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
Significant 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
Moderate Price Lead Indicator (Moderate)

Regression Statistics Detail

P-Value
0.0125
Threshold < 0.05
Test P-Value0.012460
Chi-Square Statistic28.74
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
$63,298.37/ day avg
Smart Money Daily Vol
$1.2M/ 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

深度量化分析表明，本平台【聪明钱包】是市场的极强风向标。格兰杰因果检验（置信度 98.8%）科学地证明了聪明钱的成交活跃度显著领先于大盘价格变动，平均先导大盘约 2-4 小时。跟随聪明钱开仓，能让您在大盘价格反应过来前，提前在极佳价格身位入场。

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.2.4%
90d Trades444 trades
Pref. AssetsSOL / HYPE
Copy Trade
#2
0x57...879f
CS 94
Decomp Expl.2.4%
90d Trades440 trades
Pref. AssetsSOL / HYPE
Copy Trade
#3
0x14...f6ab
CS 92
Decomp Expl.2.3%
90d Trades492 trades
Pref. AssetsSOL / HYPE
Copy Trade
#4
0x9e...a24e
CS 92
Decomp Expl.2.3%
90d Trades498 trades
Pref. AssetsSOL / HYPE
Copy Trade
#5
0x96...e2ee
CS 92
Decomp Expl.2.3%
90d Trades512 trades
Pref. AssetsSOL / HYPE
Copy Trade