Building on our prior threshold-based analysis of six months of Poloniex
trading data, we have extended both the temporal span and granularity of our
study by incorporating minute-level OHLCV records for 1021 tokens around each
confirmed pump-and-dump event. First, we algorithmically identify the
accumulation phase, marking the initial and final insider volume spikes, and
observe that 70% of pre-event volume transacts within one hour of the pump
announcement. Second, we compute conservative lower bounds on insider profits
under both a single-point liquidation at 70% of peak and a tranche-based
strategy (selling 20% at 50%, 30% at 60%, and 50% at 80% of peak), yielding
median returns above 100% and upper-quartile returns exceeding 2000%. Third, by
unfolding the full pump structure and integrating social-media verification
(e.g., Telegram announcements), we confirm numerous additional events that
eluded our initial model. We also categorize schemes into “pre-accumulation”
versus “on-the-spot” archetypes-insights that sharpen detection algorithms,
inform risk assessments, and underpin actionable strategies for real-time
market-integrity enforcement.

Este artículo explora los viajes en el tiempo y sus implicaciones.

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