ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
Disclaimer:
2
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 ETH26EMACO Set uses on-chain MakerDAO ETH medianizer prices, which may result in different calculations. Past performance is not an indicator of future outcomes.
3
4
Get Started:
5
1. Make a copy of the spreadsheet. File -> Make a Copy
6
2. Click on the ETH26EMACO Model tab to view the detailed calculations
7
3. In each strategy the GRAY colored inputs can be toggled (Slippage, Start Date, End Date)
8
4. Changing the Start and End Date will compare performance in that given period
9
5. Click on the Chart tab to view and create your own charts over different periods
10
11
Assumptions:
12
The model uses Gemini hourly data. However, the ETH26EMACO uses MakerDAO's decentralized price feed for ETH.
13
The strategy assumes a minimum of 4 days (96 hours) until next rebalance
14
The strategy uses a confirmation period of 6-12 hours, meaning that 6-12 hours need to have passed to confirm the signal and before a rebalance can be started
15
The slippage can be toggled but is initially set to 1% for the Set Protocol dutch auction
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100