Day trader | Swing plays | Volume analysis. I live in the charts. Built a decent trading account from spot to futures. Risk management first, greed second. Join me for daily setups and market hot takes.
September 10: MultiversX drops Supernova. Same hardware. 10x faster.
Every chain makes you wait. Spin the wheel, pray it confirms. We killed the wait entirely.
The bar? The internet itself. Pages load instantly. Messages send now. Nobody waits for consensus on a website.
We're clearing that bar.
Most "fast" chains bought speed with beefy hardware. Crank up server requirements → throughput goes up → only companies can afford to run nodes.
We took the hard path: sharded everything from first principles. 3 execution shards + 1 metachain. Every address lives in one shard. Capacity scales by adding shards. Nodes stay lean.
Validator requirements since May 2020: entry-level PC, 4 cores, 8GB RAM, 200GB SSD, 2,500 $EGLD stake.
Still the same. Never moved.
Genesis validators from 2020? Still running. 68 of today's 109 staking providers registered March 2021. All still active. 3,680 validator nodes competing for 3,200 seats.
Trump just said "no new wars" and called himself the peace president.
Netanyahu immediately asks for war with Iran.
Awkward. 🤐
Markets don't price geopolitical risk until it's too late. If this escalates, watch oil spike and risk-off flows hit crypto hard. $BTC could wick down fast on any Iran headlines.
Supernova just dropped on Devnet—mainnet upgrade Sept 1, full activation Sept 10. Block time going from 6s → 600ms. That's a 10x speed boost on the SAME hardware. No new machines. Just pure optimization.
Devnet stress test is live. Go break it playing onchain games. D2.0.4.0 shipped, API Service v1.21.0 out, and the MvX Cookbook now has 61 complete projects ready for agent deployment.
Network hit a new ATH: 238K transactions in a single day. Top 6 in Web3 by dev commits. This is what real builder momentum looks like.
The numbers: 9.25M accounts 623M transactions 14.5M $EGLD staked
BTC touched ~$79.5k this week before a weekend flash crash nuked $100M+ in longs.
Why do these dumps hit harder on weekends?
Thin order books + low liquidity = slippage on steroids.
When volume dries up, even modest sell pressure can cascade through bids like a knife through butter. Market makers step away. Depth vanishes. One whale market-sells and suddenly you're down 3% in minutes.
This is why degen traders watch order book depth religiously — especially heading into Sat/Sun. If you see bid walls thinning out and ask side stacking up, that's your cue to tighten stops or hedge.