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Spot","reconstructed":true,"threshold":4.414661697878381,"buy_share_pct":46.09058242623574,"hour_of_week":37,"prior_24h_return_pct":0.6036069193963822,"prior_24h_volatility_pct":1.9867504343667348,"btc_prior_24h_return_pct":1.4785942729668378,"outcome_window_start":1789131600.0,"outcome_window_end":1789218000.0,"outcome_status":"complete","return_24h_pct":0.26340820955585986,"mfe_24h_pct":4.895002560913153,"mae_24h_pct":-1.4926465208165651,"returned_inside":null,"calculation_version":"historical-evidence-1.2"},{"observation_id":"XRPUSDT:1789138800","symbol":"XRPUSDT","group":"down-volume","event_time":1789138800.0,"reference_price":1.395,"source":"Binance Spot","reconstructed":true,"threshold":3.9421577614318175,"buy_share_pct":47.56425971702171,"hour_of_week":39,"prior_24h_return_pct":2.543369597177292,"prior_24h_volatility_pct":5.0356910893420475,"btc_prior_24h_return_pct":1.7910657532338892,"outcome_window_start":1789138800.0,"outcome_window_end":1789225200.0,"outcome_status":"complete","return_24h_pct":-1.799283154121878,"mfe_24h_pct":0.774193548387081,"mae_24h_pct":-3.4910394265232902,"returned_inside":null,"calculation_version":"historical-evidence-1.2"}],"evidence_columns":[["symbol","Market"],["group","Event group"],["status","Sample status"],["complete_n","Complete N"],["matched_control_n","Matched controls"],["pending_n","Pending"],["gap_n","Gaps"],["event_bootstrap_seed","Event CI seed"],["difference_bootstrap_seed","Difference CI seed"],["median_return_pct","Median 24h %"],["median_return_ci_low","Block-bootstrap 95% low"],["median_return_ci_high","Block-bootstrap 95% high"],["positive_pct","Positive 24h %"],["median_mfe_pct","Median MFE %"],["median_mae_pct","Median MAE %"],["matched_control_median_return_pct","Matched-control median %"],["event_minus_control_median_pct","Event minus control pp"],["event_minus_control_ci_low","Difference 95% low"],["event_minus_control_ci_high","Difference 95% high"]],"summary":{"answer":"Actual archive coverage at this calculation: BTCUSDT 2184 hourly bars (~91.0 days); ETHUSDT 2184 hourly bars (~91.0 days); SOLUSDT 1032 hourly bars (~43.0 days); BNBUSDT 1032 hourly bars (~43.0 days); XRPUSDT 1032 hourly bars (~43.0 days); DOGEUSDT 1032 hourly bars (~43.0 days). 325 spaced reconstructed events and 79 non-overlapping matched controls across 6 fixed spot pairs. Outcome estimates are withheld below 20 complete events. Controls match symbol and UTC hour-of-week, then minimize prior volatility, local trend and BTC-regime distance; controls whose 24h windows overlap any same-symbol event window are excluded."},"market_count":12,"bootstrap_method":"deterministic circular moving-block bootstrap of the median","block_size":3,"resamples":1000,"seed":"Per-row event_bootstrap_seed and difference_bootstrap_seed; uint32 from first four SHA-256 bytes of the published label","rng":"xorshift32: x ^= x<<13; x ^= x>>17; x ^= x<<5, masked to uint32 after each left-shift stage; block start = state mod sample count","quantile_interpolation":"linear at zero-based position (resamples - 1) × q for q=0.025 and 0.975","matching_exact_fields":["symbol","hour_of_week"],"distance_formula":"sum(weight[field] × abs(event[field] - control[field]) / normalization[field]); missing component uses missing_component_penalty","normalization":{"prior_24h_return_pct":5.0,"prior_24h_volatility_pct":2.0,"btc_prior_24h_return_pct":5.0},"weights":{"prior_24h_return_pct":1.0,"prior_24h_volatility_pct":1.0,"btc_prior_24h_return_pct":1.0},"missing_component_penalty":10.0,"caliper":null,"with_replacement":false,"event_processing_order":"symbol ascending, then event_time ascending","tie_break_rule":"lowest distance, then smallest absolute event/control time gap, then earliest control event_time","control_exclusion_scope":"exclude a candidate when its [start,end) 24h outcome overlaps any [start,end) event outcome for the same symbol","matching_candidates_url":"/api/research/live/volume-spike-outcomes/matching-candidates","matching_candidate_count":7487,"matching_candidate_ids_sha256":"076380b0ca47c1bf76f250b285694efeb7ddda42041b1f40788771f920dc5a8f","coverage_items":[{"symbol":"BTCUSDT","first_time":1781395200.0,"last_time":1789257600.0,"available_bars":2184,"expected_bars":2184,"missing_bars":0},{"symbol":"ETHUSDT","first_time":1781395200.0,"last_time":1789257600.0,"available_bars":2184,"expected_bars":2184,"missing_bars":0},{"symbol":"SOLUSDT","first_time":1785542400.0,"last_time":1789257600.0,"available_bars":1032,"expected_bars":2184,"missing_bars":1152},{"symbol":"BNBUSDT","first_time":1785542400.0,"last_time":1789257600.0,"available_bars":1032,"expected_bars":2184,"missing_bars":1152},{"symbol":"XRPUSDT","first_time":1785542400.0,"last_time":1789257600.0,"available_bars":1032,"expected_bars":2184,"missing_bars":1152},{"symbol":"DOGEUSDT","first_time":1785542400.0,"last_time":1789257600.0,"available_bars":1032,"expected_bars":2184,"missing_bars":1152}],"requested_start":1781395200,"requested_end":1789257600}