A token resolves into curves, and each one is drawn here from the protocol math rather than guessed. The shapes are deterministic, written into the constant-product invariant the curve trades along, and present whether or not any token is live. Live values, where they appear, sit on top of the math as a position, never inside it.
The bonding curve is the object the token trades along before graduation. Its spot price is the ratio of the virtual reserves; its marginal price is the first derivative; its convexity is the second. The figure plots supply and price together against cumulative sol committed, marks the graduation point and the supply asymptote, and pins the live position to both curves when the token is reading.
The impact curve is the bonding curve walked. For each trade size it reports the price the curve would actually print, separately for buys and sells, and marks the size at which the print begins to move hard. Before graduation this is exact, because the curve is the only liquidity there is.
The marginal curve is the first derivative, the cost of the next token plotted across the supply axis. It rises and accelerates as supply sells out, and that acceleration is the convexity every early position is paying for.
Nothing below is a forecast. The curves are pure mathematics, written into the protocol before any token exists. The live values on top are real where the chain returns them and a single dash where it does not. There is no sample data anywhere.