What is CrimsonArb Vault?

CrimsonArb Vault is an AI-powered delta-neutral arbitrage vault that captures funding rate yields through automated basis trading on Drift Protocol.

How does basis trading work?

Basis trading involves simultaneously holding a long spot position and a short perpetual futures position. This delta-neutral strategy captures the funding rate paid by leveraged traders.

What is AgentSentry AI?

AgentSentry is our proprietary AI system that monitors market conditions, predicts funding rate movements, and executes trades with institutional-grade risk management.

What are the expected returns?

Historical returns range from 15-40% APY depending on market volatility and funding rate conditions. Past performance does not guarantee future results.

The vault employs delta-neutral strategies to minimize directional risk. All trades are executed on Drift Protocol with real-time monitoring and automatic risk adjustments.

CrimsonArb Vault | AI-Powered Basis Trading

Total Value Locked

$2.45M

24h APY

24.8%

Active Positions

Risk Score

32/100

The Sentry Brain

Evaluating

AI Thoughts

Monitoring Funding Rates...

MONITORING

Evaluating Liquidity Depth...

EVALUATING

Predicting Basis Decay...

PREDICTING

Calculating Risk Parameters...

DECIDING

Ready for Execution

EXECUTING

EVALUATING...

Open Claw Automation

Allow automatic trade execution when safe

The AI Brain detected exceptionally high funding rates on SOL-PERP at 24.80% annualized. Executing a delta-neutral basis trade by going short spot / long perp with 125.5000 SOL ($17,864.93 notional). Current basis spread: 0.162%. Liquidity depth score: 85/100. Market condition: bullish. This position is designed to harvest funding payments while remaining market-neutral to SOL price movements.

Risk:Risk within acceptable parameters for basis strategy.

AgentSentry

ACTIVE

Last check-in:--:--:--

Status:MONITORING

Transactions blocked today:0

Performance Metrics

Devnet Simulation — Mainnet pending security audit

34.7%

Current APY

0.00%

Max Drawdown

Market Allocation

SOL

40%

BTC

28%

ETH

19%

Free

13%

Markets Monitored3 (SOL, BTC, ETH)

Sharpe Ratio2.4

Funding Rate Capture73%

Evaluations (cycles x 3)5,541

Opportunities Executed387

Cross-Market Skips412

Skip Rate79%

Avg Hold Duration4.2 hours

Delta-Neutral StrategyUpdated: --:--

Pending Approvals

JTO-PERPOPEN BASISHIGH

Opening delta-neutral basis trade on JTO to capture 31.20% funding yield.

Expires in

--:--

SOL-PERPREBALANCEHIGH

Rebalancing SOL hedge to maintain delta-neutral exposure.

Expires in

--:--

Decision Brain Metrics

Funding Yield Intensity99%

Liquidity Depth85%

Decay Resistance100%

Overall Score94

Execution Log

[--:--:--]BASIS_OPEN: SOL | Size: 125.5000 | Funding: 24.80% APY

[--:--:--]FUNDING_CAPTURED: SOL | Rate: 24.80% | Epoch Complete

[--:--:--]REBALANCE: BTC | Delta Adj: +0.0234

[--:--:--]SENTRY_GUARD: ETH | Risk Mitigation | Reduced: 2.5000

The Sentry Brain

Pending Approvals

Decision Brain Metrics

Execution Log

Proof of No-Trade: We Publish Our Reasoning