Uniswap v4 LP Strategies

Released by the Think Tank factory · updated Nov 03, 2026 12:07 UTC · repository · catalog.json

WBTC / USDC●In range●Paper · live

BTC volatility range at 3 sigma, recenter after an hour out

EthereumFee 0.3%Tick spacing 60Volatile managerRisk: volatileHorizon 30dEngine: exactExpires in 87d

think-tank/btc-volatility-range-3sigma v2.0.0 · binding wbtc-usdc-3000-ethereum · released Nov 01, 2026

How it works

At startOpen one position in WBTC/USDC 0.30% on Ethereum. Range width comes from volatility: ±3σ of the expected 24 h price move (σ from hourly pool prices over the last 24 h), never narrower than −3% … +3% and never wider than 50% in total. Centered on the pool price at entry. Both tokens go in, in the ratio the range needs; the missing part is swapped at entry. 5% of the capital stays outside the position as a reserve.
Price is inside the rangeDo nothing. The position earns swap fees; they stay in the position and are not reinvested.
Price stays outside the range for 1 hClose the position and reopen it around the current price with the same width rule (σ recomputed). Costs gas and a swap. Not more often than once per 6 h.
Chainlink price feed of either token is stale or missingMake no changes until the feed is fresh again.
End of the 30d horizonRemove the liquidity and keep both tokens as they are, without a swap.
NeverSell because the price falls (there is no stop-loss); move liquidity to another pool.

Why it should work. Keep the WBTC/USDC range wide: size it from the last day of hourly volatility at 3 sigma (about +-7 % in an ordinary BTC day, never narrower than 10 tick spacings, never wider than 50 %) so that normal moves earn fees without recenters. Recenter only after the price has been out of range for an hour, at most once in 6 hours. No regime filter: the simple model must prove itself on live paper trading first.

Net return (exit now)-0.41%NAV $9,959.02 of $10,000.00

HODL return-0.52%

Excess vs HODL+0.11 pp

Backtest 30d+3.19%HODL +3.18%

Fee yield0.35%

Costs0.15%exit 0.00%

Impermanent loss-0.08%

Max drawdown1.74%limit 10%

Time in range100.0%165 pool swaps

Rebalances0

Paper progress2.1 / 30dsince Nov 01, 2026

Price76,838.70range 75,270.20 – 80,405.30

Performance

Strategy (net, exit now)HODLBacktest expectation, pro rata

Price & range

Pool pricePosition range

Paper trading activity

Time	Action	Price	Range	Ticks	Gas + slippage	Block
Nov 01, 2026 08:10 UTC	Open position	77,646.90	75,270.20 – 80,405.30	66240 … 66900	$15.22	26,318,635

Paper checks log (50)

