The hypothetical I'm trying to work through is what happens to the market price if Saylor is convincing large bitcoin holders, who weren't looking to sell, to sell to him (perhaps even by offering them something in return that we aren't aware of).
I figured comparing these large ones to the smallest announcements might also reveal some measurable difference in price behavior
You're assuming the purchase is an independent variable though. What I was proposing is that the purchases are larger or smaller depending on market features: i.e. he buys less when buying more would dramatically move the price.
The hypothetical I'm trying to work through is what happens to the market price if Saylor is convincing large bitcoin holders, who weren't looking to sell, to sell to him (perhaps even by offering them something in return that we aren't aware of).
You're assuming the purchase is an independent variable though. What I was proposing is that the purchases are larger or smaller depending on market features: i.e. he buys less when buying more would dramatically move the price.