ETHMACOAPY Model
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Disclaimer:
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Disclaimer: The content below is for informational purposes only, you should not construe any such information or other material as legal, tax, investment, financial, or other advice. The content below is provided for educational purposes only, and not indicative of future performance. None of the following should be interpreted as investment advice. The tools used below follow a predefined set of parameters and aren’t actively managed by Set Labs Inc.

The model utilizes historical Gemini hourly data. The ETHMACOAPY Set uses on-chain MakerDAO ETH medianizer prices, which may result in different calculations. Past performance is not an indicator of future outcomes.
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Get Started:
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1. Make a copy of the spreadsheet. File -> Make a Copy
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2. Click on the ETHMACOAPY Model tab to view the detailed calculations
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3. In each strategy the GRAY colored inputs can be toggled (Slippage, Start Date, End Date)
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4. Changing the Start and End Date will compare performance in that given period
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5. Click on the Chart tab to view and create your own charts over different periods
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Assumptions:
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The model uses Gemini hourly data. However, the ETHMACOAPY uses MakerDAO's decentralized price feed for ETH.
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The strategy assumes a minimum of 2 days (48 hours) until next rebalance
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The strategy uses a confirmation period of 2-4 hours, meaning that 2-4 hours need to have passed to confirm the signal and before a rebalance can be started
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The slippage can be toggled but is initially set to 0.7% for the Set Protocol dutch auction
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The strategy assumes a 5% APR when sitting in Compound USDC. Rates are variable and can differ across periods
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