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Bankless DeFi Growth Index Community Call

Nov 2, 2021

⏰ We start at 3 minutes after the hour ⏰ 🚨 This meeting is being recorded 🚨

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Call Technicalities & Agenda

Technicalities

  • Please stay muted unless you’re speaking.
  • We will use the +1 system to initiate speaking
  • This meeting is timeboxed to 1 hour - further discussion can go in the Discord or continued with the epic owner

Purpose: An opportunity to learn more about the Bankless DeFi Growth Index

Agenda

  • Introduction
  • Presentation from BanklessDAO & Lemonade
  • Prepared Q’s
  • Wrap with open floor

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Mission: We’re on a mission to make crypto investing simple, accessible, and safe for everyone.

How do we do that? We focus on 3 core pillars

  • Product growth: Our products must provide deep value to users & distribution must be a core competency.

  • Community autonomy: Empower contributors of different commitment levels to produce impact for Index Coop stakeholders

  • Protocol sustainability: Ensure the Coop is built to last. This is done through treasury management, value capture, governance, and product + growth + community.

Index Coop Mission & Strategy

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**Important Disclaimer**

In General. This disclaimer applies to this document and the verbal or written comments of any person presenting it. This document, taken together with any such verbal or written comments, is referred to herein as this “Presentation.” Index Cooperative, taken together with its affiliates, is referred to herein as “IndexCoop,” “we,” “us” or “our.” The material provided herein is for informational purposes only. It does not constitute an offer to sell or a solicitation of an offer to buy any interests in a fund or any other securities. Forward‐looking statements. The Presentation contains certain “forward‐looking statements” within the meaning of the Private Securities Litigation Reform Act of 1995, which reflect our current views with respect to, among other things, future events and the financial performance of IndexCoop. Readers can identify these forward‐looking statements by the use of forward‐looking words such as “outlook,” “believes,” “expects,” “potential,” “continues,” “may,” “will,” “should,” “could,” “seeks,” “approximately,” “predicts,” “intends,” “plans,” “estimates,” “assumed,” “anticipates,” “positioned,” “targets” or the negative version of those words or other comparable words. Any forward‐looking statements contained in this Presentation are based, in part, upon the historical performance of IndexCoop and our affiliates and on our current plans, estimates and expectations. The inclusion of this forward‐looking information, should not be regarded as a representation by us or any other person that the future plans, estimates or expectations contemplated by us will be achieved. Such forward‐looking statements are subject to various risks, uncertainties and assumptions relating to our operations, financial results, financial condition, business prospects, growth strategy and liquidity. If one or more of these or other risks or uncertainties materialize, or if our underlying assumptions prove to be incorrect, our actual results may vary materially from those indicated in these statements. Accordingly, you should not place undue reliance on any forward‐looking statements. No reliance, no update and use of information. You should not rely on this Presentation as the basis upon which to make any investment decision. To the extent that you rely on this Presentation in connection with any investment decision, you do so at your own risk. This Presentation does not purport to be complete on any topic addressed. The information in this Presentation is provided to you as of the dates indicated, and IndexCoop does not intend to update the information after its distribution, even in the event that the information becomes materially inaccurate. Certain information contained in this Presentation includes calculations or figures that have been prepared internally and have not been audited or verified by a third party. Use of different methods for preparing, calculating or presenting information may lead to different results, and such differences may be material. Past performance. In all cases where historical performance is presented, please note that past performance is not a reliable indicator of future results and should not be relied upon as the basis for making an investment decision. Distribution of this Presentation. This Presentation is not intended for distribution to, or use by, any person or entity in any jurisdiction or country where such distribution or use is contrary to local law or regulation.

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📽This is being recorded📽

🚨 This meeting is being recorded 🚨

If you don’t want your name or voice to appear in the recording, type in chat rather than speak

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Presentation by Lucas & Ben from Bankless + Lemonade

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Introduction

Why this call?

To present and field questions on the proposed GMI Index.

Why Bankless DeFi Growth Index (GMI)?

The Bankless DeFi Growth Index (GMI) seeks to capture the performance of emergent DeFi application themes. Notably, GMI will seek to capture exposure to DeFi upstarts on a rolling basis by establishing a time limit on inclusion.

By relaxing some considerations for selection into Index Coop’s flagship DeFi Pulse Index, GMI seeks to provide exposure to experimental DeFi project tokens which are further out on the risk curve.

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Introduction

About the Authors

  • Lucas Campbell is managing editor for Bankless LLC and runs operations for BanklessDAO. Additionally Lucas is an active member of investment DAOs such as Fire Eyes.�
  • Ben Giove covers DeFi for Bankless (RGT, PERP, OHM), is the president of Chapman Crypto, and is also a contributor to BanklessDAO.�
  • Peter aka Lemonade is a core contributor to Index Coop since December 2020 and has led IC’s growth team from Q1-Q3 2021.

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Motivation

Customer feedback has indicated that exposure to DeFi assets further out on the risk-curve -- coupled with an indexing strategy -- would represent a compelling solution for them.

The DeFi landscape moves fast, and while customers are able to capture the appreciation of standard-bearing DeFi protocol assets through DPI, a vehicle taking a more risk-on approach and relaxing some requirements allows us to capture the aforementioned desire for exposure.

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Premise

The Bankless DeFi Growth Index will contain a collection of ERC20 tokens curated to capture broad exposure to emergent DeFi application themes, rebalanced monthly. GMI is a simple composite index which will be built on Set Protocol.

