Diversified Vaults

The vaults are multi-strategy by design, spanning directional, market-neutral, and structural edges. Mix and sizing are governance-configurable and risk-budgeted to target low cross-correlation and smoother aggregate PnL.

• Trend / Momentum Regime-aware long/short; volatility targeting; adaptive position sizing; slippage controls.

• Mean-Reversion / Statistical Short-horizon reversion, pair/basket cointegration, dispersion trades; decay-aware sizing.

• Arbitrage (Spatial, Statistical & Basis) Cross-venue spreads, calendar/basis normalization, funding mispricings; hedge-first sequencing.

• Microstructure / Scalping Order-flow imbalance, spread/queue dynamics, liquidity regime shifts; latency-aware execution.

• Smart-Money Mirroring Follows flows and position changes from high-signal actors (top wallets, market-making desks, funds, protocol treasuries). The engine synchronizes entries/exits with latency-aware routing, risk-normalized sizing, and slippage guardrails.

• Liquidity Provision (LP) with Hedges Concentrated ranges guided by signals and volatility bands; inventory delta-hedged; IL/variance limits.

• Yield Incentive/APR harvesting across farms, gauges, and vault positions with auto-claim & compound; hedges for underlying and reward-token exposure; optional gauge/bribe optimization within risk budgets.

• Carry / Income Overlays (where supported) Funding-rate capture with delta-neutral hedges; conservative lending/collateral loops with strict LTV and liquidation buffers; LST/LRT carry overlays.

• Options / Volatility Delta-hedged vol harvesting, convexity overlays, term-structure and skew trades (venue-dependent).

• Token & Event-Driven TGEs, emissions changes, unlocks, governance outcomes, pool migrations, cross-chain deployments with pre/post-event playbooks, impact caps, and unwind rules.