Onchain Alpha

objective

Generate and validate onchain-derived alpha with timestamp integrity and execution-aware evaluation.

workflow

1. •define onchain entities, events, and labeling conventions.
2. •build features from transfers, liquidity pools, and wallet cohorts.
3. •align onchain timestamps with tradeable market snapshots.
4. •validate predictive value after fees, latency, and slippage.
5. •deploy only when signal robustness survives regime and venue changes.

required diagnostics

• •feature decay and information half-life diagnostics.
• •wallet-cohort concentration and crowding indicators.
• •onchain-to-market timestamp alignment error metrics.
• •cross-venue execution slippage on signal triggers.
• •performance stability across chain congestion regimes.

risk controls

• •enforce anti-leakage checks on event finality and reorg handling.
• •enforce capacity and crowding limits for deployable size.
• •enforce fallback behavior during chain-data outages.

outputs

• •run python scripts/onchain_alpha_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.
• •write an implementation memo using references/onchain-alpha-playbook.md with assumptions, tests, limits, and rollout plan.

resources

• •use scripts/onchain_alpha_diagnostics.py for deterministic diagnostics.
• •use references/onchain-alpha-playbook.md for the domain checklist and delivery structure.