Roadmap Vault Log Thesis
Uniswap V4 Hook · Arbitrum

Volatility-aware liquidity management

Treasury-grade LP management that removes positions before impermanent loss hits. Capital preservation with LP-level returns.

Phase
4 of 9
Tests Passing
77
Contracts Deployed
0
Network
Arbitrum
Build Log

What we shipped

Day 2 · 34 milestones
2026-03-20
Development Code Freeze. 77 Tests. Mainnet Ready. → Strategy B2B Pivot. DAO Treasury GTM. → Design & Marketing Vault Page. Mainnet Site. Phase Restructure. →
View full build log →
Progress

Roadmap

Phase 01
Backtest
Complete

Six months of real ETH/USDC price data spanning a full bull-to-bear market cycle. Strategy validated quantitatively against two control strategies.

✓
Volatility-based LP on/off signal design
✓
Full-cycle backtest outperforms AlwaysLP and HODL
✓
99 Python tests passing
Phase 02
Smart Contracts
Complete

Uniswap V4 hook with on-chain volatility oracle. ERC-4626 vault for deposits. Two control vaults for rigorous apples-to-apples comparison.

✓
ILAlphaHook — afterSwap volatility check
✓
ILAlphaVault — ERC-4626 deposit and withdraw
✓
AlwaysLPVault + HODLVault — control groups
✓
65 Solidity tests including fuzz — zero failures
Phase 03
Testnet Validation
Complete

Three vaults deployed to Sepolia. Keeper bot live. 4-round Trail of Bits security audit: 0 Critical, 0 High. Dashboard operational.

✓
CREATE2 address mining for hook deployment
✓
Deploy five contracts to Ethereum Sepolia
Hook · Vault · AlwaysLP · HODL · SwapHelper
✓
Keeper bot first cycle success
✓
Monitor across two or more volatility regime changes
IL Alpha vs AlwaysLP vs HODL — live comparison
✓
4-round Trail of Bits security audit — 0 Critical, 0 High
✓
Performance dashboard live (Chart.js)
Phase 04
Arbitrum Mainnet
In Progress

Code freeze complete. Deploying to Arbitrum mainnet with $1.2K seed capital. 4-week live operation for real performance data.

✓
Code freeze — all features complete, 4-round audit clean
✓
Wallet setup (Deployer, Operator, Treasury Safe, Sentinel)
Deploy 5 contracts to Arbitrum mainnet
Seed $400×3 vaults on real ETH/USDC pool
Keeper bot live on Arbitrum (1hr cycles)
Dashboard update — real mainnet data
4-week live performance monitoring
Phase 05
Grants & Audit
Upcoming

UFSF audit subsidy application (up to 100% coverage). Hook Design Lab Cohort 2. Professional security audit on frozen code.

UFSF audit subsidy application (Uniswap Foundation Security Fund)
Hook Design Lab Cohort 2 application
v4 Hooks Support application
Professional security audit on code-frozen contracts
Litepaper publication (5-8 pages)
Phase 06
DAO GTM
Upcoming

DAO treasury acquisition as primary go-to-market. 3-5 partnerships at $1-2M each. Governance proposals with real mainnet performance data.

Gnosis DAO governance proposal (new treasury manager seeking yield)
ENS DAO outreach (active treasury forum, karpatkey managed)
Polygon treasury proposal ($1.3B idle stablecoins)
First DAO partnership closed ($1M+ TVL)
Case study published → pitch next 4 DAOs
Multi-pool expansion: wstETH/ETH, USDC/USDT
Phase 07
Moat
Upcoming

Rehypothecation for idle capital yield. Vault share composability with lending protocols. Data advantage from runtime. V4 hook ecosystem first-mover.

Rehypothecation: LP OFF idle funds → Aave/Compound yield
Share composability: vault share as collateral on Morpho/Euler
Data moat: longer runtime = more accurate vol oracle
Custom vol models beyond EWMA (implied vol, ML prediction)
Continuous audit + unbroken runtime as trust signal
Phase 08
Governance
Upcoming

Token decision only after PMF confirmed and TVL exceeds $5M. Pure revenue model until then.

PMF confirmation: TVL $5M+, 10+ external depositors, 6mo+ no incidents
Token vs no-token decision
If token: community participation, flywheel, liquidity bootstrap
If no token: pure revenue model, simpler regulatory path
Phase 09
Multi-Chain
Upcoming

Expand from Arbitrum to Base and Ethereum L1. Deploy where V4 activity and TVL justify the gas costs.

Base deployment (Coinbase ecosystem)
Ethereum L1 deployment (TVL $1M+ threshold)
Cross-chain vault aggregation and unified dashboard
Vault

When volatility spikes, we remove your LP

01
10% Performance Fee
No profit, no fee. 0% management. 0% withdrawal.
02
ERC-4626
Standard vault. Composable with DeFi. No lockup.
03
Sharpe 3.66
7x the S&P 500. Max DD -12%. Backtest verified.
Open Vault →
Mechanism

How it works

01
Monitor
On-chain volatility oracle tracks price variance using EWMA. Every swap updates the estimate. Zero off-chain dependencies.
02
Evaluate
When variance exceeds the threshold, the hook signals removal. A binary decision. Safe to LP, or not.
03
Execute
Keeper bot acts on the signal. Removes LP during high volatility, re-enters when conditions normalize.
Positioning

When volatility spikes

ProtocolResponseIL Exposure
ArrakisRaise swap feesExposed
GammaWiden rangeExposed
CharmRebalance rangeExposed
IL AlphaRemove LP entirelyZero

Building in public.
Everything on-chain.

Follow our testnet progress. Be the first to know when we reach mainnet.

View on Etherscan → Follow on X
OPEN VAULT → Automatically removes LP during high volatility. Sharpe 3.66. Performance-fee-only. Deposit & Withdraw →