Roadmap Vault Log Thesis
For DAO Treasuries

Treasury capital preservation with LP-level returns

$24.5B in DAO treasuries sit idle because LP means impermanent loss. IL Alpha turns LP off when it's dangerous. Sharpe 3.66. Max Drawdown -12%.

The Problem

DAO treasuries can't access LP yield safely

$24.5B
in DAO treasury assets
67%
of DAO treasury capital sitting idle at 0% yield
49.5%
of LPs lose money — why governance rejects LP proposals
IL amplification from concentrated liquidity

DAO treasuries want LP-level yields (15%+), but governance can't approve a strategy where 49.5% of participants lose money. Every competing LP manager keeps positions in the pool during volatility. We remove them entirely.

Our Solution

When volatility spikes, we turn LP off

On-chain EWMA volatility oracle tracks variance on every swap. When it exceeds the threshold, the keeper bot removes LP entirely. Re-enters when conditions normalize. Zero off-chain dependencies.

Arrakis
Raise swap fees
Exposed
Gamma
Widen range
Exposed
Charm
Rebalance range
Exposed
IL Alpha
Remove LP entirely
Zero
Backtest Results

Treasury-grade risk metrics

Real ETH/USDC price data from January 2024 to March 2026. Full market cycle covering both bull and bear regimes. Key metrics for governance proposals:

3.66
Sharpe ratio (7× the S&P 500's ~0.5)
-12%
max drawdown (vs -45% for raw LP)
+231%
cumulative return over 2 years
88%
capital preserved in worst drawdown (vs 55% HODL)

⚠️ Caveat: backtest results, not guaranteed. fee_share 0.5% is assumed — real ratio depends on TVL. Testnet control group data will provide real-world validation.

Market Opportunity

$24.5B in DAO treasuries, 67% sitting idle

Total DAO Treasuries
$24.5B
DAOs with $10M+
1,300+
Idle Rate
67%

DAOs don't LP because of impermanent loss. We solve that.

Alternative Yield Risk
Hold stablecoins0%None
Aave/Compound4-5%Low
Lido/stETH6-8%ETH price risk
Raw LP (Uniswap)15-30%49.5% lose, DD -45%
IL Alpha Vault15%+Sharpe 3.66, DD -12%
Revenue Model

No profit, no fee

Stage TVL Perf. Fee Mgmt. Fee
1. Launch < $5M 10% 0%
2. Growth $5–20M 15% 0.5%/yr
3. Established > $20M 15–20% 1%/yr

Stage 1: performance fee only. If we don't make money, you don't pay. Trust is earned through data.

Conservative Projection (Year 3)

$15M
target TVL
$36K/mo
monthly revenue
~70%
margin
$300K/yr
annual net profit
Timing

The V4 LP leader slot is vacant

Bunni — the previous V4 hook LP leader — died in September 2025 after an $8.4M exploit. They couldn't afford audit and monitoring costs to relaunch. The slot is open.

Lesson: (1) rounding errors in liquidity accounting are real threats (2) audit budget $50–150K is non-negotiable (3) simpler design = smaller attack surface.

For DAO Governance

A proposal that passes governance

Key metrics for your governance proposal:

Sharpe 3.66
Risk-adjusted return
DD -12%
Max drawdown (vs -45% raw LP)
0%
Fee when losing (perf-fee-only)
ERC-4626
No lockup, instant withdrawal

We provide governance proposal drafts with testnet performance data, risk analysis, and benchmark comparisons. Performance report after 4-week monitoring period.

Verifying on testnet

Three vaults running head-to-head under identical conditions. Request a treasury assessment.

View on Etherscan → View Roadmap