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V1 · single strike
V3 · tranches + bootstrap
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Original engine — one strike at the deal price, sweep over start sale × width × drag.
Previous calculations…
Start date
End date
Quick range
30 days
60 days
90 days
180 days
Coin ticker
Check
Exchange
Biggest volume exchange
Loan size, USD
Calculate
Working…
0%
Tranches with their own strikes, break-even ladder width, bootstrap ensemble and strike morph.
Previous calculations…
Start date
End date
Quick range
30 days
60 days
90 days
180 days
Coin ticker
Check
Exchange
Biggest volume exchange
Loan size, USD
Calculate
Preset
Default (notebook)
Fast
The deal
Strikes × P0
Tranche shares (empty = equal)
Sold at start, %
PnL metric
total — cash + coins − settlement
trading — vs holding the coins
Ladder search grid
Width from
Width to
Width steps
Drags, bps/min
Reaim
both
off
on
Max fill of candle
Width floor
Min % of market
Max % of market
Best overall by
score (rank average)
sharpe
pnl
Bootstrap ensemble
Run the premium sweep
Scenarios
Block length, days
Drift
zero
keep
Seed
Premium levels, %
Strike morph
Run the morph
Our strikes × P0
Client's strikes × P0
Step
Working…
0%
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