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Provide two assets. Earn a share of trading fees. As prices move, your token mix changes. Explore the trade-off before you commit.
Verified token-pair catalog · Uniswap v4 · pool observations and hypothetical decision tools How LP works
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Both sides are equity tokens. Their relative price changes the LP inventory; both can fall together in dollars. Correlation does not remove that risk.
Recent pair marks are unavailable. The explainer uses relative moves; actual token quantities stay hidden until marks return. Reported liquidity is not executable depth. Pool fees are gross; the illustration below adds no fee income.
If SPY rises against AMZN, this position sells SPY and accumulates AMZN. See how your inventory changes, what you give up versus holding, and when your chosen range stops earning.
In dollars: SPY +50% · AMZN +0%. Both assets can fall even when their ratio holds.
Above range: all AMZN. This position stops earning swap fees until the ratio returns into range.
That historical pool rate does not determine your fee share. No fee income is added to this simulation.
Full range starts 50/50 by value. Custom ranges use the token mix required at the starting ratio; each comparison holds that same entry basket. Without recent pair prices, the dollar comparison uses normalized prices and does not claim real token quantities. Standard constant-product/concentrated AMM math, no rebalancing. Excludes trading fees, incentives, gas, slippage, funding, vault charges, taxes and custom v4 hook behavior. “Impermanent loss” is a shortfall against holding; it is separate from dollar loss and need not reverse. Stablecoins can depeg, and correlated stocks can diverge. A high displayed APR is not a forecast.
The selected bounds are hypothetical percentages of the starting SPY/AMZN ratio, not an existing position or a recommended range. This selected pool ID was reconstructed from zero-hook PoolKeys and issuer-matched tokens. That establishes identity, not current depth, token transfer permissions or withdrawal capacity. Pool-level reported TVL cannot size your active-liquidity share. Price marks and fee statistics are separate provider reads.
Read Uniswap's concentrated liquidity mechanics ↗Work backward from the fee hurdle. Then decide which evidence you still need.
Supply total dollars over the same horizon as your price scenario. Zero is a starting assumption, not a measured absence of costs or income.
Costs include entry, management, gas, swaps, slippage, vault charges and exit. Reward eligibility, end date and claimability are unknown; only credit rewards you deliberately assume here.
Swap fees needed to match holding, after your costs. Rewards excluded from this hurdle.
Marked scenario value, not realized profit. Holding uses the same entry tokens and assumes no holding costs. IL and LVR are not subtracted again.
These daily volatility and correlation inputs are hypothetical. They have not been measured for SPY/AMZN. Volatility and correlation here refer to synchronized daily log returns.
For log returns, ratio variance = σA² + σB² − 2ρσAσB. Narrow active ranges increase local curvature per dollar; this is neither borrowing leverage nor a maximum-loss forecast. Outside the range local curvature is zero, but inventory can still lose dollar value. At an exact boundary it is not defined.
In a continuous, zero-fee model the local curvature effect scales with ratio variance: doubling ratio volatility quadruples that local effect. Actual LVR needs a price path, a stated rebalancing benchmark and trustworthy reference prices. It remains unmeasured here.
No action is ranked from APR alone. These are decision guides, not instructions to transact.
Leave the range unchanged when its inventory still fits your plan and a change has no evidenced benefit after costs.
Evidence to check Current position range, inventory, retained fees and your risk limit.
Realized volatility · adverse selection / LVR · active-range competition · executable exit capacity · your net position return.
The September 6–7 Sunday and US Labor Day research window cannot establish normal US market-open behavior. No optimal range or outperforming strategy has been established.
