LP Strategy Backtest

Hold a ranged token/USDC liquidity position. When the token pulls back far enough, leave the pool and go long. Exit on recovery and open a new range. This shows what that rule would have done, cycle by cycle.

Token (paired with USDC)

Start date

On a pullback

Range ±

Width of the pool position around its start price.

Pool fee yield

Fees per year on this range, while price is inside it. Assumed, not history.

Leave pool after drop

Fall from the pool's start price. Then go long.

Wait for turn signal

4h RSI was under 30, now back above 35 and rising.

Return to pool at

Close the long this far above the old pool's start price.

Set profit asideWhen a long closes with more than the starting $10,000, move the excess to USDC and put only $10,000 back into the pool. Money set aside is never put back at risk.

In the long, total exposure is 1.50x of capital (3x on 50%, 50% held in reserve).

Loading price history and running the rule…