LP Tools

Liquidity Position Simulator, correlation, concentrated IL vs fees, and Cover-aware hedge sizing — plus the classic calculators. Results update as you type. These are estimates for planning only and are not financial advice.

Liquidity Position Simulator

Plan a concentrated LP before you open size on Metrics. Prefill from the pool scanner Simulate button, or enter a pool by hand. Fee share uses live volume × fee tier × your deposit / TVL, scaled by range width — planning estimates only, not financial advice.

Pool

Position

Symmetric band around spot (Pa / Pb).
Cover lane · fee share

Your estimated fees per day ≈ pool volume × fee tier ÷ TVL (the pool-wide daily rate) × the concentration lift for your band — lift = 1.25 × w−1.19, w = √(Pb/Pa) − 1, no cap — times your deposit. The headline is the yearly-scale fee rate (×365, the same scale as a position card's Earnings Rate) with the $/day beneath it; 7d / 30d / 1y are the daily run-rate multiplied out. Charts use DexScreener / GeckoTerminal when they answer — otherwise the numbers still run from what you entered.

Position snapshot

Price

Liquidity (TVL proxy)

Correlation Lab

Pearson correlation on daily log returns (max 10 tokens). High ρ pairs often amplify basket IL in a 50/50 or concentrated LP — use this before you open size on Metrics.

Tokens

Period

Correlation matrix

Price performance

Prices from CoinGecko when available; demo series cached in sessionStorage if rate-limited. Not financial advice.

IL Lab

Concentrated LP: compare withdrawing to HODL versus staying in range and harvesting fees — with a fee vs IL break-even chart, gas, and OOR state.

Pair presets

Position

Fees & costs

Strategy comparison

Fee APR vs IL break-even

Cumulative fees Fees − IL − gas −IL hurdle Break-even day

Hedge Lab

Plan a paper short against concentrated LP inventory — Optimal / Partial / Break-even / Below-range strategies, leverage & liquidation, Cover-style residual risk, scenarios + payoff. Aligns with Metrics Cover / ETH Short Hedge language. No live orders — planning estimates only.

1 LP inputs
2 Strategy
3 Hedge details

1 · LP position

Typed inventory across wallets — not account-gated. Defaults deposit size.

2 · Strategy

3 · Hedge details

Perp funding cost estimate (annualized). Positive = shorts pay.
Venues: Hyperliquid · GMX · Jupiter

Delta · size · Cover residual

Capital & Yield

Payoff chart

Outcome scenarios

Impermanent loss

Full-range (Uniswap v2 style) position in a 50/50 pool. Enter a price change, or a start and end price.

Used when start and end prices are blank. 100 means the price doubled.

Concentrated liquidity IL

Uniswap v3 style range. Prices are token0 quoted in token1 (for example ETH in USD). Deposit is the USD value at entry.

Fee APR estimator

Your exact share of trading fees — your position's liquidity ÷ the pool's active liquidity at your band, read live from the pool when you give its address — assuming volume stays constant. Without an address, a labelled estimate.

With a pool address below the rate is your exact share of the pool's active liquidity at this band (live slot0 + liquidity()). Without one it is the lift estimate 1.25 × w−1.19, w = √(Pb/Pa) − 1, bounded only by the pool's total fees.

Break-even days

How many days of fees it takes to cover an expected impermanent loss.

Needed when IL is given in % or fees are given as APR.

APR to APY

Effect of compounding (or auto-rebalancing) on yield, with an optional gas cost per compound.

Only used when compounding is set to custom.

Rebalance range helper

Lower and upper bounds for a range of ± width around the current price.

Gas cost estimator

Cost of one transaction from gas price and gas used.

Profit / loss

Result of a buy and a sell, including any fees paid.