crypto-token-eventslisted
Install: claude install-skill howard-lynn-ye/fin-skills
# Crypto token events
A ticker is not a permanent economic identity. Store venue, chain, contract address, unit and
observation time alongside price. Keep event records separately so adjustments can be rebuilt.
This corrects the former router's shorthand that crypto has “no corporate actions”: analogous
balance and unit events exist even when the exchange client provides no adjustment history.
## Rebases: multiply price by the holder's balance index
✅ Source-verified 2026-09-14, web text: [Ampleforth's protocol documentation](https://docs.ampleforth.org/learn/about-the-ampleforth-protocol)
describes proportional daily supply adjustments through a global scalar. The current rule uses
a sigmoid and adjustable parameters. The script's linear feedback rule is an **illustrative
model**, not an implementation of today's AMPL policy.
🚨 Rebase returns satisfy `(1 + holder_return) = (1 + price_return) * (1 + balance_return)`.
Use the holder's actual balance factor, not total token supply when issuance is dilutive or
custody does not pass the adjustment through. Rebases mechanically change balances; traded
prices can also change in response to market demand.
✅ Measured 2026-09-14 by `scripts/token_events.py`, seed 20260910, synthetic 730-day history:
| Measure | Result |
|---|---|
| Price-only return | +2.40% |
| Balance-index return | +136.82% |
| Holder-value return | +142.49% |
| Return difference | 140.09 percentage points |
| Price-only / holder Sharpe | 0.2608 / 1.1973 |
|