Abstract:
Artificial cryptocurrency tokens are highly volatile and risky to trade, particularly
due to fake tokens, pump-and-dump schemes, and coordinated trading activities
that can create short-lived momentum and abrupt collapses. This project presents
an AI-assisted autonomous trading system designed to reduce decision noise and
emotional bias by fusing three complementary signal sources into a single, auditable
pipeline for Solana DEX tokens: (i) on-chain wallet activity and DEX
OHLCV behavior, (ii) persona-based trader selection based on historical wallet
performance, and (iii) off-chain social sentiment used as a gating mechanism. In
this work, a signal is a candidate token entry alert represented as a structured
record (token address/symbol, timestamp, evidence features). Signals are promoted
to trades only when multiple independent validations agree, including wallet/
persona credibility via a Trader Selection Framework (TSF), coordinated accumulation
patterns from tracked wallets, sentiment strength and evidence count,
and rule-based technical confirmation based on EMA, RSI, ATR, and volume conditions.
Key contributions include an end-to-end integrated architecture covering
stream ingestion, analytics, gating, execution, and audit logging; a TSF for statistically
ranking wallets and assigning personas using risk-adjusted behavior; a
coordination detector for near-real-time burst detection on wallet traces; and a
multi-model NLP sentiment gate using X (formerly Twitter) posts combined with
consistency validation (RAG) to reduce spurious triggers. A 7-day replay evaluation
over 420 tokens and 1,250 candidate signals produced 312 paper trades under
fixed stop-loss and tiered take-profit rules, achieving a 54.2% win rate, +0.42%
mean return per trade, -7.8% maximum drawdown, and 18.6 min average holding
time, while maintaining near-real-time latency (coordination event median≈320
ms; P95 < 1 s). This demonstrates that multi-source validation and explicit risk
constraints can operationalize safer, more systematic automation for high-risk token
markets.
