Weekend gap tracker · Robinhood Chain

The feed sleeps. The pool doesn't.

Robinhood's Chainlink stock feeds go quiet from Friday's last print until the Sunday-evening reopen, about 56 hours. The stock-token pools keep trading. Dusktape asks one question: is the weekend pool price a signal, or noise?

Feed silent for — h — m since Friday's last print · UTC
See the weekend board Run a backtest
$LULL14 NOV · 16:00 UTC
Launch in--d --h --m --s

  1. 01 · Friday

    Last print.

    The stock feed posts its final round before the market closes. That number is Friday close. It can land hours before the 16:00 ET bell.

  2. 02 · The silence

    The feed flatlines.

    From here the oracle line stays frozen, about 56 hours with no new round.

  3. 03 · The pool

    The tape keeps running.

    The stock-token pools on Uniswap trade all weekend. Their price drifts away from Friday close, on news, on nerves, on thin depth.

  4. 04 · Sunday 22:30 UTC

    The pool's guess.

    A 30-minute pool TWAP just before the reopen. That is the weekend's best guess at Monday.

  5. 05 · The reopen

    The feed wakes. Who was right?

    Sunday 20:00 ET (Mon 00:00–01:00 UTC): the first new round is Monday open. Did the pool call the direction? Was it closer than Friday close?

Live weekend board

The feed's last print vs the pool, right now.

Refreshed every 5 minutes. Pool price = 30-min TWAP × USDG/USD.

Feed—
Silent since—
Silent for—
Data as of—

Stock tokens are not shares. Pool prices on thin weekend depth can move a lot on small trades; "depth ±1 %" is the USD of buying that would move the pool by 1 %.

Signal or noise?

So far: it depends on the stock.

For every recorded weekend: how far was Monday's open from the Sunday pool, and how far from Friday's last print? Lower is closer. Medians, in basis points of Friday's price.

Backtester

Would trading the gap have paid?

Runs in your browser on every recorded weekend. Entry at the Sunday pool price with slippage from that block's depth, exit at Monday open.

Signal

Sunday pool vs Friday close moved

Action

Buy if the pool is up, short if it is down.

Size

Bigger trades pay more slippage on thin pools.

Pool depth

Skip weekends where ±1 % of the pool costs less than

Thin pools print wild weekend prices on tiny trades.

Stocks

this rulehold over the weekenddo nothing
Post on X
Trades matched by the rule
WeekendStockFri closeSun poolMoveSideSlipMon openReturnProof
  • ≈ 20 weekends of history (—): a small sample.
  • Informational, not advice. Past weekends say little about the next one.
  • Stock tokens are not shares.
  • Slippage is an estimate from pool depth at that block. Exit slippage and the 2 % $LULL creator tax are not included.
  • Weekends where the Sunday pool sat more than 20 % from Friday close are skipped as bad data, the same guard the LullLedger contract uses.

On-chain report card · LullLedger

Graded on Robinhood Chain, by anyone.

No owner, no admin. Every weekend anyone can call mark() on Sunday night and close() after the reopen, and earn a small ETH bounty paid from $LULL creator fees.

Contract

contract address at deploy

Status

—

  1. Sun 22:00 – Mon 03:00 UTCmark(i)reads Friday close from the feed and the pool's 30-min TWAP.
  2. after the reopenclose(i, friRound, monRound)reads Monday open (normally monRound = friRound + 1) and grades the pool.
  3. each call0.00002 ETHbounty, at most 12 per weekend (one mark and one close per stock).

Medians are computed from the per-weekend entries. Weekends where the pool was more than 20 % from Friday close, or the pool spot sat more than ~1 % off its TWAP at mark time, are refused by the contract, so extreme weekends are not on the record.

$LULL

The token keeps the ledger awake.

2 % creator tax on Pons. Part of those fees funds the mark / close bounties so the weekend keeps getting graded. No promise of returns.

--d --h --m --s

to 14 NOV · 16:00 UTC

Token page