Methods — the computational surface
Distilled from 01Resolved’s mechanics posts. This is what the lead engineer would own. Pass-edge and tilt are implemented in src/math.js.
Decision-market microstructure
- Trading period ~72h = Pre-TWAP ~24h + TWAP window ~48h. Only TWAP-window prices count. A trade in the last 10 min of a 48h window ≈ 0.35% of weight.
- Thresholds are per-proposal; observed range −3% to +4.1% (negative = passes unless fail beats pass by that margin). MetaDAO template: −3% team / +3% non-team.
- Pass edge =
((passTWAP − failTWAP) / failTWAP) × 100. Passes when ≥ threshold. - Economic alignment: pass-buy & fail-sell = pass-aligned; pass-sell & fail-buy = fail-aligned.
- Net Pass Volume Tilt =
[(PassBuy + FailSell) − (PassSell + FailBuy)] / volume. Same on trade counts for Trader Tilt. - Late-activity taxonomy: organic close-out / activist pressure / outcome steering.
- Signal quality: slippage, depth-to-1%, single-trade fragility, snap-back, information environment. Standing rebuttal: low volume can be fast consensus (Solomon DP-00002, ~4 independent trades after stripping an arb bot).
- Conviction over time: net pass-aligned dollars, pre-TWAP vs TWAP.
Wallet / trader forensics
- Cross-proposal and cross-DAO wallets; ending pass/fail exposure.
- Bot detection: cadence, paired pass-sell/fail-sell, ~$100 clusters, near-neutral net — then “strip the bot.”
- Frequency: 1–2 = conviction; 3–10 = high engagement; 21+ = arb/HFT.
- LTH link-back to ICO history (Ranger’s biggest pass-aligned wallets were ICO-era backers who lost trust).
- Named tool: 01Resolved Decision Market Analysis Model.
ICO, NAV, treasury
- ICO sets: committed vs accepted, oversubscription, power-law cohorts (Ranger: top 50 = 42.7% of $86.4M committed), repeat wallets across raises.
- External incentive vectors (e.g. Polymarket hedges around ICOs).
- NAV = non-native treasury − liabilities. NAV/AS = NAV ÷ adjusted supply (total − protocol-controlled − locked − unvested). Premium/discount = (spot ÷ NAV/AS) − 1.
- Runway as a range (with/without POL — spending POL thins the AMM).
- Burn vs dilution: spend lowers both NAV lines; supply growth lowers only NAV/AS. Projected NAV from allowances, cliffs, approved raises, revenue.
- Buybacks: size as % of non-LP treasury. Loyal spent 79.8% of treasury; Solomon’s 17.1% aged better.
Mechanism design (they write RFCs, not just dashboards)
Permissionless-proposals RFC (Mar 2026): anyone may create; activation needs stake + a published per-DAO “proposal constitution.” Guardrails: Sensitive vs Standard, runway-floor checks, class-tuned thresholds, stake ~5–10% liquid supply (15–20% sensitive).
Futarchy as negotiation: Solomon “Gigabus” ($2.7M, 2,276 trades) was failing until the team added Proph3t as signer and returned ~$2M mid-TWAP.
MetaDAO program facts: stake to go live; 90-day post-ICO ban on buybacks/liquidation (nullable by proposal); monthly team allowances; FutarchyAMM shares pass/fail liquidity; losing branch reverts; ICOs = min raise + cap with pro-rata oversubscription.