Algorand · ALGO/USDT · daily
What happens to Algorand after large-trade buying?
Since 2019, Algorand has shown large-trade buying 35 times. In the 35 cases old enough to score, the price was higher 7 days later 37% of the time, with a median move of −4.0%. On an ordinary day the median 7-day move for ALGO is −1.0%.
Weak evidence48
There is a gap, but once you allow for how many studies were run, a gap this large is luck about 66% of the time, so it should not be relied on.
By holding period
| After | Cases | Higher | Median move | Middle half | Ordinary median | Gap | By luck | Proof score |
|---|---|---|---|---|---|---|---|---|
| 1 day | 35 | 43% | −0.4% | −4.1% to +1.7% | 0.0% | −0.4% | 78% | 45 |
| 3 days | 35 | 37% | −1.2% | −5.8% to +1.7% | −0.4% | −0.7% | 85% | 45 |
| 7 days | 35 | 37% | −4.0% | −8.0% to +2.1% | −1.0% | −3.0% | 66% | 48 |
| 14 days | 35 | 29% | −7.5% | −15.9% to +4.9% | −1.6% | −5.9% | 51% | 50 |
| 30 days | 34 | 32% | −13.7% | −23.2% to +5.5% | −4.3% | −9.4% | 55% | 50 |
“Ordinary median” is the median move of ALGO over the same number of days starting from any day. “Gap” is the signal's median minus the ordinary one. “By luck” is how often a gap at least that large comes from randomly chosen days, corrected for the 3,572 studies run at each holding period (for this study taken alone: 21%).
Holding it for 7 days
Dips and best points use each day's low and high, measured from the close on the signal day. Costs assume 0.3% for a round trip: a 0.1% exchange fee each way and 0.05% slippage each way.
Did it hold up over time?
Splitting the cases by date: in the earlier 21 the gap over 7 days was −2.4%, and in the later 14 it was −3.5%. Same direction both times.
Every occurrence
One square per occurrence, oldest first. Green: higher 7 days later. Red: lower. Grey: not yet 7 days old.
| Date | Close | +1d | +7d | +30d |
|---|---|---|---|---|
| 25 Oct 2026 | $0.1049 | +0.8% | −10.3% | open |
| 8 Apr 2026 | $0.1141 | −1.7% | −1.3% | +17.1% |
| 9 Mar 2026 | $0.08330 | +2.4% | +16.7% | +37.0% |
| 13 Dec 2025 | $0.1219 | −2.5% | −5.8% | +5.8% |
| 6 Dec 2025 | $0.1336 | −0.4% | −8.8% | +4.5% |
| 23 Nov 2025 | $0.1438 | 0.0% | −5.0% | −20.9% |
| 8 Oct 2025 | $0.2241 | −1.7% | −12.3% | −19.2% |
| 1 Oct 2025 | $0.2209 | +1.9% | +1.4% | −19.7% |
| 24 Sep 2025 | $0.2128 | −4.7% | +3.8% | −12.7% |
| 10 Sep 2025 | $0.2395 | +2.0% | +2.0% | −26.8% |
| 28 Aug 2025 | $0.2528 | −6.4% | −10.1% | −18.7% |
| 16 Aug 2025 | $0.2608 | +1.6% | +1.3% | −10.8% |
The 12 most recent. All 35 are in the open data file.
The rule
Average trade size in the top 5% of the previous 180 days, with the share of volume from market buys above 50%. When the average trade gets unusually large, bigger players are active. Here they are active while market buys outweigh market sells.
Occurrences closer than 7 days to the previous one are not counted again. The signal is confirmed at the daily close (00:00 UTC) and returns are measured from that close. Full method.
The same signal on other coins
| Coin | Cases | Higher after 7d | Median | Gap | Verdict |
|---|---|---|---|---|---|
 Dash | 40 | 38% | −4.5% | −4.1% | Weak evidence |
 Lisk | 40 | 40% | −4.7% | −4.0% | Weak evidence |
 Bitcoin Cash | 46 | 39% | −3.4% | −3.2% | Weak evidence |
 The Sandbox | 34 | 59% | +4.1% | +5.4% | Weak evidence |
 Cardano | 48 | 58% | +2.5% | +3.3% | Weak evidence |
 Stacks | 44 | 34% | −4.3% | −3.7% | Weak evidence |
 Ethereum Classic | 54 | 30% | −3.6% | −2.6% | Weak evidence |
 Amp | 36 | 28% | −4.7% | −2.4% | Weak evidence |
Whale footprint: large trades, buyers in control across all 94 coins
Other Algorand signals
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