Tokenized stock weekend drift, how far each equity wanders Friday to Monday
Maximum deviation between each tokenized stock's pool price and the last Nasdaq close, measured every minute across the 60-hour closed-market window from Friday 21:00 UTC to Monday 13:30 UTC.
TL;DR. As of , META leads weekend max drift at 0.16% (24h avg) on Tokenized stock weekend drift, how far each equity wanders Friday to Monday. Source: OpenChainBench, https://openchainbench.com/benchmarks/tokenized-stock-weekend-drift.
Nasdaq closes every Friday at 4 pm ET and reopens Monday at 9:30 am, a 60 hour window with no reference price. The AMM pools on Robinhood Chain keep trading 24/7 anyway. This page measures how far the onchain price of each tokenized stock actually wanders during those 60 hours before the Monday open snaps it back. Same data pipeline as the tokenized stock peg benchmark, filtered to the closed session and aggregated per weekend. The interesting rows are the thin pools: MSFT and AMZN drift multiple hundreds of basis points on a quiet Sunday because no arbitrageur has a reference to arb against until the bell rings on Monday. The chart nobody else publishes.
Methodology
Every 60 seconds during the closed market session, the harness records the deviation between the Uniswap v4 pool price on Robinhood Chain and the last Yahoo regular-hours close. The weekend metric is the maximum of that deviation over the full 60-hour Friday-close-to-Monday-open window, per symbol. Purely derived from the tokenized-stock-peg series already in Prometheus, no new probe.
Frequently asked
What is the weekend drift on Robinhood Chain tokenized stocks?
It is the largest gap between the pool price and Friday's Nasdaq close observed anywhere in the 60 hour weekend, per symbol, measured every 60 seconds. Nasdaq is closed all weekend but the AMM keeps trading, and this page shows how far apart the two go before the Monday open snaps them together again.
Why do pools drift when nobody is trading?
Some pools do get traded on the weekend, and even a moderate imbalance moves the price meaningfully on a thin depth. But even zero-volume pools can drift on paper if a single one-sided quote lands: the price is the last swap, and there is no reference to arb against until Monday open. That is what the number here is capturing.
Is a high drift bad?
It reads as inefficient markets on paper, but during the 60 hour Nasdaq close there is no fair value to converge to, and every drift closes at the next open. The number matters most for downstream products (lending, structured payoffs) that use the tokenized price as an oracle when the real market is closed.
Which stocks drift the most on weekends?
The pattern is fee tier times pool depth. On the current cohort, MSFT and AMZN (2 percent fee tier, sub 50k depth) hit the widest weekend drifts, sometimes several hundred basis points. NVDA and TSLA (0.3 percent fee tier, several hundred thousand of depth) drift the least.
Source code github.com/ChainBench/OpenChainBench/tree/main/harnesses/tokenized-stock-peg