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

RWA Repo Backstop · liquidation-safe collateral

We lend against Liquidation NAV, not marketing NAV. The asset is its executable liquidation path.

The thesis, plainly

Most DeFi prices tokenized Treasuries as cash-like at $1.00. That is wrong. The price of collateral is not its marketing NAV — it is what you actually realize on exit, at size. We measure & publish Liquidation NAV: the real exit value at $100k / $1M / $10M, not the assumed dollar.

Status

Paper research. Advisory — it opens no live positions. The underwriting business itself is relationship-, capital- and legal-gated; here we publish the measurement layer — the Collateral Safety Board — not a trade book. Every verdict is deterministic (LLM forbidden in the risk gate).

The Collateral Safety Board

source: static / offline ·

Each asset — marketing NAV vs Liquidation NAV at $100k / $1M / $10M, the gap %, on-chain DEX liquidity and redemption delay. Verdict LIQUID / THIN / REDEMPTION-ONLY / UNSAFE. UNSAFE and REDEMPTION-ONLY are surfaced first. A live feed from /api/rwa-safety-board.

Live board verdicts (measurement-GO)

static / offline · assets

LIQUID — liquid to $10M on a DEX

THIN — thin exit at size

REDEMPTION-ONLY — cash via issuer only

UNSAFE — depeg / gap at size

Verdicts are counted live from the board (verdict_counts in /api/rwa-safety-board) — not hardcoded. MEASUREMENT-GO: we ship the measurement layer; the underwriting book is capital/legal-gated (off-code).

On-chain NAV coverage

How many assets carry a REAL on-chain ERC-4626 intrinsic NAV (keyless eth_call of totalAssets/convertToAssets) vs an off-chain estimate. Partial/zero coverage is the point — the NAV of permissioned, non-4626 tokens is not on-chain-verifiable.

Loading the collateral safety board…

The honest finding

No tokenized-RWA collateral asset on the board is cash-like on an executable on-chain exit; nearly all have ~$0 public on-chain exit — cash only via the relationship-gated issuer redemption queue. The exact counts below are derived live from the board. We'd rather measure the real exit than assume the $1.00.

NOT cash-like on executable exit

~$0 public on-chain exit (redemption-only)

liquid to $10M on a public DEX

Why this is the moat

Lend against verified exit capacity, not the assumed dollar. Whoever measures real Liquidation NAV underwrites safe leverage where others lend against marketing — and survives the first stress exit.

⚠ 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.