| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | BNB-BUSD PCS | BNB-USDT PCS | |||||||||||||||
2 | Simulation period (days): | 330 | |||||||||||||||
3 | Methodology: * Simulation based on actions that our Market Neutral Vault would have taken with actual trading fees, borrowing interest, yield APR and trading fee APR. * Rebalances are done according to the threshold. * Borrowing interest and impermanent loss are accrued hourly. Trading fee yield and farming yield are accrued daily. Trading fee from swaps occurred from rebalances are taken into account based on the size of the swap. | ||||||||||||||||
4 | 3x leverage (66.7% starting Debt Ratio) | 68%(Debt Ratio at which to rebalance) | 70% | 72% | 74% | 76% | 78% | 3x leverage (66.7% starting Debt Ratio) | 68%(Debt Ratio at which to rebalance) | 70% | 72% | 74% | 76% | 78% | |||
5 | Return | 42.62% | 38.53% | 47.49% | 36.63% | 40.67% | 52.12% | Return | 56.09% | 50.77% | 64.67% | 31.09% | 61.79% | 63.53% | |||
6 | APY% | 47.15% | 42.62% | 52.52% | 40.52% | 44.99% | 57.65% | APY% | 62.04% | 56.15% | 71.53% | 34.39% | 68.34% | 70.27% | |||
7 | |||||||||||||||||
8 | Return by Month: | Return by Month: | |||||||||||||||
9 | Mar | 10.28% | 8.99% | 13.51% | 12.95% | 11.65% | 12.39% | Mar | 11.48% | 10.13% | 14.75% | 13.75% | 12.69% | 13.74% | |||
10 | Apr | 3.21% | 2.40% | 3.89% | 0.17% | 3.79% | 1.00% | Apr | 4.74% | 3.94% | 5.55% | -2.28% | 5.75% | 2.79% | |||
11 | May | 6.02% | 3.51% | 4.04% | -2.52% | 3.91% | 11.15% | May | 7.22% | 5.02% | 5.25% | -4.52% | 4.03% | 10.87% | |||
12 | June | 2.87% | 1.47% | 2.33% | 4.33% | -3.66% | 6.85% | June | 2.40% | 1.39% | 2.32% | 0.67% | 1.87% | 7.03% | |||
13 | July | 1.66% | 2.65% | 3.59% | 3.21% | 3.79% | 4.85% | July | 3.09% | 3.91% | 5.10% | 4.90% | 5.30% | 6.08% | |||
14 | August | 2.38% | 2.42% | 0.54% | 0.99% | 0.69% | -0.37% | August | 4.29% | 3.67% | 2.49% | 2.31% | 2.57% | 1.23% | |||
15 | September | 1.04% | 2.29% | 2.03% | 2.36% | 5.35% | 1.12% | September | 1.26% | 2.22% | 2.36% | 2.80% | 5.28% | 1.44% | |||
16 | October | 2.79% | 2.99% | 2.53% | 1.62% | 2.75% | -0.14% | October | 3.98% | 4.13% | 3.67% | 2.98% | 4.55% | 0.64% | |||
17 | November | 4.31% | 4.58% | 3.70% | 5.92% | 5.44% | 6.00% | November | 4.86% | 5.08% | 6.40% | 6.02% | 5.40% | 6.67% | |||
18 | December | 2.21% | 2.16% | 4.13% | 4.17% | 3.95% | 5.29% | December | 2.15% | 2.10% | 3.29% | 3.30% | 3.30% | 4.90% | |||
19 | January | -0.18% | -0.09% | -0.23% | -1.07% | -2.19% | -3.73% | January | 0.54% | 0.65% | 0.49% | -1.18% | -0.97% | -3.47% | |||
20 | |||||||||||||||||
21 | |||||||||||||||||
22 | 4x (75%) | 77% | 79% | 81% | 83% | 85% | 87% | 4x (75%) | 77% | 79% | 81% | 83% | 85% | 87% | |||
