Bitcoin hourly log-returns --- heavy tails (kurtosis ~18), volatility clustering, and leverage effects. The canonical non-Gaussian financial time series
Standard analysis sees: heavy-tailed; aperiodic / broadband; high-complexity (noise-like); time-irreversible (sharp rises, slow decay). The atlas finds no named structure, but the source is distinctively extreme on Fisher Information:geodesic_velocity (+2.3z) — beyond what the standard bank predicts for it.
Fisher Information:geodesic_velocity | +2.4z | bank-miss 1.1σ |









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| Nearest neighbor | Distance | |
|---|---|---|
| Student-t Noise | 2.58 | cross-origin |
| MFPT Inner Unloaded | 2.86 | cross-origin |
| Nikkei Returns | 2.93 |
Cayley › Cayley:growth_exponent | rank 2/307 | 2.0778 |
Cayley › Cayley:spectral_gap | rank 2/307 | 0.0360 |
Cayley › Cayley:saturation_radius | rank 305/307 | 0.0080 |