Real Markets, Replayed

Five real 30-minute BTC markets from June and July 2026, replayed from Binance data. Thresholds locked from 30 days of history at each open — and each of the five buckets wins once.

Crash
Significant decline
$0.10
Bear
Moderate decline
$0.10
Flat
Minimal change
$0.10
Bull
Moderate growth
$0.10
Moon
Significant growth
$0.10
-0.17%-0.05%+0.04%+0.15%MOONBULLFLATBEARCRASHLead-in (15 min)BTC priceOLS trend19:30 UTC19:54betting closes · trend reveals20:00Lead-in: 15 minutes of pre-market BTC price, context onlyMarket open, 19:30 UTC: all buckets at 10¢, prices climbing19:54: betting closes at $1.00, trend revealed: -0.241%, tracking CrashMarket close: final trend -0.535%, Crash wins
AI Market Insight

Pre-market. Fifteen minutes of lead-in BTC data are on screen for context. Thirty days of history set the Flat band at -0.05% to +0.04%, and every bucket opens at $0.10 and climbs toward $1.00.

TimeBettorBucketAmountPrice PaidUnitsOutcome
Bets appear here as the market replays — all buckets open at $0.10 and climb with the clock
Window
June 3, 2026 · 19:30-20:00 UTC
Open / close
$65,700.27 / $65,462.00
Trend at close (80%)
-0.241% (Crash)
Final trend
-0.535%
Winner
Crash

Trend, Built Into the Protocol

Every Pretrend market resolves through statistics computed by the blockchain itself — not by an off-chain service you have to trust.

A Native Precompile

The Trend precompile is part of the Vitruveo protocol — compiled Go code running at the Geth client layer, like the EVM's built-in cryptographic functions. Statistical analysis that would be prohibitively expensive in Solidity executes in microseconds, on-chain, at address 0x…DC.

Deterministic & Verifiable

Give it the same time-series, get the same answer — every node, every time. When a Pretrend market resolves, anyone can re-run the computation against the same data and verify the winning bucket independently. The oracle stores results; the protocol computes them.

Two Modes, One Oracle

Mode 1 fits an OLS regression over timestamp-value pairs, returning slope, R-squared, and volatility — this resolves markets. Mode 2 computes quintile thresholds from historical windows — this calibrates the five outcome buckets before a market opens.

The examples below are live. Pick a dataset and the page calls the Trend precompile on Vitruveo mainnet via eth_call — the same computation a Pretrend market uses to resolve.

Trend

OLS regression and volatility analysis0x00000000000000000000000000000000000000DC~20/byte gas

Select a real-world dataset to analyze its trend using on-chain OLS regression.

Bitcoin Price
Bitcoin Price
weekhourly148 pts

BTC/USD hourly prices over 1 week

Mission Impossible: Opening Weekend
Mission Impossible: Opening Weekend
weekendhourly42 pts

Hourly box office revenue patterns Fri-Sun

US Electric Vehicle Sales
US Electric Vehicle Sales
yearmonthly12 pts

Monthly plug-in electric vehicle sales in the US

Global Earthquake Activity
Global Earthquake Activity
day15min96 pts

Cumulative earthquake magnitude per 15-minute interval

Why It Matters

DeFi protocols need deterministic statistical settlement without off-chain trust. Trend enables on-chain price trend analysis, volatility-based triggers, and data-driven smart contracts.

Modes

  • Mode 0x01 (Analysis): Slope percentage, R^2 confidence, volatility
  • Mode 0x02 (Volatility Buckets): Quintile distribution of price velocity

Interface

// Mode 0x01: Full Analysis
Input:  mode(1) | ts1(8) | val1(32) | ts2(8) | val2(32) | ...
Output: slopePct(32) | rSquared(32) | volatility(32) = 96 bytes

// Mode 0x02: Volatility Buckets
Input:  mode(1) | windowSize(8) | ts1(8) | val1(32) | ...
Output: q20(32) | q40(32) | q60(32) | q80(32) = 128 bytes