Presale market simulator
Explore a launch, trade the pool, and see how liquidity changes the outcome.
Launch setup edits restart the sim
Pool, fees and unlocked tokens
Fee defaults are editable assumptions, not live policy. Remaining token and raise shares go to one modelled recipient. Aftermath also retains its 0.01% base swap fee in the pool.
Trade
Auto market
Trade sizes are random around the average (a few whales, many small fills). A presale seller dumps 5–25% of the remaining presale bag.
Market cap over trades ▲ buy · ▼ sell · dashed = launch
Trade log
| # | Side | Who | USD | Tokens | Fill price | MC after | Move |
|---|
Price impact tables
Single buy
| Buy | Tokens out | % supply | Avg fill | MC after | Move |
|---|
Single sell
| Sell for | Tokens in | % supply | Avg fill | MC after | Move |
|---|
Road to market cap
Gross buying needed with no intervening sells.
| Target MC | Price | Gross $ in | Pool $ then | × vs base |
|---|
Unlocked buyer exits
Unlocked buyers selling part of their remaining bag in one go. Return / cost: 1× is break-even.
| Sold | Tokens | $ out | Return / cost | MC after | Move |
|---|
Allocations use coin decimals, integer basis points and the contract’s largest-remainder rounding, with one modelled recipient. Accepted raise excludes overflow; remaining raise funds the recipient treasury after liquidity and Blast fees. Unlocked tokens are a manual snapshot: claims, refunds and vesting schedules are not simulated. Pool trades use continuous arithmetic. Cetus / Bluefin uses a constant-product approximation with input fees outside reserves; finite ticks, positions and rounding require a venue quote. Aftermath uses a 50/50 pool with the DAO input fee outside reserves and the 0.01% base fee retained in reserves. Results are estimates, not on-chain quotes. Dollars assume a stable quote coin. FDV is price × total supply; unlocked buyer + LP value is not circulating market cap. MEV and other pools are excluded. Verify your actual fees.