An Analysis Of LUNA & Drawdowns

In this article, we aim to evaluate the price performance of LUNA following liquidation-inducing drawdowns. And also see what is the average time (days) for LUNA to recover its previous price level. How does this period change relative to the size of the drawdown (in percentage terms)?

As a result of the volatility of crypto market, we see significant declines in crypto asset prices across the board. An excessive volatility exerts stress on Anchor, resulting in various collateral effects. The following tweet illustrates this.

In this post, we will evaluate LUNA’s price performance after liquidation-induced drawdowns. In other words, we are seeing how the liquidated LUNA collateral on anchor is reacting to this drawdown, as well as the changes in the liquidated collateral on anchor compared to the LUNA price. 

From the below graph we can see the liquidated LUNA collateral on Anchor from past 6 months . Here we can see a maximum amount of $50.97M liquidated in 05-11 DEC, 2021 and a minimum amount of $10.57M liquidated in 10-16 OCT, 2021. A decreasing trend can be seen in the liquidated amount. 

We can see from the below graph how LUNA’s price change over time due to changes in liquidated collateral on Anchor. In this time we can see there is a lot of volatility on the crypto market as a result of these changes LUNA was faced with many ups and downs. During that period, we can compare the liquidated collateral on Anchor to the LUNA price changes shown below.  Here’s an example where the LUNA price change percentage is decreased significantly when the amount of liquidated collateral on Anchor is high. Therefore, we can conclude that both LUNA’s price and collateral’s value are out of proportion to each other.

We can see from the below graph how LUNA’s price change over time due to changes in liquidation transactions on Anchor. During the time of high volatility in crypto market , we can compare the liquidation transactions on Anchor to the LUNA price changes shown below. Here’s an example where the LUNA price change percentage is decreased significantly when the liquidation transactions on Anchor are high. Therefore, we can conclude that both LUNA’s price and liquidation transactions on Anchor value are out of proportion to each other.

With 1,140 Liquidation Transactions, January 22, 2022 was the highest day for Liquidation Transactions on Anchor, January 22, 2022 also witnessed the lowest Luna Price Change at -19.51%. In January 2022, we can see the trend of liquidation transactions increasing. Also, during that same period, we notice that LUNA’s per centage price change has risen significantly. This means that the price of LUNA has decreased significantly during that time. 

During the last six months, you can see how the LUNA price has changed with respect to the previous day. Comparatively, there is a large decline in LUNA prices between December 2021 and January 2022. We can see the price of LUNA increasing from Feb 1st, 2022 onwards and we can see the price percentage change with the previous days here decreasing.

Observations

  • From the above analysis, we can see there is a large decline in LUNA prices between December 2021 and January 2022. The Liquidated Collateral on Anchor during that period of decreasing LUNA prices has increased a lot, as well as the number of Liquidation Transactions.
  • We can see the price of LUNA increasing from Feb 1st, 2022 onwards and we can see the price percentage change with the previous days here decreasing. The Liquidated Collateral on Anchor during that period of increasing LUNA prices has decreased a lot, as well as the number of Liquidation Transactions.
  • Because of this, both the LUNA price change percentage and the liquidated collateral on Anchor are not directly proportional.  Therefore, we can conclude that both LUNA’s price and collateral’s value are out of proportion to each other. 

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