Uniswap v4 LP Strategies

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

ETH / USDC●In range●Paper · live

Volatility range on a 5 bps pool, wider when volatility spikes

BaseFee 0.05%Tick spacing 10Volatile managerRisk: volatileHorizon 7dEngine: approximateExpires in 88d

think-tank/volatility-range-regime-widen v1.1.0 · binding eth-usdc-500-base · released Nov 02, 2026

How it works

At startOpen one position in ETH/USDC 0.05% on Base. Range width comes from volatility: ±2σ of the expected 24 h price move (σ from hourly pool prices over the last 24 h), never narrower than −0.99% … +1% and never wider than 30% 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.
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 30 minClose 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 hour.
Market regime indicator says “unstable” (score above the 80th percentile of the training period)Postpone any recenter for up to 12 h. If a recenter happens while unstable, the range is 2× as wide.
End of the 7d 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. Linear control for the phase-space run. On a thin, active 5 bps ETH/USDC pool the range is sized from the last day of volatility and recentred after 30 minutes out of range. When one-day volatility of 15-minute returns is unusually high, a recenter is postponed for up to 12 hours, as the price often comes back; a recenter made then uses a range twice as wide.

Net return (exit now)-0.19%NAV $99.81 of $100.00

HODL return-0.50%

Excess vs HODL+0.31 pp

Backtest 7d-1.12%HODL -1.74%

Fee yield0.46%

Costs0.07%exit 0.01%

Impermanent loss-0.08%

Max drawdown1.57%limit 10%

Time in range100.0%4035 pool swaps

Rebalances0

Paper progress1.1 / 7dsince Nov 02, 2026

Price2,264.29range 2,212.81 – 2,363.77

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 02, 2026 08:19 UTC	Open position	2,287.24	2,212.81 – 2,363.77	-199300 … -198640	$0.0599	53,409,115

Paper checks log (27)

Time	Day	Net	HODL	Fees	Costs	Max DD	Price	Range	Verdict
Nov 03, 2026 11:36 UTC	1.14	-0.19%	-0.50%	0.46%	0.07%	1.57%	2,264.29	in	hold
Nov 03, 2026 10:33 UTC	1.09	-0.14%	-0.45%	0.45%	0.07%	1.57%	2,266.43	in	hold
Nov 03, 2026 09:33 UTC	1.05	-0.26%	-0.54%	0.44%	0.07%	1.57%	2,262.30	in	hold
Nov 03, 2026 08:33 UTC	1.01	-0.60%	-0.78%	0.43%	0.07%	1.57%	2,251.61	in	hold
Nov 03, 2026 07:13 UTC	0.95	-0.89%	-0.95%	0.42%	0.07%	1.57%	2,243.62	in	hold
Nov 03, 2026 06:12 UTC	0.91	-1.00%	-1.01%	0.41%	0.07%	1.57%	2,240.70	in	hold
Nov 03, 2026 05:12 UTC	0.87	-0.67%	-0.80%	0.40%	0.07%	1.57%	2,250.47	in	hold
Nov 03, 2026 04:11 UTC	0.83	-0.78%	-0.87%	0.39%	0.07%	1.57%	2,247.49	in	hold
Nov 03, 2026 03:11 UTC	0.79	-0.69%	-0.80%	0.37%	0.07%	1.57%	2,250.74	in	hold
Nov 03, 2026 02:11 UTC	0.74	-0.72%	-0.80%	0.35%	0.07%	1.57%	2,250.56	in	hold
Nov 03, 2026 01:09 UTC	0.70	-0.47%	-0.62%	0.34%	0.07%	1.57%	2,258.69	in	hold
Nov 03, 2026 00:08 UTC	0.66	-0.80%	-0.84%	0.33%	0.07%	1.57%	2,248.68	in	hold
Nov 02, 2026 23:06 UTC	0.62	-0.84%	-0.86%	0.32%	0.07%	1.57%	2,247.59	in	hold
Nov 02, 2026 22:05 UTC	0.57	-0.61%	-0.70%	0.32%	0.07%	1.57%	2,255.09	in	hold
Nov 02, 2026 21:04 UTC	0.53	-0.81%	-0.84%	0.31%	0.07%	1.57%	2,248.90	in	hold
Nov 02, 2026 20:03 UTC	0.49	-0.84%	-0.84%	0.29%	0.07%	1.57%	2,248.86	in	hold
Nov 02, 2026 19:02 UTC	0.45	-0.82%	-0.81%	0.26%	0.07%	1.33%	2,250.05	in	hold
Nov 02, 2026 18:02 UTC	0.41	-0.59%	-0.64%	0.25%	0.07%	1.33%	2,257.71	in	hold
Nov 02, 2026 17:01 UTC	0.36	-0.29%	-0.39%	0.22%	0.07%	0.79%	2,269.24	in	hold
Nov 02, 2026 16:00 UTC	0.32	-0.32%	-0.40%	0.20%	0.07%	0.72%	2,269.07	in	hold
Nov 02, 2026 14:59 UTC	0.28	+0.01%	-0.08%	0.16%	0.07%	0.48%	2,283.56	in	hold
Nov 02, 2026 13:59 UTC	0.23	+0.06%	+0.00%	0.13%	0.07%	0.48%	2,287.29	in	hold
Nov 02, 2026 12:57 UTC	0.19	-0.05%	-0.08%	0.10%	0.07%	0.42%	2,283.45	in	hold
Nov 02, 2026 11:55 UTC	0.15	-0.09%	-0.08%	0.07%	0.07%	0.42%	2,283.56	in	hold
Nov 02, 2026 10:53 UTC	0.11	-0.06%	-0.05%	0.05%	0.07%	0.39%	2,285.15	in	hold
Nov 02, 2026 09:52 UTC	0.06	+0.06%	+0.09%	0.04%	0.07%	0.29%	2,291.43	in	hold
Nov 02, 2026 08:50 UTC	0.02	+0.21%	+0.28%	0.02%	0.07%	0.18%	2,300.26	in	hold

Pools

Pool	Role	Fee	Spacing	Width	Allocation	Pool ID
ETH/USDC fee 500 ts 10	main	0.05%	10	—	100%	0x96d4b53a…

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: approximate
sha256: 48647fb8acc81e123277…

rule unstable-hold-widen: the engine has no regime signal — left out of the projection

{
  "mode": "propose",
  "managers": [
    {
      "chainId": 8453,
      "address": "0x…your manager…",
      "strategy": "/path/to/clone/strategies/volatility-range-regime-widen/eth-usdc-500-base/envelop",
      "sha256": "48647fb8acc81e1232777ea2ed3cde8745ed7eb7e33e2af76bcb3b3157397540"
    }
  ]
}

Create a manager for it

Manager type: Volatile
Network: Base
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: 7d
Expected (7d): -1.12% vs HODL -1.74%
Drawdown limit: 10%
History: 120 days, holdout 30%
Holdout blocks: 51853284 … 53408484

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

Lifecycle

Nov 02, 2026 08:19 UTCReleased to the catalog · horizon 7d

Volatility range on a 5 bps pool, wider when volatility spikes

How it works?

Performance?

Price & range?

Paper trading activity

Pools

Run on an existing manager?

Create a manager for it?

Backtest evidence?