Context
A self-directed exercise in going from a large raw on-chain dataset to something readable: aggregate a full year (2024) of Uniswap V3 trades on Ethereum into a daily volume series, then ask whether the biggest days have a legible cause.
What I did
Rolled every trade up into daily volume with SQL on Dune, pulled out the ten highest-volume days, and annotated each with the market event it coincided with.
Outcome
The pattern was the point: 6 of the 10 highest-volume days were driven by regulatory decisions or market crashes, not organic growth — the year’s single biggest day was the August 2024 black-swan crash (~$5.07B in a single day), not a rally. Written up as a blog post, with the interactive charts and query on the public Dune dashboard.