# 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.


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