23 | Return | 56.88% | 50.98% | 58.01% | 42.14% | 43.38% | 46.10% | Return | 74.19% | 70.78% | 83.91% | 48.97% | 70.25% | 56.28% | |||
24 | APY% | 62.91% | 56.39% | 64.17% | 46.61% | 47.98% | 50.98% | APY% | 82.06% | 78.29% | 92.81% | 54.16% | 77.70% | 62.25% | |||
25 | |||||||||||||||||
26 | Return by Month: | Return by Month: | |||||||||||||||
27 | Mar | 13.64% | 11.73% | 17.43% | 16.99% | 15.08% | 13.40% | Mar | 15.34% | 13.68% | 19.14% | 18.65% | 16.87% | 15.21% | |||
28 | Apr | 3.85% | 5.05% | 4.70% | 0.44% | 4.54% | -7.30% | Apr | 5.99% | 7.24% | 6.98% | 2.45% | 6.94% | -5.71% | |||
29 | May | 7.85% | 4.77% | 4.70% | -2.25% | 5.57% | 15.33% | May | 9.36% | 3.17% | 6.44% | -6.22% | 5.83% | 6.73% | |||
30 | June | 3.16% | 3.19% | 2.55% | 5.22% | -4.51% | 0.34% | June | 3.00% | 5.06% | 2.63% | 0.40% | -4.81% | 2.96% | |||
31 | July | 1.27% | 2.50% | 4.33% | 3.82% | 4.49% | 4.61% | July | 3.22% | 4.14% | 6.40% | 6.13% | 6.55% | 5.35% | |||
32 | August | 2.23% | 1.90% | 0.19% | 0.77% | -2.71% | -0.53% | August | 4.18% | 4.01% | 2.86% | 3.21% | 3.13% | 1.93% | |||
33 | September | 2.47% | 2.01% | 2.19% | 2.62% | 3.32% | 5.76% | September | 2.96% | 5.05% | 2.70% | 2.51% | 6.99% | 8.46% | |||
34 | October | 3.45% | 3.42% | 2.80% | 1.00% | 1.33% | 4.34% | October | 4.99% | 4.96% | 4.38% | 3.26% | 4.79% | 2.73% | |||
35 | November | 5.94% | 6.70% | 4.38% | 2.83% | 7.97% | 4.60% | November | 6.51% | 7.22% | 7.99% | 8.02% | 7.45% | 7.49% | |||
36 | December | 3.47% | 4.38% | 4.99% | 6.14% | 5.78% | 3.19% | December | 2.30% | 2.83% | 3.90% | 5.05% | 4.63% | 5.05% | |||
37 | January | -0.52% | -2.91% | -0.63% | -1.08% | -2.72% | -3.04% | January | 0.03% | -1.63% | 0.36% | -0.77% | -2.32% | -3.90% | |||
38 | |||||||||||||||||
39 | |||||||||||||||||
40 | 5x (80%) | 82% | 84% | 86% | 88% | 90% | 92% | 5x (80%) | 82% | 84% | 86% | 88% | 90% | 92% | |||
41 | Return | 62.13% | 53.37% | 44.68% | 41.64% | 33.95% | 57.49% | Return | 90.92% | 78.60% | 85.23% | 60.85% | 50.19% | 76.83% | |||
42 | APY% | 68.72% | 59.03% | 49.42% | 46.05% | 37.55% | 63.59% | APY% | 100.56% | 86.93% | 94.27% | 67.31% | 55.52% | 84.98% | |||
43 | |||||||||||||||||
44 | Return by Month: | Return by Month: | |||||||||||||||
45 | Mar | 17.83% | 14.13% | 13.97% | 20.98% | 19.45% | 16.94% | Mar | 19.80% | 16.21% | 23.48% | 23.32% | 21.78% | 19.29% | |||
46 | Apr | 4.63% | 2.96% | 2.74% | 1.23% | 6.40% | 4.25% | Apr | 6.90% | 5.66% | 8.51% | 4.09% | 9.39% | 7.23% | |||
47 | May | 5.99% | 4.49% | 4.58% | -11.57% | -14.71% | 10.68% | May | 8.72% | 7.24% | 3.32% | -8.91% | -14.41% | -0.36% | |||
48 | June | 2.51% | 1.33% | -0.49% | 7.93% | 4.90% | 4.11% | June | 2.54% | 1.37% | 0.09% | 1.93% | 5.46% | 1.68% | |||
49 | July | 1.25% | 3.51% | 1.52% | 4.42% | 4.02% | 4.02% | July | 3.77% | 5.76% | 3.90% | 7.69% | 6.71% | 7.97% | |||
