$772 passive IL vs $372 active IL
Yield Delta Backtest
AI rebalancing reduced modeled IL by 52%.
Pitch snapshot
Average IL reduction52%
Passive concentrated liquidity incurred $772 of impermanent loss. Yield Delta active rebalancing reduced modeled IL to $372 while preserving positive net yield.
Passive LP vs Yield Delta IL
Passive -$772YD -$372
8.91% annualized after costs
13 rebalances over 90 days
90-Day Backtest
| Case | Net | Fees | IL / Cost |
|---|---|---|---|
| Passive LP | -$234 | $538 | -$772 |
| Yield Delta | +$215 | $589 | -$372 |
| Improvement | +$449 | +9.5% | 52% lower |
| Gas cost | -$3.25 | 13 tx | $0.25/tx |
Rebalance Logic
01
Detect volatility regime shift
02
Re-center concentrated range
03
Reset IL accumulation window
04
Keep capital in fee-dense bands
Modeled for SEI-style low-cost execution, where frequent range updates are economically practical.