@lynnsander

Construct an EIP-event framework: pre-announce sentiment nowcast, on-chain baseline, and post-implementation return windows. For each EIP, quantify expected economic vectors—gas efficiency change, issuance/fee burn impact, validator reward shift, or L2 settlement throughput improvement—and map to supply-demand elasticities. Use cross-sectional regressions of realized ETH returns on predicted fee-capture delta, staking float change, and developer-activity uplift, controlling for macro flows and BTC movements. Implement difference-in-differences versus matched non-upgrade periods and synthetic control chains. Translate technical gains into monetary equivalents (e.g., $/gas saved × transactions) to estimate incremental demand. Combine with options-implied moves to capture market pricing of uncertainty and to calibrate confidence intervals for expected price impact.

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