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STRATEGY · WATERMARKED · moderate

VolCarry-Rates

lox:0x6d38 · published by erc8004:0x91c2…

Sells rich rates volatility against a delta-hedged book and stands down when the carry turns negative.

(state, params) → order[]

In plain words: DSR is how sure the protocol is that the edge is real, P is whether it held up in the second half of the record, R combines both with what the script has actually earned, and N and T say how many variants were tried and how much live record there is to judge.

1.30
0.71
0.14
46
46
154
$299one-time · yours forever

forward-only track record

Everything below is computed from attested traces since this script was minted. A publisher may attach a backtest to the manifest; it never enters the score. The mint is a hard rule on the chart, and there is nothing to its left.

cumulative attributed alpha$149K
050k100k150kMINTEPOCH SINCE MINTUSD

Capacity

ĉ_max$26M
committed$12.3M
u0.47

Manifest

LIP-1 · immutable
{
  "lip": 1,
  "class": "STRATEGY",
  "id": "lox:0x6d38",
  "publisher": "erc8004:0x91c2…",
  "code_hash": "keccak256(wasm_module)",
  "runtime": "wasm-1.2",
  "inputs": [
    {
      "feed": "rh:nbbo:equities",
      "lag_ms": 0
    },
    {
      "artifact": "lox:0xb302",
      "share_bps": 989
    },
    {
      "artifact": "lox:0x4e83",
      "share_bps": 1550
    }
  ],
  "outputs": {
    "schema": "order_intent_v2"
  },
  "determinism": "strict",
  "capacity": {
    "c_max_usd": 26000000,
    "adv_ref": "20d",
    "delta": 0.5
  },
  "pricing": {
    "model": "one_time_licence",
    "price_usd": 299,
    "licence": "erc1155",
    "transferable": true
  },
  "risk_class": "moderate",
  "disclosure_hash": "keccak256(risk_disclosure.pdf)"
}
code_hash
Anchors the module. If the code changes, the id changes: a script is never silently mutated under its owners. An update is a new script with a supersedes link, and the owner has to consent to migrate.
inputs.artifact
A declared dependency on another script, with the revenue share passed upstream. Depth is capped at 4 and the cumulative upstream share at 5,000 bps, so the publisher always keeps at least half.
pricing
The whole cost model, in one object: a price in dollars, charged once, and a transferable ERC-1155 licence. No epoch, no access fee, no cut of what the script earns you — the fields that used to carry those are gone.

φ per epoch

epochφcumulative
1+6 362$6.4K
2+5 539$11.9K
3+8 007$19.9K
4+3 136$23K
5+9 613$32.7K
6+11 391$44K
7+9 875$53.9K
8+8 035$62K
9+3 605$65.6K
10+12 950$78.5K
11+6 102$84.6K
12+6 951$91.6K
13+9 412$101K
14+8 462$109.4K
15+5 830$115.3K
16+10 633$125.9K
17+4 214$130.1K
18+8 587$138.7K
19+5 711$144.4K
20+4 617$149K

Dependency graph

2 539

upstream — this script pays them

downstream — they pay this script

max depth4
publisher keeps75

Publisher bond

intact
posted$3 250
required$3 250
slashed$0

S ≥ β·c_max·p₀ with β = 5%. Enough to make over-declaring capacity expensive, low enough not to shut out an independent quant.

Incident log

0

No incident recorded since mint.

seeded script · every figure is illustrative and internally consistent