PARKED · n=3
Hypothesis
Binance MONITORING-tag announcements (volatility-warning labels) are preceded by detectable volume + range anomalies in the 6h window before the public announcement. If true, a pre-event SHORT detector could capture the post-announcement drop before the crowd reads the news.
Method
Phase 0: scrape Binance CMS catalog (catalogId=49). 20 pages × 50 articles. For each: identify coin, check if it has Binance USDT-M futures listing, fetch 1m klines spanning [T-6h, T+1h] around announcement. Compute pre-event drift, volume ratio, range expansion.
Results
| Articles fetched | 16 MONITORING tags |
| With futures-tradable coin | 4 |
| With sufficient kline history | 3 |
| Pre-event drift direction | 3/3 DOWN (−2.3%, −13.0%, −19.0%) |
| Sample size for inference | n=3 — insufficient |
100% downward drift in pre-event window is suggestive but n=3 is noise. Bootstrap 95% CI on n=3 spans entire ±50% range.
Why sample so small
- Most MONITORING tags target spot-only altcoins, not futures-tradable
- CMS pagination rate-limited beyond ~16 articles
- Older announcement pages removed from CMS archive
Hypothesis remains UNTESTED, not rejected. Need n ≥ 30 via archive.org scraping or spot-price analysis. Re-attempt when broader historical data sourced.
Promising directional signal (100% down-drift) at n=3 means nothing. Statistical significance starts at n ≥ 30 for non-parametric tests, n ≥ 100 for any robust claim.