Generated 20261004T025230Z (UTC) - all numbers computed from the stamped taostats files below.
Computed indicator levels, not recommendations. Levels are computed indicator values; no recommendations are made or implied anywhere on this page.
Sources
file
rows
first row
last row
fetched (UTC)
sn107-pool-hourly-20260101.json
6612
2026-01-01T00:45:36Z
2026-10-04T00:02:36Z
2026-10-04T00:13:21Z
sn107-trades-last14d.json
4087
2026-09-20T00:16:48Z
2026-10-04T00:11:24Z
2026-10-04T00:17:08Z
15m chart
15m bins from trades; 310 of 1344 bins empty (23.1%) - empty bins stay empty, never filled | 0 prints dropped as >15% off pool price | indicators computed over traded bars only (gaps excluded)
1h chart
1h bars are single hourly pool price samples (o=h=l=c), shown as a line | 2 missing hours stay gaps (no fill)
4h chart
LOG price axis: window spans >1.5 orders of magnitude (Feb-2026 pool mania 0.0024->2.35 TAO/alpha, collapsed to ~0.0035 by Feb 10) | regression channel + Bollinger fitted in log10 space on the POST-COLLAPSE REGIME window only, drawn only over it (nothing fitted across the mania) | REG swing: collapse low 0.00352 @2026-02-11T16:00Z -> high 0.07514 | 4h bars resampled DOWN from 1h samples (o=first, h=max, l=min, c=last) | full history kept (reset cut NOT applied on the 4h; 1h/15m are cut at it) | YTD (mania) fib levels: faint history lines, values listed in the right margin
Parameters
parameter
value
zigzag
reversal >= max(3 x ATR(14), 4% of current price) at the confirming bar
recent_swing
most recent COMPLETED zigzag leg with amplitude >= 8% of current price; fallback: largest completed leg in the last third of the window
window_swing
extreme-to-extreme of the chart window (labelled 'YTD (mania)' on the 4h)
regime_swing
4h only: collapse-low bar -> highest high after it (post-reset regime)
fib_retracements
[0.236, 0.382, 0.5, 0.618, 0.786]
fib_extensions
[1.272, 1.618, 2.0, 2.618]
ema
[20, 50, 200]
vwap_default
overlay present, OFF by default on the interactive page (v5 spec)
bollinger
SMA20 +/- 2 sigma (population, ddof=0); log10-space on the 4h (log axis), fitted on the post-collapse regime window only there
rsi
14
macd
[12, 26, 9]
regression
least squares on close (log10 close on the 4h), x = bar index, sigma = resid stdev (ddof=0), +-1s/+-2s; on the 4h fitted and drawn on the post-collapse regime window only (nothing fitted across the Feb-2026 mania)
sr
fractal pivots w=5 bars each side, clusters at 1% of price, top 4 by touches
vwap_lwap
15m: VWAP over trades volume; 1h/4h: liquidity-weighted average price (no volume in source)
outlier_trades
15m only (v6): trade prints more than 15% off the pool price of the same hour (nearest hourly sample) are dropped before binning; the dropped count is printed in the 15m caption
windows
{'4h': '2026-01-01 -> now (full history, log axis)', '1h': 'last 90 d', '15m': 'last 14 d (trades window)'}
4h fits (regression channel + Bollinger) use ONLY the post-collapse regime window 2026-02-11 16:00:00+00:00 -> 2026-10-04 00:00:00+00:00; nothing is fitted across the Feb-2026 mania - it stays visible as history on the log axis
EMA 20 last
0.04058
EMA 50 last
0.04136
EMA 200 last
0.04765
LWAP (liquidity-weighted avg price - no volume in source) last
0.04696
RSI(14) last
42.0
MACD last
line -0.00032, EMA9 of line -0.00033, hist 0.00000