ARB++

Strategy Summary

The ARB++ Vault is desgned to capture multi-year growth of ARB while capitalizing on options mispricing in volatile periods. ARB++ mimics the payoff and user experience of single-sided ARB staking.

Strategy: Capitalize on optionality, concentrated liquidity, and reward mechanisms in leading protocols such as Camelot, GMX, Dolomite, Silo, and more.

Goal: Outperform the average user's Arbitrum ecosystem allocation on a risk-adjusted basis over the long run.

Risk: Delta exposure is 20% to 60% of ARB, but averages lower downside volatility due to the efficient use of optionality.

Duration: Bi-monthly epochs. Nitro rewards for longer term holding.

Funds deposited as ARB remain as ARB being utilized strictly for collateral within the ecosystem. Based on the strategic use of collateral, D2 is able to engage in absolute strategies ontop. This ensures the strategy maintains exposure to ARB, reduces downside volatility, and offers risk-adjusted returns ontop. All pnl and incentives will be as ARB at the end of the epoch, effectively simulating single-sided staking type payoff and growth in ARB token volume.