Evidence per publish
Each index receipt includes the methodology hash, dataset root, weights root and snapshot timestamp.
ALL PRODUCT FAMILIESFactors
Factors
Trade the idea behind the names.
Go long or short a rules-based basket: trend, low volatility, AI beta or quality. Published methodologies, transparent constituents, and market beta hedged out.
Explore Factors
EXPOSUREBasket exposure
Go long or short a rules-based basket: trend, low volatility, AI beta or quality. Published methodologies, transparent constituents, and market beta hedged out.
FEES10 bps + carry
Read the execution fee and any financing or carry in the quote before signing. A basket can lose value. Constituent prices and rebalances affect performance; stale data can pause the index.
COLLATERALOne USDC balance.
Cross margin draws from the shared USDC ledger. Isolated mode reserves collateral for an individual position.
FACTORS / MECHANICS
Inside the
instrument.
The basket’s rules and evidence are published alongside its index level.
STEP 01
The published factor methodology defines eligible assets and the rule used to score them.
Stale constituents
An in-session stale constituent can hold its last valid price for up to six hours. Beyond that window the index pauses; off-session levels are frozen.
Methodology changes
A methodology change has a 30-day notice period before activation. Rebalance divisor changes keep the level continuous.
| Factor | Rule | Cadence |
|---|---|---|
| TRND | 12–1 month return / volatility; SPY beta hedge | Semiannual + drift check |
| STDY | Lowest 60-day realized volatility; inverse-vol weights | Monthly |
| AIB | 90-day beta to the published AI composite | Monthly |
| QLTY | Drawdown, return stability and volatility-of-volatility | Quarterly |
Mechanics and design limits follow the supplied Leveret protocol specification. Current execution limits come from the verified on-chain configuration.
Know the terrain.
A basket can lose value. Constituent prices and rebalances affect performance; stale data can pause the index.
Read the signed quote, current market state and fee estimate before signing.
Explore protocol rules