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Transaction Percentiles Filters

Trade size distribution analysis in USD for detecting whale activity and market manipulation.

Overview

Transaction percentiles reveal the distribution of trade sizes in a pool. By analyzing percentiles from p1 (smallest trades) to p99.9 (largest trades), you can identify whale presence, typical trade sizes, and potential manipulation patterns.

All transaction amount filters measure USD value at specific percentiles. All use between operator with [min, max] value format.

FilterPercentileDefault RangeStepDescription
transaction-amount-p11st0 - 1,0000.01Small retail trades
transaction-amount-p55th0 - 5,0000.01Small trades
transaction-amount-p1010th0 - 10,0000.01Small-medium trades
transaction-amount-p2525th0 - 50,0000.01Lower quartile
transaction-amount-p5050th0 - 100,0000.01Median trades
transaction-amount-p7575th0 - 500,0000.01Upper quartile
transaction-amount-p9090th0 - 1,000,0000.01Large trades
transaction-amount-p9595th0 - 5,000,0000.01Very large trades
transaction-amount-p9999th0 - 10,000,0000.01Whale trades
transaction-amount-p99-999.9th0 - 50,000,0000.01Mega whale trades

Understanding Percentiles

PercentileMeaningTypical Traders
p1-p10Smallest tradesBots, test buys, dust
p25Lower quartileSmall retail
p50 (median)Typical tradeAverage retail
p75Upper quartileActive traders
p90-p95Large tradesSerious traders
p99-p99.9Whale tradesWhales, manipulators

Filter Details

transaction-amount-p1

The trade size at the 1st percentile - 99% of trades are larger than this.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $1,000

Step: 0.01

What It Reveals:

  • Bot activity (tiny automated trades)
  • Dust transactions
  • Test purchases

Example Configuration:

# Filter out dust-dominated tokens
transaction-amount-p1: [1, 1000]  # At least $1 for smallest trades

Warning: Very low p1 values often indicate heavy bot activity.

transaction-amount-p5

The trade size where 95% of trades are larger.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $5,000

Step: 0.01

Use Case: Identifying minimum meaningful trade sizes.

Example Configuration:

transaction-amount-p5: [5, 5000]  # At least $5

transaction-amount-p10

The trade size where 90% of trades are larger.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $10,000

Step: 0.01

Example Configuration:

transaction-amount-p10: [10, 10000]  # At least $10

transaction-amount-p25

The trade size marking the lower quartile - 75% of trades are larger.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $50,000

Step: 0.01

Interpretation:

  • Represents “small” trades in the pool
  • Good indicator of retail participation level
  • Very low values suggest micro-trading or bots

Example Configuration:

# Ensure meaningful retail activity
transaction-amount-p25: [25, 50000]  # At least $25

transaction-amount-p50

The median trade size - half of all trades are larger, half are smaller. This is the most important percentile for understanding typical activity.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $100,000

Step: 0.01

What the Median Reveals:

MedianPool Characteristic
under $50Micro-cap, small retail
$50-$500Active retail trading
$500-$2,000Healthy mid-cap
$2,000-$10,000Larger traders dominate
over $10,000Whale-dominated

Example Configuration:

# Target pools with healthy retail activity
transaction-amount-p50: [50, 5000]  # $50 to $5,000 median

Ideal Range for Most Strategies: $50 - $2,000 median trade size indicates healthy retail participation.

transaction-amount-p75

The trade size marking the upper quartile - 25% of trades are larger.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $500,000

Step: 0.01

Interpretation:

  • Represents “larger” trades in the pool
  • Gap between p50 and p75 shows trade size diversity
  • Very high p75 relative to p50 indicates whale presence

Example Configuration:

# Reasonable upper quartile
transaction-amount-p75: [0, 10000]  # Cap at $10,000

Analysis Tip:

  • Healthy ratio: p75 ≤ 5× p50
  • Warning sign: p75 > 10× p50 (whale domination)

transaction-amount-p90

The trade size where only 10% of trades are larger.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $1,000,000

