Market learning
Event timing remains uncertain, but conditional probabilities become estimable. As observations accumulate, traders can learn when risk is elevated even when they cannot know the exact event.
Adversarial markets / radical disclosure / institutional funding
Ethical crypto through randomized unethical behavior.
A paired-token experiment asking whether a behavior normally hidden from market participants can become a legitimate object of economic and anthropological study when its rules, probability, institutional beneficiary, and consequences are visible in advance.
01 / Research proposition
RugPull does not claim that disclosure automatically makes manipulation lawful or harmless. It creates an observable laboratory for testing whether informed participation, public rules, verifiable randomness, and a socially beneficial institutional purpose alter behavior, legitimacy, and wealth distribution.
Event timing remains uncertain, but conditional probabilities become estimable. As observations accumulate, traders can learn when risk is elevated even when they cannot know the exact event.
The project measures whether participants tolerate losses differently when the beneficiary is an educational and research institution rather than an anonymous promoter.
Every event becomes a documented case of disclosed algorithmic destabilization, producing evidence relevant to market integrity, investor comprehension, and possible regulatory design.
02 / Economic architecture
The treasury rotation remains inside the paired-token ecosystem. Stella Nova receives a fixed, disclosed protocol fee from each completed event rather than silently removing the full proceeds.
A public hazard score identifies elevated event risk.
The source treasury sale crosses a modeled constant-product pool.
A published percentage is separated and recorded.
Remaining proceeds purchase the paired token.
f is the disclosed Stella Nova funding rate and E is gross event value.
The initial 50% allocations are reported honestly after every swap. The model does not falsely force either treasury position back to 50%.
Standard events are capped by available liquidity and trailing trading volume. The catastrophic full-pull condition remains available as a simulation variable.
03 / Public algorithm
The hazard is deterministic and visible. A separately generated random draw determines whether the known probability becomes an event.
Initial price is established by the USD-to-token reserve ratio, not an arbitrary displayed number.
Large trades experience nonlinear slippage, making liquidity depth more consequential than nominal market capitalization.
Elapsed time, trading frequency, valuation, and A/B imbalance determine observable event risk.
A uniform random value u triggers the event when it falls below the published daily probability.
04 / Interactive research model
Compare transparent capped events with an uncapped catastrophic scenario. The model also follows three participant archetypes to expose how public probability signals can create unequal outcomes.
| Day | Source | Published p | Executed treasury | Gross USD | SN funding | Source impact | Cap |
|---|---|---|---|---|---|---|---|
| Run the model to populate event data. | |||||||
05 / Research outputs
Measure calibration, signal lift, pre-event positioning, and the rate at which human and automated participants infer the hazard function.
Compare outcomes among passive holders, hazard-aware participants, post-event buyers, liquidity providers, arbitrageurs, and the institutional treasury.
Test whether radical disclosure and public-benefit funding produce informed consent or merely normalize loss transfer under an ethical narrative.
06 / Documentation
Updated thesis, public-benefit funding design, hazard model, participant adaptation, one-year reference results, and technical architecture.
07 / Open methodological review
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