PRELIMINARY PARTIAL-COVERAGE MVPThis is not full account history.

Cross-account

Overlap, timing and trading style

Pairwise comparisons use the same retained bounded samples. Select a timing horizon without changing the underlying counts.

Common markets and directional timing

LeftRightCommon conditionIds5m same5m opposite30m same30m opposite60m same60m opposite
0x8dxdAnon0000000
0x8dxdjustdance0000000
0x8dxdk9Q2mX4L8A7ZP3R738,2963,0628,4053,0888,4053,088
0x8dxdBonereaper0000000
Anonjustdance20272652527563
Anonk9Q2mX4L8A7ZP3R0000000
AnonBonereaper0000000
justdancek9Q2mX4L8A7ZP3R0000000
justdanceBonereaper10310350350
k9Q2mX4L8A7ZP3RBonereaper0000000

All-five common conditionIds: 0. A match is pairwise timestamp proximity on a shared conditionId, split by observed direction.

Concentration and style comparison

AccountBUY shareMedian interval (s)HHI5m burst ratio10m reversal/churn
0x8dxd86.6%0.00.0132100.0%1,650
Anon68.9%97.50.021482.7%54
justdance100.0%24.00.016292.5%0
k9Q2mX4L8A7ZP3R89.5%0.00.0114100.0%1,817
Bonereaper100.0%1.00.0087100.0%0

What this can—and cannot—say

Overlap and timing are exploratory co-occurrence signals. Public information arrival, shared strategy constraints, market popularity, bots reacting to the same price move, and data duplication are plausible alternatives.

They are not evidence of insider trading, wash trading, or collusion. No causal or identity linkage is inferred.