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See new posts What time‑weighted average yield metrics help filter volatility? To filter out short-term volatility and identify the underlying trend, Time-Weighted Average APY (TWAPY) is a useful metric. Similar to a TWAP in trading, it calculates the average APY over a specific rolling window (e.g., 30 or 90 days), giving equal weight to each time period. This smooths out single-day spikes from airdrops or sharp crashes. Another helpful metric is the Annualized Rolling APY, which calculates the annualized return based on the rewards earned over the past N days, not just the current reward snapshot. For example, a 30-day annualized rolling APY would be less sensitive to yesterday's outlier event than a spot APY, providing a more realistic view of recent performance and helping stakers look past transient noise.

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