Personal research project — paper-testing & tuning, not raising capital.
Paper research · advisory · not live

Liquidation-NAV by size

What we'd actually realize on exit, at size — not the marketing $1.00. For each market and each ticket size: the conservative lower-bound net proceeds, haircut and time-to-exit, against that market's own on-chain depth.

What this number is (and is not)

  • It is a conservative lower bound on forced-unwind proceeds (constant-product L/(L+S)) — not a realized exit and not a precise execution model. Near peg it understates real proceeds; it is published only as a defensible floor.
  • Depth is single-market, never aggregated. A forced unwind cannot route one market's exit through another's pool. The aggregate depth is disclosure-only.
  • Holes are shown as holes. If a market lacks enough contemporaneous depth to clear a ticket, the row is flagged no clearing exit — never backfilled with a fabricated figure.
  • Advisory — moves no capital. Every row carries a proof_hash reproducible with the standalone verifier.

model: constant-product AMM, conservative LOWER BOUND · validation: docs/RATES_DESK_VALIDATION.md#exit-liquidity

Portfolio-wide exit schedule — market × ticket

source: static / offline ·

Every open position and every priced market is run against its own contemporaneous depth. Thin markets honestly show holes. From the portfolio section of /api/rates-desk/exit-nav.

Markets

Open positions

Aggregate depth (disclosure)

Tickets

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Each market's schedule is a conservative lower bound against its single-market contemporaneous depth; depths are never aggregated. Holes are published, never filled.

Our live book (honestly thin)

The desk's actual open paper book — it is small, and we don't hide it: tickets larger than its depth are honestly flagged no clearing exit.

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Illustrative — a hypothetical book on a real deep market

Illustrative only — a hypothetical book on a real deep market's contemporaneous depth, to demonstrate how the conservative model behaves at size. This is not our live position.

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Verify it yourself

Every row's proof_hash (live + illustrative + portfolio) is recomputable from that row's published inputs by the zero-dependency standalone verifier — with none of our code.

python3 verify_spa.py exit_nav.json

spec: docs/PROOF_CHAIN_SPEC.md §6 · scripts/verify_spa.py

⚠ Personal Research Project: SPA is a personal research project in paper validation and tuning. Not a regulated financial service. Not raising capital. Not investment advice.

Paper Trading Disclosure: All performance data reflects simulated trading on a virtual $100,000 USDC portfolio. Current paper APY: ~3.6% (variable, not a forecast). Simulated performance does not account for live slippage, liquidity impact, or smart contract execution risk. We reset our own track: only days with a real cycle log count (currently 10/30, anchor 2026-06-22). Go-live target: ~2026-07-21 — contingent on GoLiveChecker 29/29 (currently 27/29 NOT READY). See /track-record.

Not a Regulated Service: SPA is a personal research project at the paper-testing stage. This does not constitute investment advice, financial advice, or a solicitation to invest in any jurisdiction. Consult qualified professionals before making investment decisions.

DeFi-specific risks: Smart contract vulnerabilities and exploits · Protocol insolvency · Stablecoin de-pegging · Oracle manipulation · Regulatory actions · Technology failure. Funds in DeFi protocols are not covered by any investor compensation scheme.