Tokenized stock weekend drift, how far each equity wanders Friday to Monday
Maximum deviation between each tokenized stock's pool price and Friday's Nasdaq close, measured every minute from the last regular tick on Friday (4 pm New York) to the first regular tick on Monday (9:30 am), one value per completed weekend.
TL;DR. As of , AAPL posts the lowest weekend max drift at 38.9 bps (latest value) across 6 ranked tokenized stocks. 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, about 65 hours 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 hours before the Monday open snaps it back. Same harness as the tokenized stock peg benchmark, which tracks the maximum from Friday's last regular tick to Monday's first and publishes one value per completed weekend. The interesting rows are the thin pools: the 1 percent-fee names can drift by hundreds of basis points on a quiet Sunday because no arbitrageur has a reference to arb against until the bell rings on Monday. One value per weekend, per stock, from a public harness.
Methodology
Every 60 seconds outside regular hours, the harness records the deviation between the Uniswap v4 pool price on Robinhood Chain and the last Yahoo regular-hours close (the reference holds Friday's close all weekend). When regular trading resumes after a gap of 40 hours or more that contains a Saturday (a weekend, or a holiday weekend; a midweek holiday is not one), it publishes the maximum of that deviation over the gap, per symbol, as tsp_weekend_drift_bps, and the time the gap ended. The headline is that last completed weekend, shown for eight days after it ended and blank after that. A rolling 72-hour maximum over the closed series, which this page used until 2026-09-23, mixed weeknights with two weekends and ranked the rows almost upside down.
Results: 6 tokenized stocks ranked by Weekend max drift (latest value)
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 between Friday's regular close and Monday's regular open, 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 while Nasdaq is closed 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?
Last completed weekend, META drifted furthest from Friday's close, at 169 bps, and AAPL the least, at 38.9 bps; the table ranks all 6. The order changes from one weekend to the next: with Nasdaq closed there is no live price to arbitrage against, so fee tier and pool depth decide how far each trade moves a pool, not where it stops.
Source code github.com/ChainBench/OpenChainBench/tree/main/harnesses/tokenized-stock-peg