🛡️ Hedge App MAINNET … log out

The study sizes the option to cap your maximum loss at the accepted value — "worst case" is the largest loss at any price (including the strike valley), not just at liquidation. Probabilities come from the market's own implied vol (estimates, not promises). With an entry price different from the market, premiums are repriced for the hypothetical spot (Black-76, sticky-IV — an estimate) and "Execute…" becomes a pending order: limit at the entry + automatic option/TP once it fills (requires the app or watch.py running). Click a row to see the payoff.

Fixes entry, target and direction and sweeps margin × accepted loss × cover-at-price (leverage and expiry are already swept inside each study). The three metrics disagree on purpose — click a header to sort: R/R = profit per $1 of worst case (ignores how much capital is tied up); ROI margin = profit ÷ margin (ignores the insurance cost); ROI capital = profit ÷ (margin + insurance) — favours a small margin with high leverage, and only makes sense if the leftover USDC earns elsewhere. The insurance cap is a filter, not a sweep axis: a tighter cap only removes rows, it never picks a different option. recovers @ is the price where the whole margin comes back (insurance cost included) — it has to be close to be worth anything, so the σ box drops structures that only pay off beyond that many typical moves (1.5σ is the same bar the ⭐ uses; clear it to see everything). Click a row to load it in Study, where you get the payoff, liquidity and the execute button.

Opens or increases a plain isolated perp (BTC/ETH/SOL, or GOLD/WTI Oil — Deribit has no options on those two, so they ONLY work here) — the app does NOT attach or resize a protective option here. Give margin + target liquidation price and the app picks the leverage (or set the leverage directly). With a hedge cycle open (BTC/ETH/SOL only), the add MERGES into the cycle position (same side only), TP/SL are re-armed to the new size, and you should re-check protection via Roll. The REAL liq comes from HL after the order.

Entry (or market) + capital + TP + stop-loss (required). Leverage is the highest whose liquidation lands at the stop or beyond (lev_para_liq) and a REAL stop-loss order is placed there. Preview shows up to 3 option candidates — one per available expiry in the protection_score's window (7D/3D/1D, calmer market = longer/cheaper) — each sized so the loss is fully recovered AT THE STOP PRICE, not at liquidation. Pick one to open perp + stop-loss + option together. No more naked/unprotected positions.

Compara a entrada A (o New hedge de cima) contra a perna B, que é um par OCO: sweep (preço melhor, ex. acima do HH pra um short) e continuação (preço pior, dispara só se o preço cair direto sem varrer). Mesmo motor de opções do New hedge, uma chamada por perna, um target compartilhado. "Usar esse SL" na perna A preenche o New hedge acima. Sweep e continuação: escolha um SL em cada e arme o par — a que dispar primeiro cancela a outra; qualquer uma funde no hedge já aberto. Se a perna A ainda não estiver aberta, o par entra numa fila e se arma sozinho (recalculado contra o preço da hora) assim que ela abrir.

LPs are created and managed on vFat/Aerodrome — adopt the NFT here and the bot tracks live value, fees and AERO (read-only on Base) and hedges the leg that has a GMX market with a short (bands for USDC pools; real on-chain amount for volatile/volatile pools). Manual GMX actions below disable the auto hedge of that market. AERO staker wallet (needed for staked LPs from aggregators like vfat.io, whose router — not your wallet — holds the stake) is now found automatically on-chain and kept up to date every tick. One-sided is auto-detected when `lower` is within 0.5% of the entry price — check the box to force it explicitly (e.g. if vFat's actual entry ends up a bit off from the intended bottom). Non one-sided positions already default to the anchored grid automatically — check the anchored box only to force it explicitly (e.g. on a position that would otherwise be auto-detected as one-sided).

Manual control of the bot's GMX wallet (Arbitrum). Fund it by sending USDC on Arbitrum to the wallet address shown above. Any action here disables the auto hedge of the touched market. Estimated liq is a formula — the real one comes from GMX after the order.

loading…

Pulls a Slipstream NFT LP back into tokens (unstake → decreaseLiquidity → collect → burn) and/or sends the wallet's current WETH/USDC/ETH balance elsewhere. Real, irreversible on-chain transactions — both need typing the confirm word. This path was only ever tested manually once; double-check the preview numbers before confirming.

loading…

Fully automatic: scans for the best VERIFIED Uniswap V3 pool (on-chain fee, not the name's %), opens a position using 100% of the available base-asset balance (compounding — every close/recovery reinvests fully into the next open, no fixed size), monitors, closes per the engine's rules, and opens the next one — real money, no confirmation per trade. Only pools that pair with a base asset are considered (the wallet needs to already hold it). Also closes and swaps into a much better pool even while the current one is healthy, if it pays at least the upgrade multiplier below. Stops itself if realized losses pass the loss limit. Requires ROBINHOOD_LP_PRIVATE_KEY configured on the lphedge service.

loading…

loading…