b2d8
CS 94
Decomp Expl.0%
90d Trades468 trades
Pref. AssetsSOL / HYPE
Copy Trade
#2
0x57...879f
CS 94
Decomp Expl.0%
90d Trades481 trades
Pref. AssetsSOL / HYPE
Copy Trade
#3
0x96...e2ee
CS 92
Decomp Expl.0%
90d Trades447 trades
Pref. AssetsSOL / HYPE
Copy Trade
#4
0xb7...e1d0
CS 92
Decomp Expl.0%
90d Trades500 trades
Pref. AssetsSOL / HYPE
Copy Trade
#5
0xb5...1ed6
CS 92
Decomp Expl.0%
90d Trades501 trades
Pref. AssetsSOL / HYPE
Copy Trade