best setup
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Choose a pair and run the model.
—stay in range
—avg net / window
—avg emissions / capital
—samples
PHARAOH RANGE LAB
Find the quiet windows before the market notices.
Backtest range width, UTC entry hour, and rebalance cadence for Pharaoh CL and DLMM pools.
Lookback days
New position
Width: —
Result: run backtest
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Volatility sizing uses pool candles from Pharaoh API/subgraph, GeckoTerminal, or Avalanche RPC. No Dune calls.
CL only.
Uses exact concentrated-liquidity inventory math at hourly candle resolution, then adds strict out-of-sample validation and live initialized-tick crowding.
tight-range verdict
No run yet.
How to read the result
Run a backtest to get a plain-English read on the range, the leaderboard, and the model’s assumptions.
PHARAOH RESEARCH SUITE / 01—07
Range decisions under honest uncertainty
Run the suite to separate observed pool history, exact inventory math, and estimated forward risk.
REGIME GUARD
WAITING
01
exact position accounting
Inventory ledger vs opening HODL
No accounting run yet.
02
walk-forward selection
Past-only strategy decisions
| Fold | Selected | OOS | Regret |
|---|---|---|---|
| No walk-forward run yet. | |||
03
calibrated corridors
Coverage before width
04
volatility-regime guard
Know when the backtest is stale
No regime diagnosis yet.
05
risk / return frontier
Return is not the only axis
No frontier run yet.
06
crowding simulator
Reward dilution under more capital
07
stochastic + tick optimizer
Bounds, cadence, and disjoint capital
visual backtest
Range behavior
range
out of range
selected UTC
rebalance
Run a manual range backtest to render the chart.
UTC window leaderboard
Best hours by model score
| Rank | UTC | Range | Hold | Stay | Weighted | Emissions | Net | Volume |
|---|---|---|---|---|---|---|---|---|
| No data yet. | ||||||||
range width map