Wide volatility-sized range, recenter after an hour out

Playbook

What the strategy does, in the factory's words.

1. At startOpen one position in WBTC/USDC 0.30% on Unichain. Range width comes from volatility: ±3σ of the expected 24 h price move (σ from hourly pool prices over the last 24 h), never narrower than −5.8% … +6.2% and never wider than 40% in total. Centered on the pool price at entry. Both tokens go in, in the ratio the range needs; the missing part is swapped at entry.
2. Price is inside the rangeDo nothing. The position earns swap fees; they stay in the position and are not reinvested.
3. Price stays outside the range for 1 hClose the position and reopen it around the current price with the same width rule (σ recomputed). Costs gas and a swap. Not more often than once per 4 h.
4. Chainlink price feed of either token is stale or missingMake no changes until the feed is fresh again. Notify the owner.
5. Every hourReview the position. Allowed action: notify the owner, nothing else. Not modelled in the backtest.
6. End of the 30d horizonRemove the liquidity and keep both tokens as they are, without a swap.
7. NeverSell because the price falls (there is no stop-loss); move liquidity to another pool.

Metrics