mean |Σp − $1.00| across scored sets, weekly — client-bucketed
mean mispricing deviation (weekly)
Late-buy-flag incidence
markets newly flagged for late one-sided buying, weekly
Incidence time-series not available — late-buy flags are point-in-time. The flags are a current snapshot on each market’s health row (keyed per market, with a compute time — not the event time of the flag), so there is no honest per-week incidence to bucket. We do not fabricate one.
These series are client-side weekly buckets of bounded raw rows — there is no pre-aggregated time-series table, so the trend is approximate and bounded (disputes ≤ 500, scored mispricing ≤ 853 rows). Concentration is measured over proxy wallets, not unique humans; mispricing is an implied-price deviation, not executable arbitrage.