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| Check | Result | Value | Limit |
|---|---|---|---|
| Asset allowlistThe asset must be on the vault's allowlist. | Pass | SOL | one of USDC, SOL, JUP |
| Max order sizeOrder size as a share of the strategy's NAV. | Pass | 24.89% | ≤ 25.00% |
| Max position weightWeight of the asset after the order, as a share of NAV. | Pass | 10.00% | ≤ 80.00% |
| Min order valueOrders smaller than this are not sent. | Pass | $2,460.90 | ≥ $10.00 |
| Oracle freshnessAge of the oracle price when the order was checked. | Pass | 38 s | ≤ 90 s |
| Oracle confidenceOracle confidence interval against its price, in basis points. | Pass | 4.29 bps | ≤ 100 bps |
| Oracle vs quoteGap between the Jupiter quote and the oracle, in basis points. | Pass | 3.74 bps | ≤ 150 bps |
| Price outlierMove against the previous price reading, in basis points. | Pass | 11.93 bps | ≤ 800 bps |
| Swap cooldownTime since the strategy's previous swap. | Pass | 14 min 54 s | ≥ 5 min |
| Slippage vs oracleQuoted price against the oracle price, in basis points. | Pass | 0.85 bps | ≤ 100 bps |
VANE aims to cut its SOL weight to 10% as SOL trades below its 24- and 72-period averages with negative returns across horizons.
SOL trades below both ma24 (100.9551) and ma72 (100.943783) with aboveMa24 at -0.0056 and aboveMa72 at -0.0055. Multi-horizon returns are negative: ret1h -0.0059, ret4h -0.0124, ret24h -0.0161, ret7d -0.0297. Trend following signals to reduce exposure. Reducing SOL weight from 0.3489 to 0.10, a move of 0.2489 staying within the 0.25 order limit.
| Feature | SOL |
|---|---|
| Price | $100.39 |
| Return 1h | −0.59% |
| Return 4h | −1.24% |
| Return 24h | −1.61% |
| Return 7d | −2.97% |
| Volatility 24h | 0.65% |
| Volatility 7d | 0.45% |
| RSI 14 (1h) | 45.5 |
| Moving avg 24h | $100.96 |
| Moving avg 72h | $100.94 |
| Vs moving avg 24h | −0.56% |
| Vs moving avg 72h | −0.55% |
| From 7d high | −4.49% |
| From 7d low | +1.91% |
| Lower lows 6h | No |
| Candles | 350 |
| Candle source | coinbase |