Multi-DEX DeFi Risk Simulator

DeFi Risk Simulator for
Lending, LPs, Leverage & Vaults

Model LTV and health factor, LP ranges, leverage loops, liquid restaking, delta-neutral hedges and Hyperliquid vault exposure before committing capital.

Supported protocols and risk modelsDeFi risk research guidesSimulation methodology

See everything before you invest.

Real market data, structured mathematical modeling, and transparent assumptions. Here is exactly what you get inside the workspace suite.

Live Market Discovery

Find liquidity pools across supported chains and compare TVL, volume, fee tiers and simulator readiness before choosing which market deserves deeper modeling.

Liquidity Pool Discovery

Concentrated Liquidity

Test price ranges for Uniswap V3/V4, PancakeSwap V3 and Aerodrome-style pools. Compare active liquidity, fee assumptions, token exposure and impermanent loss scenarios.

Concentrated Liquidity Simulator

Hold & Borrow Modeler

Model borrowing against crypto collateral. Compare LTV, health factor, borrow cost, liquidation threshold, estimated liquidation price and price-move scenarios.

Hold & Borrow Modeler

Leverage Loop Simulator

Model recursive borrowing by depositing, borrowing and re-depositing. Keep collateral, debt, leverage, borrow cost and liquidation risk visible in one scenario.

Leverage Loop Simulator

Delta Neutral (Cash & Carry)

Model spot, LP and perpetual hedge assumptions together. Compare hedge size, funding, margin pressure and price-move scenarios without treating the hedge as risk-free.

Delta Neutral Hedge

Liquid Restaking Looper

Model LRT loop scenarios with restaking assets, borrow cost, leverage, depeg stress and liquidation risk before increasing exposure.

Liquid Restaking Strategy

Hyperliquid L1 Vaults

Model Hyperliquid vault exposure with return assumptions, fee impact, volume scenarios, compounding and drawdown risk before allocating capital.

Hyperliquid L1 Vault Simulator

Master Your Strategy in 3 Steps

1

Choose Workflow

Start with LP range, borrowing, leverage loop, restaking, hedge or vault exposure.

2

Set Assumptions

Enter prices, ranges, LTV, fees, funding, borrow cost or drawdown inputs.

3

Compare Risk

Review health factor, impermanent loss, net return, liquidation distance and downside cases.

Frequently Asked Questions

Core Mechanisms & Analytics

Concentrated liquidity lets you allocate tokens inside a specific price range instead of across all possible prices. It can improve capital efficiency while the range is active, but it also makes range choice, rebalancing and out-of-range risk more important.
Impermanent loss happens when the price ratio changes after deposit. The simulator compares the LP scenario with simply holding the assets, then shows how range choice and price movement affect the result.
We currently support concentrated liquidity pools for Uniswap V3, Uniswap V4, PancakeSwap V3, and Aerodrome Slipstream. The math engine automatically adapts to each protocol's specific tick mechanics and fee structures.
The discovery engine uses available on-chain and indexed market data sources for TVL, volume and fee signals. Availability can vary by chain, DEX and pool.
No. This is strictly an analytical and modeling workspace. We simulate the mathematical outcomes of your strategies, but you must execute actual transactions in your own Web3 wallet.

Advanced Strategies

A delta-neutral strategy tries to reduce directional exposure by pairing spot or LP exposure with an offsetting hedge. The simulator compares hedge size, funding, margin pressure and residual risk under different scenarios.
It models recursive strategies where you deposit collateral, borrow against it and re-deposit. The simulator keeps exposure, debt, borrow cost, health factor and liquidation distance visible together.
Yes. The simulator allows you to model what happens if a Liquid Restaking Token (LRT) like eETH or rsETH loses its 1:1 peg with Ethereum. It shows how your health factor shifts under stress.
Health factor is a lending risk metric based on collateral value, borrowed value and liquidation threshold. Near 1.0, a position has little room for adverse price movement.

Explore the simulator. Start optimizing.

Make data-driven DeFi decisions based on structured mathematical modeling. Explore liquidity ranges, hedging paths, and pool risk scenarios.