TREASURY
C_T = C_B + C_I + C_R · REF 25/25/50
TREASURY
WAREHOUSE
C_T
100.00
C_B BULL
25.00
C_I BEAR
25.00
C_R RESERVE
50.00
C_B 25.0%C_I 25.0%C_R 50.0%
T_max
—
D_t
—
T_c = I_t − A_m
—
DVR = A_m / I_t
—
I_t
—
A_m
—
WAREHOUSE INVENTORY
NO INVENTORY FIELDS ON TREASURY
xWBTC
—
xIBTC
—
E_B = C_B(1+r) · E_I = C_I(1−r) · RESET |E_B−E_I| > θ
BULL / BEAR
R_t 0.000
BULL ENGINE · C_B
C_B
25.00
E_B
25.00
EXPOSURE
—
PNL
—
BEAR ENGINE · C_I
C_I
25.00
E_I
25.00
EXPOSURE
—
PNL
—
EXPOSURE
—
θ
—
LAST RESET
—
T — M — S —CL=LB —X-MM —X-ABS BALANCEDX-NOLIQ vs CASCADEX-REGIME CalmX-DET A 0 B 0 xV 0.000 Tmax 0.00X-ALLOC 25.0/25.0/50.0X-TSY W 0.00 cov 100.0%
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