Vault_Strategy (gETH).xlsm

	C	D	J	K	M	N	P	Q	R	S	T	U
1	Price Change %	Price	Delta Losses	Total Return	UniV3 LP Return	Days to B.E.
2	-36.24%	3,012.79	-11.83%	-11.63%	9.16%	411.63	Market
3	-34.62%	3,089.06	-10.78%	-10.58%	9.16%	374.52	Curr Price	4725
4	-32.97%	3,167.26	-9.71%	-9.51%	9.16%	336.75	GS Utilization Rate	75.0%
5	-31.27%	3,247.44	-8.63%	-8.43%	9.16%	298.36	GS FR APY	5.00%
6	-29.53%	3,329.65	-7.53%	-7.33%	9.16%	259.38	UniV3 FR APY	5.00%
7	-27.75%	3,413.94	-6.42%	-6.22%	9.15%	220.28	GS Total APY	8.31%
8	-25.92%	3,500.37	-5.40%	-5.20%	9.04%	184.19	Days in Vault	7
9	-24.04%	3,588.98	-4.48%	-4.28%	8.81%	151.61	Zoom Out Step	0.025
10	-22.12%	3,679.83	-3.66%	-3.46%	8.48%	122.42
11	-20.15%	3,772.99	-2.92%	-2.73%	8.04%	96.50	Vault
12	-18.13%	3,868.50	-2.28%	-2.08%	7.50%	73.74	LP range	0.40
13	-16.05%	3,966.43	-1.72%	-1.53%	6.86%	54.04	GS ratio	0.40
14	-13.93%	4,066.85	-1.25%	-1.05%	6.13%	37.28	Bias	0
15	-11.75%	4,169.80	-0.86%	-0.66%	5.31%	23.36	leverage	2.333333333
16	-9.52%	4,275.36	-0.54%	-0.34%	4.41%	12.19	hedgeSize	-0.361306739
17	-7.23%	4,383.59	-0.30%	-0.10%	3.42%	3.66	APY	10.31%
18	-4.88%	4,494.56	-0.13%	0.07%	2.36%	2.32
19	-2.47%	4,608.34	-0.03%	0.17%	1.21%	5.85	Fee Shares
20	0.00%	4,725.00	0.00%	0.20%	0.00%	7.00	vaultShare	31.93%
21	2.53%	4,844.61	-0.03%	0.17%	-1.28%	5.87	poolShare	68.07%
22	5.13%	4,967.26	-0.13%	0.07%	-2.64%	2.55	Liq Premium	50.00%
23	7.79%	5,093.00	-0.28%	-0.08%	-4.05%	2.89
24	10.52%	5,221.93	-0.49%	-0.29%	-5.53%	10.36	V3 Position
25	13.31%	5,354.13	-0.76%	-0.56%	-7.06%	19.80	LIU	1	maxX	0.00491807409
26	16.18%	5,489.67	-1.08%	-0.88%	-8.65%	31.11	lowerPrice	3375	maxY	23.23790008
27	19.12%	5,628.64	-1.45%	-1.25%	-10.29%	44.24	upperPrice	6615
28	22.14%	5,771.13	-1.87%	-1.67%	-11.99%	59.11	Leverage	6.458039892
29	25.23%	5,917.22	-2.33%	-2.14%	-13.73%	75.65	APY	32.29%
30	28.40%	6,067.02	-2.85%	-2.65%	-15.52%	93.79
31	31.65%	6,220.61	-3.40%	-3.21%	-17.35%	113.47
32	34.99%	6,378.08	-4.00%	-3.80%	-19.22%	134.64	GS Position		_collateral0	0.00525623962	colInvariant	0.326443494
33	38.40%	6,539.54	-4.64%	-4.44%	-21.14%	157.21	LIU	0.361306739	_collateral1	24.83573221	colToLiqRatio	0.9035079029
34	41.91%	6,705.09	-5.30%	-5.11%	-23.08%	180.71	collateral0	0.007508913743	borrowPx	4725	numerator	-70409.3008
35	45.50%	6,874.83	-5.93%	-5.73%	-24.97%	202.87	collateral1	14.19184697	strikePx	1890	denominator	194874.0314
36	49.18%	7,048.87	-6.51%	-6.31%	-26.83%	223.43	StrikePx	1890	a	0.002252674123		-0.361306739
37	52.96%	7,227.31	-7.05%	-6.85%	-28.63%	242.43
38	56.83%	7,410.28	-7.54%	-7.34%	-30.40%	259.93
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43	Strategy Description
44	*Start at mid point price (gray row)
45	*Rebalance at yellow rows
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48	Additional Costs
49	*Exit fees of 10bps
50	*Rebalancing costs ranging between 5bps to 20bps
51	*We aim to rebalance when hitting yellow bands
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