Step: 0.01

What It Reveals:

  • Size of “big” trades in the pool
  • Potential manipulation threshold
  • Whale activity indicators

Example Configuration:

# Limit large trade influence
transaction-amount-p90: [0, 50000]  # Cap at $50,000

transaction-amount-p95

The trade size where only 5% of trades are larger.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $5,000,000

Step: 0.01

Example Configuration:

transaction-amount-p95: [0, 100000]  # Cap at $100,000

transaction-amount-p99

The trade size where only 1% of trades are larger. These are the major market movers.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $10,000,000

Step: 0.01

What It Reveals:

  • Maximum typical whale trade size
  • Potential price impact of large orders
  • Manipulation risk level

Example Configuration:

# Limit whale influence
transaction-amount-p99: [0, 200000]  # Cap at $200,000

Warning Signs:

p99 ValueRisk Assessment
under 10× medianNormal distribution
10-50× medianSome whale activity
over 50× medianHeavy whale concentration

transaction-amount-p99-9

The absolute largest trades - only 0.1% (1 in 1000) are larger.

Operator: between

Value Format: [min, max] (USD)

Default Range: 0 - $50,000,000

Step: 0.01

Significance:

  • Represents the biggest whales
  • Single trades that can significantly move price
  • Critical for understanding manipulation potential

Example Configuration:

# Extreme whale filter
transaction-amount-p99-9: [0, 500000]  # Cap at $500,000

Analysis:

  • Compare p99.9 to liquidity: if p99.9 > 10% of liquidity, single trades can crash price
  • Extremely high values indicate whale domination risk

Analysis Patterns

Healthy Distribution Pattern

A well-distributed token shows gradual increases between percentiles:

p10:   $10
p25:   $25    (2.5× p10)
p50:   $100   (4× p25)
p75:   $300   (3× p50)
p90:   $1,000 (3.3× p75)
p99:   $5,000 (5× p90)
p99.9: $15,000 (3× p99)

Whale-Dominated Pattern (Warning)

Dangerous distribution with large gaps at top percentiles:

p10:   $5
p25:   $10
p50:   $25
p75:   $50
p90:   $200
p99:   $50,000  ⚠️ (250× p90)
p99.9: $250,000 ⚠️ (5× p99)

Bot-Dominated Pattern (Warning)

Very low lower percentiles with normal upper:

p1:   $0.01 ⚠️
p5:   $0.05 ⚠️
p10:  $0.10 ⚠️
p50:  $100
p99:  $10,000

Anti-Whale Configuration

transaction-amount-p50: [50, 5000]
transaction-amount-p99: [0, 100000]
transaction-amount-p99-9: [0, 300000]

Healthy Retail Focus

transaction-amount-p25: [25, 50000]
transaction-amount-p50: [50, 100000]
transaction-amount-p75: [0, 50000]

Avoid Bot-Dominated Tokens

transaction-amount-p1: [1, 1000]
transaction-amount-p5: [5, 5000]
transaction-amount-p10: [10, 10000]

Conservative (No Extremes)

transaction-amount-p25: [25, 50000]
transaction-amount-p50: [50, 20000]
transaction-amount-p99: [0, 50000]

Combining with Other Filters

For comprehensive whale protection:

# Transaction Percentiles
transaction-amount-p50: [50, 5000]
transaction-amount-p99: [0, 100000]
 
# Pool Filters
top-1-holder-pct: [0, 15]
top-10-holders-pct: [0, 60]
 
# Time-Based
unique-wallets-24h: [50, 1000]
buy-count-24h: [30, 10000]

Practical Tips

  1. Compare percentiles to liquidity: If p99 > 5% of pool liquidity, single trades can heavily impact price

  2. Watch the median: p50 is your best indicator of typical trading activity

  3. Calculate ratios:

    • p99/p50 ratio > 50 = whale warning
    • p75/p25 ratio shows trade size diversity

  4. Consider your own position: Your trade size should be close to or below p50 to avoid being the “whale” that moves price

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