Plot legend

The red and green strokes are actual hourly prices (Huobi on the left, Bitstamp on the right).

The gray vertical band was inserted to fill 2 hours that are missing in bitcoinwisdom's plot.

The magenta square at right is the prediction for the enxt Slumber Time.

The light blue-gray squares are the previous predictions.

The yellow dots are the Slumber Points, the mean prices ((L+H)/2) in the interval 19:00--19:59 UTC every day.

On the Huobi plot, the size of the lantern under each dot indicates the night-time activity at Huobi.

Specifically, the area of the lantern is proportional S = V[sub]h[/sub]/V[sub]d[/sub], where V[sub]h[/sub] is Huobi's mean hourly volume in the three hour period 18:00--20:59 UTC (02:00am--04:59am China time), and V[sub]d[/sub] is Huobi's daily volume 00:00--23:59 UTC on the same date.  The largest lantern correspond to S = 0.010 or greater.

The size of each yellow dot (on both plots) is proportional to its reliability weight W = exp(-(S/refS)^2/2) with refS = 0.005.

The brown lines on Huobi's plot are trends fitted [i]a posteriori[/i] to the Slumber Points.

The orange line is the trend assumed for the Huobi prediction above.