Time	Day	Net	HODL	Fees	Costs	Max DD	Price	Range	Verdict
Nov 03, 2026 12:06 UTC	2.13	-0.41%	-0.52%	0.35%	0.15%	1.74%	76,838.70	in	hold
Nov 03, 2026 11:05 UTC	2.12	-0.50%	-0.59%	0.34%	0.15%	1.74%	76,734.90	in	hold
Nov 03, 2026 10:03 UTC	2.08	-0.57%	-0.63%	0.34%	0.15%	1.74%	76,668.20	in	hold
Nov 03, 2026 09:03 UTC	1.98	-0.68%	-0.71%	0.33%	0.15%	1.74%	76,545.20	in	hold
Nov 03, 2026 08:02 UTC	1.98	-0.68%	-0.71%	0.33%	0.15%	1.74%	76,545.20	in	hold
Nov 03, 2026 06:56 UTC	1.95	-0.73%	-0.74%	0.33%	0.15%	1.74%	76,498.20	in	hold
Nov 03, 2026 05:56 UTC	1.89	-0.57%	-0.62%	0.32%	0.15%	1.74%	76,682.30	in	hold
Nov 03, 2026 04:55 UTC	1.79	-0.55%	-0.61%	0.32%	0.15%	1.74%	76,706.40	in	hold
Nov 03, 2026 03:54 UTC	1.79	-0.55%	-0.61%	0.32%	0.15%	1.74%	76,706.40	in	hold
Nov 03, 2026 02:53 UTC	1.72	-0.41%	-0.49%	0.30%	0.15%	1.74%	76,891.60	in	hold
Nov 03, 2026 01:52 UTC	1.72	-0.41%	-0.49%	0.30%	0.15%	1.74%	76,891.60	in	hold
Nov 03, 2026 00:50 UTC	1.69	-0.45%	-0.52%	0.30%	0.15%	1.74%	76,847.70	in	hold
Nov 02, 2026 23:48 UTC	1.51	-0.49%	-0.55%	0.30%	0.15%	1.74%	76,797.90	in	hold
Nov 02, 2026 22:48 UTC	1.51	-0.49%	-0.55%	0.30%	0.15%	1.74%	76,797.90	in	hold
Nov 02, 2026 21:47 UTC	1.51	-0.49%	-0.55%	0.30%	0.15%	1.74%	76,797.90	in	hold
Nov 02, 2026 20:45 UTC	1.51	-0.49%	-0.55%	0.30%	0.15%	1.74%	76,797.90	in	hold
Nov 02, 2026 19:44 UTC	1.48	-0.44%	-0.51%	0.30%	0.15%	1.74%	76,862.10	in	hold
Nov 02, 2026 18:43 UTC	1.40	-0.32%	-0.41%	0.29%	0.15%	1.74%	77,014.60	in	hold
Nov 02, 2026 17:42 UTC	1.38	-0.30%	-0.39%	0.29%	0.15%	1.74%	77,042.90	in	hold
Nov 02, 2026 16:41 UTC	1.33	-0.16%	-0.14%	0.13%	0.15%	0.52%	77,433.00	in	hold
Nov 02, 2026 15:10 UTC	1.23	+0.06%	+0.10%	0.11%	0.15%	0.34%	77,801.70	in	hold
Nov 02, 2026 14:08 UTC	1.23	+0.06%	+0.10%	0.11%	0.15%	0.34%	77,801.70	in	hold
Nov 02, 2026 13:07 UTC	1.19	+0.07%	+0.13%	0.10%	0.15%	0.28%	77,845.60	in	hold
Nov 02, 2026 12:06 UTC	1.15	+0.12%	+0.18%	0.10%	0.15%	0.24%	77,925.20	in	hold
Nov 02, 2026 11:04 UTC	1.06	+0.18%	+0.28%	0.08%	0.15%	0.17%	78,072.40	in	hold
Nov 02, 2026 10:02 UTC	1.06	+0.18%	+0.28%	0.08%	0.15%	0.17%	78,072.40	in	hold
Nov 02, 2026 09:00 UTC	0.98	+0.18%	+0.28%	0.08%	0.15%	0.17%	78,072.40	in	hold
Nov 02, 2026 07:59 UTC	0.98	+0.18%	+0.28%	0.08%	0.15%	0.17%	78,072.40	in	hold
Nov 02, 2026 06:55 UTC	0.94	+0.28%	+0.40%	0.07%	0.15%	0.12%	78,270.40	in	hold
Nov 02, 2026 05:53 UTC	0.88	+0.34%	+0.49%	0.07%	0.15%	0.12%	78,408.40	in	hold
Nov 02, 2026 04:51 UTC	0.82	+0.36%	+0.53%	0.06%	0.15%	0.12%	78,464.10	in	hold
Nov 02, 2026 03:50 UTC	0.82	+0.36%	+0.53%	0.06%	0.15%	0.12%	78,464.10	in	hold
Nov 02, 2026 02:50 UTC	0.72	+0.23%	+0.37%	0.05%	0.15%	0.12%	78,217.70	in	hold
Nov 02, 2026 01:49 UTC	0.72	+0.23%	+0.37%	0.05%	0.15%	0.12%	78,217.70	in	hold
Nov 02, 2026 00:49 UTC	0.66	+0.15%	+0.28%	0.04%	0.15%	0.12%	78,078.80	in	hold
Nov 01, 2026 23:49 UTC	0.65	+0.07%	+0.19%	0.04%	0.15%	0.12%	77,944.70	in	hold
Nov 01, 2026 22:49 UTC	0.59	-0.04%	+0.09%	0.03%	0.15%	0.12%	77,779.40	in	hold
Nov 01, 2026 21:48 UTC	0.56	-0.03%	+0.10%	0.03%	0.15%	0.11%	77,795.60	in	hold
Nov 01, 2026 20:48 UTC	0.46	-0.03%	+0.10%	0.03%	0.15%	0.11%	77,795.60	in	hold
Nov 01, 2026 19:47 UTC	0.46	-0.03%	+0.10%	0.03%	0.15%	0.11%	77,795.60	in	hold
Nov 01, 2026 18:47 UTC	0.38	+0.08%	+0.23%	0.02%	0.15%	0.00%	77,999.60	in	hold
Nov 01, 2026 17:47 UTC	0.38	+0.08%	+0.23%	0.02%	0.15%	0.00%	77,999.60	in	hold
Nov 01, 2026 16:17 UTC	0.31	+0.08%	+0.23%	0.02%	0.15%	0.00%	77,999.60	in	hold
Nov 01, 2026 14:45 UTC	0.27	-0.00%	+0.15%	0.01%	0.15%	0.00%	77,875.40	in	hold
Nov 01, 2026 13:44 UTC	0.17	-0.00%	+0.15%	0.01%	0.15%	0.00%	77,875.40	in	hold
Nov 01, 2026 12:44 UTC	0.17	-0.00%	+0.15%	0.01%	0.15%	0.00%	77,875.40	in	hold
Nov 01, 2026 11:44 UTC	0.13	+0.00%	+0.15%	0.01%	0.15%	0.00%	77,881.30	in	hold
Nov 01, 2026 10:44 UTC	0.06	+0.00%	+0.15%	0.01%	0.15%	0.00%	77,881.30	in	hold
Nov 01, 2026 09:43 UTC	0.06	+0.00%	+0.15%	0.01%	0.15%	0.00%	77,881.30	in	hold
Nov 01, 2026 08:41 UTC	0.02	-0.05%	+0.10%	0.01%	0.15%	0.00%	77,796.70	in	hold

