ETH/USDC0.3%
Static wide range, never recenter
Range −8.6% … +9.4% of the entry price · fixed, never follows the price · out of range → notify the owner · no stop-loss
97.5%
Fee APR · paperearly
Return −0.55%
HODL −0.80%
2,055In range · 2,2242,475
Playbook
What the strategy does, in the factory's words.
- At startOpen one position in ETH/USDC 0.30% on Ethereum with a fixed range 1,800 ticks wide: −8.6% … +9.4% from the pool price at entry. Both tokens go in, in the ratio the range needs; the missing part is swapped at entry.
- Price is inside the rangeDo nothing. The position earns swap fees; they stay in the position and are not reinvested.
- Price stays outside the range for 168 hLeave the range where it is — it does not follow the price. If ETH rises above the range, the position is all USDC; if it falls below, all ETH. It earns no fees until the price returns. Notify the owner.
- Chainlink price feed of either token is stale or missingMake no changes until the feed is fresh again.
- Every 24 hReview the position. Allowed action: hold, nothing else. Not modelled in the backtest.
- End of the 7d horizonRemove the liquidity and keep both tokens as they are, without a swap.
- NeverMove the range after the price; sell because the price falls (there is no stop-loss); move liquidity to another pool.
Metrics
Paper, net of costs
Max drawdown3.20%
Time in range100.0%
Rebalances0
Fees earned+0.78%
Impermanent loss−0.08%
Backtest · 45 days held out
Expected return · 7d−0.95%
HODL−1.26%
Windows beating HODL83%
Worst drawdown7.89%