Pick a date and an amount, and see what that entry would have produced by the most recent observation in the series.
How this calculation works — the formula, its inputs, what it assumes, and what it does not establish.
Pick a past date and an amount, and see what that entry would have produced by the most recent observation in the series — as money, not as a multiple, with the price chart it was read from. The result is stated against the two observations it was computed from, not against the dates that were typed, and a date the series does not cover is refused rather than answered with a neighbouring candle.
A daily series cannot say what a token cost at half past two, and a series that starts in March cannot say anything about February. Returning the nearest observation regardless of distance would attribute a price to a moment it was never observed at, so a request further than half the spacing of the series from any observation is declined instead.
This states what an entry on a given date would have produced, and nothing at all about what a future entry will produce. The arithmetic is a ratio between two observed prices; it carries no model of what happens next and no view on whether the pattern continues.
The series is the trading record of one liquidity pool. Where a token's liquidity moved between pools, the earlier part of its life is in a different pool's history and not in this data, so an entry date before a migration may be outside what can be answered.
See what entering on a past date would have produced, stated against the observations the series carries. MoonMath labels the data basis for this tool as Observed, Formula.
No. The What if I had bought on this date is an educational scenario tool, not financial advice, a recommendation, or a forecast. Provider coverage, liquidity, routing, fees and market conditions can make real outcomes materially different.
Because the series does not cover them. Rather than showing the nearest observation under the label of the date you asked for, the calculation declines: attributing a price to a day it was not observed on would be a made-up number wearing a real one's clothes.
No. The result is a ratio between two observed prices and contains no forecast. A past entry point describes what happened, not what a pattern will do next.
That the whole amount executed at the entry day's closing price — no fee, no slippage, no partial fill, and no effect on the price it was paying. It buys the amount divided by that close, valued at the exit close. The token count is shown beside the figure so the assumption is visible rather than folded into a net number.