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uniswap_auto_clp/doc/CLP_HEDGING_SIMULATIONS_2026_GRID.md

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# CLP Hedging Strategy Matrix (Jan 2026)

Based on ETH/USDC 0.05% Arbitrum Pool Stats: TVL $74.53M, 24h Vol $23.27M. Calculations include 0.045% round-trip Hyperliquid fees and concentration-adjusted Uniswap fees.

Capital: $1000 USDC

Range Strategy Hedge Size Margin (5x) PnL Lower PnL Upper Est. Fees (1h)
+/- 0.5 % Neutral Down 0.2746 ETH $167.94 +0.00 -3.40 $1.30
Neutral Up 0.0520 ETH $31.81 -3.40 +0.00
Fixed 0.1631 ETH $99.75 -1.70 -1.70
+/- 1.0 % Neutral Down 0.2598 ETH $158.88 -0.00 -5.91 $0.65
Neutral Up 0.0664 ETH $40.63 -5.91 +0.00
Fixed 0.1627 ETH $99.50 -2.97 -2.94
+/- 2.0 % Neutral Down 0.2522 ETH $154.26 +0.00 -10.95 $0.33
Neutral Up 0.0732 ETH $44.76 -10.95 +0.00
Fixed 0.1619 ETH $99.00 -5.53 -5.42
+/- 4.0 % Neutral Down 0.2482 ETH $151.78 +0.00 -21.10 $0.17
Neutral Up 0.0757 ETH $46.28 -21.10 +0.00
Fixed 0.1603 ETH $98.02 -10.75 -10.35
+/- 5.0 % Neutral Down 0.2473 ETH $151.22 +0.00 -26.21 $0.13
Neutral Up 0.0758 ETH $46.37 -26.21 +0.00
Fixed 0.1595 ETH $97.53 -13.42 -12.79
+/- 10.0 % Neutral Down 0.2450 ETH $149.84 +0.00 -52.16 $0.07
Neutral Up 0.0744 ETH $45.52 -52.16 +0.00
Fixed 0.1555 ETH $95.12 -27.36 -24.80

Capital: $2000 USDC

Range Strategy Hedge Size Margin (5x) PnL Lower PnL Upper Est. Fees (1h)
+/- 0.5 % Neutral Down 0.5492 ETH $335.88 +0.00 -6.81 $2.61
Neutral Up 0.1040 ETH $63.63 -6.81 -0.00
Fixed 0.3262 ETH $199.50 -3.41 -3.40
+/- 1.0 % Neutral Down 0.5196 ETH $317.75 +0.00 -11.83 $1.31
Neutral Up 0.1329 ETH $81.25 -11.83 -0.00
Fixed 0.3254 ETH $199.00 -5.94 -5.89
+/- 2.0 % Neutral Down 0.5045 ETH $308.52 +0.00 -21.90 $0.66
Neutral Up 0.1464 ETH $89.51 -21.90 -0.00
Fixed 0.3238 ETH $198.01 -11.05 -10.85
+/- 4.0 % Neutral Down 0.4964 ETH $303.56 +0.00 -42.20 $0.33
Neutral Up 0.1514 ETH $92.56 -42.20 +0.00
Fixed 0.3206 ETH $196.04 -21.50 -20.70
+/- 5.0 % Neutral Down 0.4946 ETH $302.44 +0.00 -52.43 $0.27
Neutral Up 0.1517 ETH $92.74 -52.43 +0.00
Fixed 0.3190 ETH $195.06 -26.85 -25.58
+/- 10.0 % Neutral Down 0.4900 ETH $299.68 +0.00 -104.31 $0.14
Neutral Up 0.1489 ETH $91.05 -104.31 +0.00
Fixed 0.3111 ETH $190.23 -54.72 -49.59

Capital: $4000 USDC

Range Strategy Hedge Size Margin (5x) PnL Lower PnL Upper Est. Fees (1h)
+/- 0.5 % Neutral Down 1.0985 ETH $671.75 -0.00 -13.61 $5.22
Neutral Up 0.2081 ETH $127.25 -13.61 +0.00
Fixed 0.6525 ETH $399.00 -6.82 -6.79
+/- 1.0 % Neutral Down 1.0392 ETH $635.51 -0.00 -23.65 $2.61
Neutral Up 0.2657 ETH $162.51 -23.65 +0.00
Fixed 0.6508 ETH $398.00 -11.88 -11.77
+/- 2.0 % Neutral Down 1.0090 ETH $617.03 +0.00 -43.80 $1.31
Neutral Up 0.2928 ETH $179.03 -43.80 +0.00
Fixed 0.6476 ETH $396.02 -22.10 -21.70
+/- 4.0 % Neutral Down 0.9928 ETH $607.12 +0.00 -84.40 $0.66
Neutral Up 0.3027 ETH $185.12 -84.40 +0.00
Fixed 0.6411 ETH $392.08 -43.01 -41.39
+/- 5.0 % Neutral Down 0.9891 ETH $604.89 +0.00 -104.85 $0.53
Neutral Up 0.3033 ETH $185.48 -104.85 +0.00
Fixed 0.6379 ETH $390.12 -53.69 -51.16
+/- 10.0 % Neutral Down 0.9801 ETH $599.36 +0.00 -208.63 $0.27
Neutral Up 0.2978 ETH $182.10 -208.63 +0.00
Fixed 0.6222 ETH $380.46 -109.45 -99.18

Capital: $8000 USDC

Range Strategy Hedge Size Margin (5x) PnL Lower PnL Upper Est. Fees (1h)
+/- 0.5 % Neutral Down 2.1970 ETH $1343.50 +0.00 -27.23 $10.43
Neutral Up 0.4162 ETH $254.50 -27.23 +0.00
Fixed 1.3049 ETH $798.00 -13.64 -13.59
+/- 1.0 % Neutral Down 2.0784 ETH $1271.02 -0.00 -47.30 $5.23
Neutral Up 0.5315 ETH $325.01 -47.30 +0.00
Fixed 1.3017 ETH $796.01 -23.75 -23.55
+/- 2.0 % Neutral Down 2.0180 ETH $1234.06 +0.00 -87.60 $2.63
Neutral Up 0.5855 ETH $358.06 -87.60 +0.00
Fixed 1.2952 ETH $792.04 -44.20 -43.40
+/- 4.0 % Neutral Down 1.9856 ETH $1214.24 +0.00 -168.80 $1.33
Neutral Up 0.6054 ETH $370.23 -168.80 -0.00
Fixed 1.2823 ETH $784.16 -86.02 -82.78
+/- 5.0 % Neutral Down 1.9783 ETH $1209.78 +0.00 -209.70 $1.07
Neutral Up 0.6066 ETH $370.96 -209.70 -0.00
Fixed 1.2759 ETH $780.24 -107.38 -102.32
+/- 10.0 % Neutral Down 1.9602 ETH $1198.71 +0.00 -417.26 $0.55
Neutral Up 0.5956 ETH $364.20 -417.26 +0.00
Fixed 1.2443 ETH $760.93 -218.89 -198.36