THE BACKTEST
What the rule would have done
A borrower repays when the collateral is worth more than the buyback price at expiry, and walks away when it is not. Below, that exact rule applied to real daily prices for the last two years, across every start date.
COLLATERAL
ADVANCE RATE
| PREM \ TERM | 7D | 14D | 30D | 60D | 90D |
|---|---|---|---|---|---|
| 5% | 99 | 99 | 94 | 92 | 90 |
| 10% | 98 | 94 | 90 | 90 | 87 |
| 15% | 91 | 86 | 84 | 84 | 84 |
| 20% | 79 | 74 | 74 | 74 | 77 |
| 25% | 57 | 57 | 55 | 65 | 73 |
Past prices, applied to the program's actual settlement rule. Not a prediction.
SOURCE: Binance public market data
PAIRS: 5 + SOLUSDT // 1 REQUEST PER PAIR PER DAY
CACHE: SERVER, REVALIDATED EVERY 24H // NO BLOB, NO DATABASE
PRICED IN
SOL, NOT USD
Both legs of a deal are SOL, so the collateral is divided by SOL on the same day.
LOAN
ADVANCE RATE × VALUE
The loan as a share of what the collateral is worth on day one. Yours to set.
BUYBACK
LOAN × (1 + PREMIUM)
The premium axis. The program only requires buyback > loan.
REPAY WHEN
VALUE(T+TERM) > BUYBACK
The borrower's own interest. The program reads no price to decide it.