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Table 5 Results of the anomaly detection for three different parameter sets

From: To the moon: defining and detecting cryptocurrency pump-and-dumps

  Initial parameters Strict parameters Balanced parameters
# of alleged pumps 9668 920 2150
# of pump and dumps 8738 485 1617
% P&D 90.4% 52.7% 75.2%
P&D/symbol 8.94 0.50 1.66
Crypto/crypto pair P&D % 96.1% 97.9% 97%
Low market cap P&D % 77.5% 84.9% 81.76%
Parameter estimation window 12 h 24 h 12 h
Parameter volume increase 25% 400% 300%
5%
Parameter price increase 3% 10%  
Parameter price drop Rolling average + 1 SD Rolling average + 1 SD Rolling average + 1 SD
  1. Alleged pumps = pumps detected in real-time without taking information about whether the price drops afterwards; pump-and-dumps = those which are followed by a price dip of the rolling average of the previous observation plus one standard deviation; % of P&D = the percentage of the alleged pumps which were actually followed by price dips; % of crypto/crypto pairs = the percentage of all P&Ds which are made up of crypto/crypto trading pairs; % of low market cap P&Ds = the percentage of all P&Ds which are made up of low market cap coins