50 | August | 3.00% | 2.97% | 1.49% | 1.51% | -0.59% | -5.10% | August | 5.73% | 5.21% | 4.59% | 4.05% | 1.17% | 2.69% | |||
51 | September | 2.23% | 2.77% | 2.97% | 2.93% | 2.13% | 1.80% | September | 3.00% | 2.81% | 3.52% | 4.14% | 3.14% | 7.26% | |||
52 | October | 3.85% | 3.85% | 3.25% | 1.81% | 1.20% | 0.11% | October | 5.80% | 5.87% | 5.29% | 4.17% | 3.50% | 7.17% | |||
53 | November | 7.50% | 6.56% | 4.76% | 7.87% | 7.68% | 8.41% | November | 8.24% | 7.40% | 6.26% | 9.51% | 7.90% | 6.61% | |||
54 | December | 3.62% | 2.61% | 3.84% | 2.89% | 4.56% | 8.15% | December | 3.58% | 2.59% | 5.83% | 5.37% | 3.52% | 3.52% | |||
55 | January | -1.76% | -0.82% | -0.03% | -1.21% | -2.67% | -5.84% | January | -0.15% | 0.47% | 0.63% | -3.41% | -3.45% | -2.79% | |||
56 | |||||||||||||||||
57 | |||||||||||||||||
58 | 8x (87.5%) | 91% | 92% | 93% | 94% | 95% | 96% | 8x (87.5%) | 91% | 92% | 93% | 94% | 95% | 96% | |||
59 | Return | 85.22% | 76.80% | 71.55% | 79.89% | 68.90% | 73.36% | Return | 153.16% | 131.04% | 125.75% | 129.60% | 120.20% | 116.81% | |||
60 | APY% | 94.26% | 84.95% | 79.14% | 88.37% | 76.21% | 81.14% | APY% | 169.40% | 144.94% | 139.09% | 143.35% | 132.95% | 129.20% | |||
61 | |||||||||||||||||
62 | Return by Month: | Return by Month: | |||||||||||||||
63 | Mar | 29.60% | 22.45% | 21.78% | 21.51% | 34.35% | 33.28% | Mar | 33.45% | 26.05% | 25.51% | 25.18% | 38.42% | 37.33% | |||
64 | Apr | 6.50% | 7.46% | 8.89% | 3.42% | -1.16% | 12.45% | Apr | 12.64% | 11.87% | 13.66% | 8.06% | 3.34% | 17.44% | |||
65 | May | 7.70% | 5.08% | 4.77% | 12.10% | 1.02% | -11.23% | May | 10.56% | 8.74% | 6.92% | 14.98% | 3.08% | -9.61% | |||
66 | June | -1.13% | 0.87% | -4.80% | 5.05% | 7.76% | 1.77% | June | -0.36% | 1.30% | -4.72% | -1.62% | -0.94% | 2.13% | |||
67 | July | 3.34% | 4.26% | 3.52% | 0.07% | -1.41% | 7.26% | July | 7.30% | 8.26% | 6.34% | 5.53% | 10.71% | 11.50% | |||
68 | August | 1.81% | 2.17% | 0.65% | 3.62% | 1.96% | 1.01% | August | 8.31% | 7.54% | 7.04% | 6.53% | 3.66% | 6.36% | |||
69 | September | 2.31% | 2.43% | 4.96% | 2.14% | 5.77% | 3.65% | September | 5.39% | 3.66% | 5.02% | 4.83% | 4.05% | 4.20% | |||
70 | October | 4.40% | 5.14% | 4.79% | 4.12% | 2.73% | 1.87% | October | 7.56% | 8.52% | 7.61% | 7.55% | 6.19% | 4.47% | |||
71 | November | 10.97% | 9.42% | 8.76% | 13.16% | 12.98% | 11.88% | November | 12.05% | 10.03% | 15.57% | 9.05% | 13.74% | 12.96% | |||
72 | December | 4.26% | 3.28% | 6.16% | 4.71% | 3.20% | 3.46% | December | 4.24% | 3.23% | 4.71% | 8.35% | 4.65% | 2.87% | |||
73 | January | -2.43% | -1.91% | -1.97% | -6.30% | -8.12% | -2.45% | January | -0.33% | 0.20% | 0.39% | 0.55% | -0.25% | -2.04% | |||
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