Price path through the initial listing session for any token approaching TGE — from cumulative exchange volume, a decaying buy-side share of tape, sell-side supply with a custom distribution schedule, and a liquidity multiplier that converts net flow into market-cap impact on the float.
▸ Click the ticker to rename · every amber-focus field below is editable
Token & listing parameters
—
price × circulating supply
—
price × total supply
—
circulating ÷ total
Scenarios — total cumulative volume
Price trajectory · Open → T6
Readout
Assumptions — scenario
▸ step labels, cum vol %, buy %, sell dist % and multipliers are all editable per step — buy % auto-interpolates from start/end; type hours into the step labels (e.g. "30m", "1h") to relabel the chart.
Method & reading notes
Model mechanics
Buy flow = cumulative volume × buy % (buy % decays from start to end across the steps).
Sell flow = sell-side supply ($m) × distribution schedule (% of supply distributed by each step, cumulative — fully editable).
Mcap impact = net flow × multiplier; the multiplier shrinks as liquidity deepens through the session.
Price = (token mcap at list + mcap impact) ÷ circulating supply; FDV scales by total supply.
Anchoring — each step is computed off the listing mcap (not compounded), matching the original template.
Typical TGE reads
Float. Low float / high FDV amplifies the multiplier: small net flows move price hard in both directions.
Supply. Airdrop recipients and unlocked allocations are the steady day-one sell side — supply is steadier than demand.
Demand. The asymmetry sits in the buy % of tape: hype listings hold a fat buy share for longer.
Watch volumes. Early cumulative volume against your scenario markers tells you which path you are on.
Pre-market. Perps and OTC pre-market levels are a useful sanity anchor for the neutral case.
Simulation tool, not investment advice. All assumptions are user inputs.