[SIPS-025 & 026] Upcoming Patache Digital SteadyMATIC & SteadUNI Cellar Proposals

Upcoming Patache Digital SteadyMATIC & SteadyUNI Cellar Proposals

Goal

The goal of this forum post is to discuss the upcoming proposals asking Governance to accept the Cellar smart contracts for Patache Digital strategies:

  1. SteadyMATIC
  2. SteadyUNI

The two proposals will be submitted simultaneously next week. Both of the two strategies will use the same smart contract source code.

Context

Patache is a strategy development team with a background in traditional finance and risk management. For more background on Patache, see this post: Strategy Provider Spotlight: Patache Digital.

Patache recently launched the SteadyETH and SteadyBTC strategies on Sommelier. Please see the corresponding forum posts for more details on those strategies and Patache more broadly: [SIPS-016 & 017] Upcoming Patache Digital SteadyETH/BTC Cellar Proposals

Since then, we have been exploring strategies for altcoin such as MATIC and UNI. While WETH and WBTC are two of the most liquid assets, we believe that there is an opportunity in Sommelier to offer strategies that appeal to more targeted and niche communities.

The SteadyMATIC and SteadyUNI strategies operate similarly to the SteadyETH and SteadyBTC ones: they attempt to predict volatility in their respective tokens, and capitalize on upward price movements with risk-management as a first principle.

We wanted to take the opportunity to discuss these upcoming proposals with the community before the vote formally takes place next week. We are happy to answer any questions the community may have.

The two strategies will be executed on-chain by 7Seas on behalf of Patache as part of 7Seas’ strategy integration services. See the two proposals below for more information.

We will update these proposals with concrete backtesting information in the coming days. In the meantime, we’d like to gauge community interest at a high level.

1. Proposal for cellar authorization for strategy SteadyMATIC

This proposal is for the authorization of the SteadyMATIC Cellar. The strategy for the cellar is provided by Patache.

SteadyMATIC is a long-only strategy that aims to predict large price changes in MATIC, and capitalize on those predictions while ensuring long-term capital preservation. It accomplishes this by only risking a small percentage of the portfolio on any given trade. For more details on the mechanics of the SteadyMATIC strategy, see the post (the post covers the SteadyETH/BTC strategies, but the fundamentals are the same): Patache Steady Strategy Light Dive | by Sommelier Finance | Nov, 2022 | Medium

If approved, the chain will accept signed function calls submitted to the cellar contract from the cellar manager.

Name: Steady MATIC

Cellar share token: SteadyMATIC

Platform fee: 2% (1.5% for strategy provider + 0.5% for protocol)

Performance fee: 10% (7.5% for strategy provider + 2.5% for protocol)

Strategy provider: Patache Digital (https://twitter.com/PatacheDigital)

Cellar managed by: 7Seas https://www.7seas.capital/)

Cellar address: 0x05641a27c82799aaf22b436f20a3110410f29652

Etherscan: Cellar | Address 0x05641a27c82799aaf22b436f20a3110410f29652 | Etherscan

Source: cellar-contracts/Cellar.sol at main · PeggyJV/cellar-contracts · GitHub 1

Audits (Macro): Sommelier A-3 | Macro Audits | The 0xMacro Library 2

The strategy for the cellar is provided by Patache, including strategy development, continuous maintenance, and signal generation. 7Seas Capital has developed tooling and infrastructure as per Governance proposal SIPS-012 and will manage the proposed Cellar. Management of the Cellar means that 7Seas will act as an intermediary institution by providing strategy integration services to Patache, including forwarding strategy signals generated by Patache to be submitted on-chain for execution.

2. Proposal for cellar authorization for strategy SteadyUNI

This proposal is for the authorization of the SteadyUNI Cellar. The strategy for the cellar is provided by Patache.

SteadyUNI is a long-only strategy that aims to predict large price changes in UNI, and capitalize on those predictions while ensuring long-term capital preservation. It accomplishes this by only risking a small percentage of the portfolio on any given trade.

For more details on the mechanics of the SteadyUNI strategy, see the post (the post covers the SteadyETH/BTC strategies, but the fundamentals are the same): Patache Steady Strategy Light Dive | by Sommelier Finance | Nov, 2022 | Medium

If approved, the chain will accept signed function calls submitted to the cellar contract from the cellar manager.

Name: Steady UNI

Cellar share token: SteadyUNI

Platform fee: 2% (1.5% for strategy provider + 0.5% for protocol)

Performance fee: 10% (7.5% for strategy provider + 2.5% for protocol)

Strategy provider: Patache Digital (https://twitter.com/PatacheDigital)

Cellar managed by: 7Seas https://www.7seas.capital/)

Cellar address: 0x6f069f711281618467dae7873541ecc082761b33

Etherscan: Cellar | Address 0x6f069f711281618467dae7873541ecc082761b33 | Etherscan

Source: cellar-contracts/Cellar.sol at main · PeggyJV/cellar-contracts · GitHub 1

Audits (Macro): Sommelier A-3 | Macro Audits | The 0xMacro Library 2

The strategy for the cellar is provided by Patache, including strategy development, continuous maintenance, and signal generation. 7Seas Capital has developed tooling and infrastructure as per Governance proposal SIPS-012 and will manage the proposed Cellar. Management of the Cellar means that 7Seas will act as an intermediary institution by providing strategy integration services to Patache, including forwarding strategy signals generated by Patache to be submitted on-chain for execution.

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UPDATE: We are considering setting a cap on the amount of deposits due to liquidity constraints in the strategy - namely the liquidity of the underlying tokens (MATIC and UNI) on Uniswap V3.
In general we expect that strategies utilizing altcoins will not be able to operate on as much TVL as strategies that utilize ETH and BTC (e.g. SteadyETH/BTC and ETHBTCTrend/Mom

UPDATE: Given that the proposals are about to go live, we are adding backtesting information here.
A risk-level of 6% corresponds to 3% on each leg (workhorse and racehorse) of the trade. Note that we are using a higher risk level here than in the SteadyETH and SteadyBTC strategies - this is to adjust for the lower-volume nature of the MATIC and UNI tokens (compared to WETH and WBTC)

Risk_Level=3%, Tx Cost =300 Risk_Level=6%, Tx Cost =300
MATIC_USDC UNI_USDC MATIC_USDC UNI_USDC
Beginning Cellar Value 100,000 100,000 Beginning Cellar Value 100,000 100,000
Period Feb 2022 - December 2022 Feb 2022 - December 2022 Period Feb 2022 - December 2022 Feb 2022 - December 2022
No. of Trades 25 43 No. of Trades 25 43
Worst Loss (Single Trade) -1,809 -1,947 Worst Loss (Single Trade) -2,910 -3,935
Worst drawdown 2.70% 5.60% Worst drawdown 3.10% 8.00%
Annualized Sharpe Ratio N/A N/A Annualized Sharpe Ratio N/A N/A
Annualized Std.Dev of Return N/A N/A Annualized Std.Dev of Return N/A N/A
Annualized Mean Return 5.86% 6.40% Annualized Mean Return 11.00% 17.00%
Cumulative profit 5.30% 5.00% Cumulative profit 10.14% 13.40%
Win rate 68% 51% Win rate 68% 51%
Loss rate 32% 49% Loss rate 32% 49%
Best month 4.25% 6.70% Best month 8.98% 14.31%
Worst month -1.80% -4.47% Worst month -3.15% -6.38%