Pools

Pool	Role	Fee	Spacing	Width	Allocation	Pool ID
WBTC/USDC fee 3000 ts 60	main	0.3%	60	—	100%	0xb98437c7…

Pool on Uniswap · Open the current range on Uniswap · Quote token on explorer

Run on an existing manager

Engine: envelop-mcp-lp ≥ 1.6 · envelop.strategy/1
Projection: exact
sha256: 9e8bcb456c2f45c2124e…

{
  "mode": "propose",
  "managers": [
    {
      "chainId": 1,
      "address": "0x…your manager…",
      "strategy": "/path/to/clone/strategies/btc-volatility-range-3sigma/wbtc-usdc-3000-ethereum/envelop",
      "sha256": "9e8bcb456c2f45c2124edfd11b58152fee077e622080749e03c308a0ada7a705"
    }
  ]
}

Create a manager for it

Manager type: Volatile
Network: Ethereum
Pools: 1 (frozen at creation, no hooks)
Range: set on every placement, recenter moves it
Price oracle: required (operator swaps settle at the oracle price)
Operator: recenter · cannot withdraw funds

Create in UniSafe

Backtest evidence

Verdict: live
Works on: 30d
Expected (30d): +3.19% vs HODL +3.18%
Drawdown limit: 10%
History: 150 days, holdout 30%
Holdout blocks: 25995883 … 26318591

backtest.json critic verdicts spec.yaml strategy.json manager.json folder

Lifecycle

Nov 01, 2026 08:10 UTCReleased to the catalog · horizon 30d

BTC volatility range at 3 sigma, recenter after an hour out

How it works?

Performance?

Price & range?

Paper trading activity

Pools

Run on an existing manager?

Create a manager for it?

Backtest evidence?