PEPE/ETH 0.30%
LiveSources differ by figure; each one shows its own source and time.
TVL
$2.8M
On-chain · block 26,391,276 · 19:07 SGT
Volume 24h
$45.5K
Derived · LP fees ÷ fee rate, 24h · 19:07 SGT
Pool fee APR (to LPs)
1.2%
On-chain · fee counters, 7d window · 19:07 SGT24h 1.4% · 7d 1.2%1.5% before protocol cut
Vol / TVL
2%
from the two figures left
Price (ETH)
0.000000002431
On-chain · block 26,391,276 · 19:07 SGT
Set a range alert
Net Yield Truth Label
−76.1%
est. net APR at the defaults below
Your fees ≈ pool fee APR 1.2% (LPs' 83% of 1.5%; the protocol keeps the rest) × range concentration 8.00× (capped from 67.1×) × time in range 85%
Pool fee APR from On-chain · fee counters, 7d window · 19:07 SGT
Measured: the average pool dollar behaves like a range about as spread out as full range. Active liquidity within ±5.6% of the price vs TVL, Ethereum block 26,391,277, 11 Nov, 19:08 SGT. Our hourly readings over the last 168 h saw denser liquidity at the price (0.1× full range vs 0.1× in that read), so we use what they saw.
- • Your range is 67.1× as concentrated as the average pool dollar; we cap the fee advantage at 8× (the most our own fee counters have confirmed).
- • TVL is under $5M, so fee APR moves a lot day to day.
- • Fee APR rests on unusual volume: the busiest of the last 30 days carried 42% of the volume (points and airdrop farming often looks like this). At a median day's volume the pool fee APR would be about 2%.
How this is estimated
- Pool fee APR = trading fees ÷ TVL, from 7-day average volume where available, times the share of fees LPs actually receive. Uniswap v3 (fee switch), PancakeSwap v3 and Aerodrome (unstaked LPs) keep a cut that we read on-chain; Raydium's 84% LP share is from its docs. Token incentives, points and airdrops are excluded.
- That is what an average pool dollar earns. For EVM pools we measure how concentrated that dollar is on-chain: the pool's active liquidity within about a day's typical move of the price, compared with its TVL (idle, out-of-range liquidity counts in TVL but earns nothing).
- Where our own hourly readings saw denser liquidity at the price than that one read (automated managers re-centre as the price moves), we use what the readings saw, so the average dollar is never less concentrated than it has actually been.
- Where we can't read the pool (Solana, or an RPC failure) we fall back to assuming the average dollar behaves like a ±0.5% (stable), ±10% (stock), ±25% (blue-chip) or ±50% (volatile) range, and say so.
- A tighter range earns proportionally more per $ while in range, a wider one less. The advantage is capped at 8×, and your fee APR at 100%.
- Fees only accrue in range. We use the expected share of the horizon in range for a driftless random walk sized by your typical move.
- IL drag = expected loss vs holding at the horizon for your concentrated position, annualized as if you reset the range every horizon.
- Not modelled: compounding, JIT/MEV competition, rebalancing swaps, and fee APR changing over the horizon.
- Range (Coach)
- 0.000000001702 – 0.00000000316
- Capital · horizon
- $10,000 · 30d
- Typical move (1σ) · gas
- ±35% · $10
Range Studio — how would this range have done?
Liquidity around the price
Pool contract 0x11950d141ecb863f01007add7d1a342041227b58