# Oleg LP-DCA Live Preparation Plan

## Current Working Hypothesis

Oleg's strategy is not a high-return one-pool optimizer. It is a blue-chip CL
portfolio method:

- use quality pools only
- split capital into reserve and working tranches
- open a medium/wide range
- if price exits the range, close and reopen
- if price exits below, add a reserve tranche only under controlled rules
- judge the result by fees minus divergence/inventory loss

## Pool Selection Rules

Reject pools with:

- thin TVL
- low real volume
- meme/shitcoin base assets
- unrealistic UI APR from very young pools
- required capital that would take large active-liquidity share

Prefer:

- WETH/USDC or WETH/USDT
- WBTC/WETH or cbBTC/WETH
- BNB/WETH or WBNB/ETH where data/RPC is reliable
- SOL/USDC only if CL data source is reliable

## First Live Candidate Family

```text
strategy: oleg_tranche_dca_v1
pool: WETH/USDC Uniswap v3 0.30%
capital: start small
parts: 3-6
range: 20-50% lower, 5-30% upper
rebalance: out-of-range only
add tranche: only on downside exit
```

## Live Acceptance Criteria

```text
MDD <= 20%
positive Feb/Mar/Apr behavior
quarter positive
fees earned > inventory/divergence loss
time in range high enough to collect fees
p95/p99 share well below limits
return_on_total_capital reported, not only deployed return
```

## Current Running Jobs

```text
tmux oleg_weth_data
  downloads WETH/USDC 0.30% monthly Swap data and builds NPZ

tmux oleg_tranche_tune
  watches for monthly NPZ and runs tranche-DCA tuning

tmux oleg_existing_weth_tune
  tunes tranche-DCA on existing WETH/USDC quarter NPZ

tmux oleg_deploy_fraction_tune
  tests Oleg/Revert-like ranges with explicit initial deploy fractions
```

## Current Baseline From Existing Data

Static WETH/USDC 0.30% quarter baseline from `DEX_full_cycle`:

```text
wide_30_0.5, $50 deployed
quarter return on deployed: ~8.28%
MDD: ~-15.51%
return on $600 total capital: ~0.69%
```

This is a realistic baseline for Oleg-style strategy. The goal is to improve
fee capture and reduce inventory drawdown without forcing high deployment.

## Revert-Range Focused Result

The Revert screenshot implies a range near `-25.4% / +18.4%` around current
price. A focused replay around that shape on the existing WETH/USDC 0.30%
quarter data produced:

```text
best by return: wide_25_10
quarter return on deployed: ~5.59%
MDD: ~-20.87%
time in range: ~98.76%
capacity share: effectively negligible on WETH/USDC size

best by score: wide_30_10
quarter return on deployed: ~4.97%
MDD: ~-18.41%
time in range: ~99.98%
```

Interpretation: this validates the broad Oleg/Revert range shape as sane, but
it does not beat the previous `wide_30_0.5` static baseline on this historical
quarter. The practical edge, if any, must come from tranche/reserve behavior,
pool selection, and live regime filtering, not from simply copying the visual
range.

## Current Priority Pool Candidates

Discovery output:

```text
DEX_DATA/l2_pool_discovery/oleg_priority_candidates_2026_05_05.csv
DEX_REPORTS/oleg_live_preparation/ranked_priority_pool_candidates.csv
```

Highest-priority pools to backtest next:

```text
1. Ethereum Uniswap V3 USDC/WETH 0.01%
   pool: 0xe0554a476a092703abdb3ef35c80e0d76d32939f
   reason: token order appears compatible with current quote-token0 replay

2. BSC Pancake V3 USDT/WBNB 0.01%
   pool: 0x172fcd41e0913e95784454622d1c3724f546f849
   reason: very high tx count and volume/TVL; needs reliable BSC RPC

3. Base Aerodrome WETH/USDC 0.05%
   pool: 0xb2cc224c1c9fee385f8ad6a55b4d94e92359dc59
   reason: strong Base candidate, but current replay assumes quote token is token0,
   so token order must be handled before trusting NPZ output
```

Current replay limitation: pools with the stable quote as token1 need a
token-order-aware replay path before they can be compared fairly. Until that is
fixed, prioritize USDC/WETH or USDT/WBNB pools where the quote is token0.