The index screens for promising early stage DeFi projects which are not yet considered “blue chip” and attempts to produce an optimal weighting via the use of a combination of square-root market cap, relative secondary market liquidity, and relative token dilution/emission scoring.

GMI maintains rolling exposure to early-stage and experimental DeFi upstarts by employing a ‘graduation’ system which retires components after specific term lengths (or if they become part of DPI’s constitution).

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User Stories

Pre-buy:��“Jawz and the Ohmies are giving me Fohmo on Twitter, but I’ve also heard that Spell thing is cool. How old are those Rari bois again? Idk man, it’s hard to keep track of all of the new projects these days, but I know I would feel much more comfortable if I knew I had a stake in up and coming DeFi projects.”

“DPI is an awesome product but we’ve missed the move in newer DeFi names”

Post-Buy:

“I hold DPI:GMI at a 4:1 ratio in order to attain more comprehensive DeFi exposure than DPI alone, with a more risk-on flavor”

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Market Opportunity

To date, DeFi and risk products such as FLI have accounted for the vast majority of Index Coop’s AUM and revenue. We believe DeFi index products have immediate marketability and strong potential for PMF with Index Coop’s core personas.

  • Index Coop AUM premium over leading like-products (e.g. DPI over DEFI5 or MVI over PLAY): 8-12x �
  • 8-12x DEGEN = $120m-$180m�
  • Even a more conservative premium�= an attractive opportunity

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Differentiation

  • The product contains no crossover with leading Index Coop products and although it features DeFi assets, we believe this product complements DPI rather than compete with it.

  • We could see a world where the recommended allocation of the DPI/GMI pair (based on total market cap or otherwise) is something like 4:1 for more comprehensive (and moderately more risk-on) DeFi exposure.�
  • No pure competitors, though Olympus has proposed a product with Indexed with similar composition. DEGEN by Indexed appeals to a similar persona.

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Example Composition

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Design - Token Inclusion + Exclusion

Asset Size Requirements:

  • >$30m, <$5b at constitution
  • Exits at <$20m, >$10b (trailing 28 day average)

More Quantitative Filters:

  • Sufficient Secondary Market Liquidity

Qualitative Filters:

  • Coingecko ‘DeFi’ Category
  • Ethereum Prioritization (ERC20, Ethereum-focused roadmap)
  • DeFi Appropriate (not Keeper, MEV, Oracle, Staking, Bridges, etc)
  • Not in Common w/ DPI (e.g. RGT)
  • No Synthetic Assets (e.g. sDEFI)
  • No Interest-Bearing Money Market Assets (e.g. cUSDC)
  • Relative Traction

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Design - Token Inclusion (Staked)

  • Staked tokens will be considered (Acknowledge this negatively affects institutional adoption based on current hypotheses)�
  • Will look for secondary markets for staked assets and seek to work with protocols to develop them, where absent

  • In cases of extreme disadvantage to staked and the inability to develop secondary market liquidity, assets will be considered for exclusion

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Design - Token Exit

��Asset Size Exit:�

  • Exits at <$20m, >$10b (trailing 28 day average)

DPI Addition Exit:�

  • Upon DPI inclusion, assets will exit over 1-3 rebalances depending on sizing, price impact

Time in Market Exit:�

  • 18 months in GMI or 24 months in market (whichever sooner)

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Design - Weighting

  • ^2 Market Cap (60%): The use of a square-root market cap weighting score allows for an emphasis on asset sizing while also recognizing that too much concentration in any one token creates additional risk. Additionally, the square root weighting mechanism allows for smaller components to enjoy higher relative weightings.�
    • 15% Component Ceiling: To further combat the potential for concentration risk, GMI will apply a 15% single component cap.�
  • Relative Liquidity Score (30%): Liquidity scoring was born of problems with the decay which can be passed on to customers through the rebalancing of illiquid assets. �
  • Relative Dilution Score (10%): recognition that earlier stage projects have varying and potentially aggressive token emission schedules.

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Design - Misc

  • Streaming Fee: 1.95%
  • DEX: Uniswap v3
  • Liquidity: Seeded by IC + Methodologist, $10k @ 1% or better�
  • Liquidity Incentives: N/A�
  • Other Incentives: Will seek ~$375k in INDEX towards a 2 month single-sided asset staking program for GMI�

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Challenges

  • Liquidity�
  • Staked Assets�
  • Convoluted Exit Parameters

  • How do all of these tie into performance?

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Next Steps - IC Process

  • DG1 vote requested for Nov X through X�
  • Then methodologists (BanklessDAO + @Lemonade) will revise the methodology�
  • The DG1 to DG2 process:
    • PRD to define scope
    • PWG / BD discussion on fees to customers
    • Work team assessment and prioritisation rubric�
  • DG2 vote

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Next Steps - Methodology

  • Staked Asset Research�
  • Dilution Research�
  • Backtesting w/ Various Parameterization

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Q and A

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Open Questions

@

  • Growth Hacking?
    • Single side staking
      • Stake GMI earn INDEX (Capital pool, no IL, better APR, transactions costs)
    • Valuation series on Bankless
    • Video Series (sweating Alpha)
  • Dual chain liquidity strategy?
    • Polygon
    • Arbitrium
  • Traction screening?
    • TVL
    • PCV
  • Restricting the initial token inclusion (10-15
    • Potential inclutions
      • Tracer
      • Frax
      • Index

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Other Topics

Speaker: Open Discussion

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Open Forum (If Time)

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Archive

  • DONT: forget to stop the video