diff --git a/README.md b/README.md index 0e553b6..b012b8f 100644 --- a/README.md +++ b/README.md @@ -93,7 +93,7 @@ Historical simulations on USDC/USDT swap data compare Oscillon against a static ~18,500 chronological swaps with low volatility. Oscillon keeps fees near the 3 bps base while static and dynamic models earn similar total income (~$65k). The benefit shows up in the **3–7 bps deviation** bucket, where static LP capture drops to ~85% and Oscillon stays near 100%. -![Backtest May 2026](docs/assets/backtest-2026-05.png) +![Backtest May 2026](assets/backtest-2026-05.png) ### March 2023 — USDC depeg crisis @@ -101,7 +101,7 @@ Historical simulations on USDC/USDT swap data compare Oscillon against a static Chainlink-matched replay from March 10–16, 2023. As USDC depegged to ~1,200 bps, Oscillon scaled fees from 3 bps to the 50 bps cap while static stayed flat. -![Depeg timeline March 2023](docs/assets/depeg-timeline-2023-03.png) +![Depeg timeline March 2023](assets/depeg-timeline-2023-03.png) *Top: oracle depeg magnitude. Middle: static 3 bps vs Oscillon hybrid. Bottom: remaining arb gap after fee (drain protection proxy).* @@ -109,13 +109,13 @@ Chainlink-matched replay from March 10–16, 2023. As USDC depegged to ~1,200 bp Fee curves, LVR distribution, cumulative LP income, and LP capture % over the March 2023 stress window. Income spikes around swap 2,500–3,500 when the depeg hit. Oscillon hybrid ends ~2× static (~$450k vs ~$215k) and holds 25–50% LP capture in the 15–30+ bps ranges where static collapses below 10%. -![Backtest March 2023](docs/assets/backtest-2023-03.png) +![Backtest March 2023](assets/backtest-2023-03.png) #### Model comparison (same period) Side-by-side fee models including hybrid, piecewise, quadratic (K=45), and additive (base + drain tax). Additive and paper-minimum benchmarks show the upper bound on LP protection. -![Backtest results March 2023](docs/assets/backtest-results.png) +![Backtest results March 2023](assets/backtest-results.png) > Backtests are illustrative simulations on historical data. On-chain behavior depends on oracle freshness, pool liquidity, and swap direction. See [Known Limitations](#known-limitations). diff --git a/assets/backtest-2023-03.png b/assets/backtest-2023-03.png new file mode 100644 index 0000000..fc0a31c Binary files /dev/null and b/assets/backtest-2023-03.png differ diff --git a/assets/backtest-2026-05.png b/assets/backtest-2026-05.png new file mode 100644 index 0000000..8af0e0f Binary files /dev/null and b/assets/backtest-2026-05.png differ diff --git a/assets/backtest-results.png b/assets/backtest-results.png new file mode 100644 index 0000000..cc09161 Binary files /dev/null and b/assets/backtest-results.png differ diff --git a/assets/depeg-timeline-2023-03.png b/assets/depeg-timeline-2023-03.png new file mode 100644 index 0000000..ce80f31 Binary files /dev/null and b/assets/depeg-timeline-2023-03.png differ