Simulator

Strategy Simulator

Move prices, fees, slippage and time before you move money. Every assumption is a field you can change, and nothing here touches your wallet.

Scenarios, not forecasts. The results follow from the inputs and the simple models listed below. Real pools, routes and rates behave differently, and a position can lose more than any scenario shows.

Scenario

Illustration only, not financial advice

DepositUSDDays in the pooldaysPrice change, asset A%e.g. SOL in a SOL–USDC poolPrice change, asset B%0 for a stablecoin sideSwap-fee APR%Reward APR%Reward token price change%

Result

Value if you simply held both assets$1,150.00

Pool position before fees$1,140.18

Divergence effect−$9.82 (-0.85%)

Swap fees earned+$31.66

Rewards at their changed price$0.00

Pool position at the end$1,171.84

Compared with holding+$21.84

Fee APR needed to match holding over this period: 3.72%.

Divergence at other price moves (fees excluded)

-50%

-5.72%

-25%

-1.03%

-10%

-0.14%

+10%

-0.11%

+25%

-0.62%

+50%

-2.02%

+100%

-5.72%

+200%

-13.40%

Assumptions behind these numbers

Liquidity pools are modelled as 50/50 constant-product pools (x · y = k). Concentrated-liquidity positions move faster in both directions.
Fees and rewards accrue on the average of the starting and ending position value, at a flat rate over the period.
Swaps go through a single pool whose two sides are each half of the liquidity you enter. Aggregators often split routes.
Deposit rates are treated as already compounded APY. Real rates change daily.
Prices cannot fall below zero; moves of −100% or worse are capped just above it.
Network fees, taxes, program failures and depegs are not modelled. They only make outcomes worse.