Goldy Miner (@goldy_miner) 's Twitter Profile
Goldy Miner

@goldy_miner

Working on smth interesting...

ID: 1792650237045006336

calendar_today20-05-2024 20:15:05

83 Tweet

850 Followers

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A Balanced $TON Strategy (Passive Income + Hedged Grid Bots) 1/ The Setup: With $TON at ~$2.8, sitting nicely between key support ($2.588) and resistance ($3.199), it's a great time for a strategy that earns fees and hedges risk. We're combining CLMM liquidity provision with

A Balanced $TON Strategy (Passive Income + Hedged Grid Bots)

1/ The Setup:
With $TON at ~$2.8, sitting nicely between key support ($2.588) and resistance ($3.199), it's a great time for a strategy that earns fees and hedges risk. We're combining CLMM liquidity provision with
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Core Variables: x = CLMM positions y = Grid bot volume z = Hedge volume The base ratio I'm working with: x = 30n | y = 7n | z = 13n

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The Strategy Concept: The grid bot essentially emulates one-sided CLMM activity. This creates a semi-automated system for managing the position and its risks.

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Hedging Execution: Hedging is triggered in two stages: ⋄ Hedge futures after the 3rd grid order fills. ⋄ Hedge the concentrate position itself after the 5th order fills.

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ROI / Hedge Volume Ratio: My backtesting shows a clear relationship: -4.8% ROI = 50 units hedged -6.2% ROI = 100 units hedged -7.75% ROI = 186 units hedged

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Risk Management & Neutrality: I used an iterative approach, not complex math, to find my sweet spot. I've settled for a 2.5% max Drawdown—a level I'm comfortable with.

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Expected Risk/Reward (R/R): 60% CLMM | ~35% APR 14% Grid | ~24% APR ➡️ Net Profit: ~25.5% ➡️ Potential Drawdown: 2.5% That's an R/R ratio of ~1:10, which is more than sufficient for my goals.

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Next Steps: The plan is to gradually migrate grid bots to an HFT setup for higher yield. Exploring the use of leverage could be the next step for further risk neutralization. #DeFi #TradingStrategy #RiskManagement #CLMM

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Just dropped a major update to my risk management strategy after a great consultation with Eugene Orman. 🚀 Overhauled the entire hedging approach. Moved from hedging positions individually to hedging the portfolio as a single, unified entity. Key upgrades: 🧵

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Core Strategy Shifts: 1. Unified Hedge: No more separate hedges for CLMM & HFT bot. Now managing one consolidated position. This drastically simplifies management and improves capital efficiency.

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2. Over-Hedge Factor: Introduced a hedging ratio >1. When the trigger hits, the system auto-rebalances the concentrated position with a buffer, proactively compensating for risk.

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3. Market-Neutral Outcome: After calibrating the parameters, the strategy now operates in a resulting market-neutral zone against price movements. ___________ Consolidated risk, added a hedging buffer, and maintained a target aggregate APY of 23.5% after fees, funding, and HFT

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P.S. Currently hedging via notional value for easier testing. Once refined, the plan is to switch to delta hedging for peak efficiency. And yes, we're speeding up the HFT bot soon. ⚡

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Quick recap: ✅ Unified risks ✅ Added over-hedge buffer ✅ Achieved market-neutrality ✅ Preserved target yield #DeFi #Trading #TradingStrategy #RiskManagement #CLMM #HFT #Crypto Bidask Protocol