Strategies
Three ways to run a range.
They differ in one thing: how much rebalancing each will accept to earn more fees.
01 · Adaptive
La Mancha
Widens when the market moves, narrows when it settles.
- Range
- ±2% to ±14%, adaptive
- Rebalances
- When the price drifts past a third of the band
- Best for
- A position you will not watch
02 · Patient
Rocinante
A wide range, rebalanced as rarely as possible.
- Range
- ±8% to ±20%, fixed
- Rebalances
- Only when the price leaves the range
- Best for
- Large deposits, low turnover
03 · Aggressive
Dulcinea
A tight range held against the price. Most fees, most rebalances.
- Range
- ±0.4% to ±2.5%
- Rebalances
- Several times a day
- Best for
- Deep pairs with heavy two-way flow
