MaxFi LP Analytics

From a pool to a clear decision.

Find an exact pool, choose your capital and range, then compare modeled fees, impermanent loss and rebalance outcomes over one day, one week or one month.

3 history windows248 verified pool identities1M default scan window2 separate networks
01

Quick start

Four steps to a useful first comparison.

1Choose a networkRobinhood or Base.
2Find a poolSearch by pair or exact contract.
3Set your positionCapital, range and timeframe.
4Review the evidenceReturn, fees, IL and coverage.
  1. 01
    Start with realistic capital.

    Your deposit changes the modeled liquidity share and fee capture. Enter an amount from $1 to $100,000,000.

  2. 02
    Use 1M for the first broad scan.

    The leaderboard defaults to the last 30 completed days. Compare 1D and 1W to see how more recent conditions differ.

  3. 03
    Open one result.

    The exact pool, range, capital, timeframe and compounding setting carry into the detailed analysis.

  4. 04
    Read period return before annualized rates.

    Review fees, ending LP value, IL and the separate HODL benchmark. Check the observed dates and coverage before comparing two results.

02

Your workspace

Each network keeps its own catalogue, live data and history.

RH

Robinhood Chain

145 pools: blue chips, stocks and RWA, altcoins and memecoins.

BA

Base

103 pools across Uniswap V3, Aerodrome Slipstream and PancakeSwap V3, including stablecoin pairs.

The header switches networks and opens the full contract register or this guide. Scroll through the leaderboard, directory, calculator and detailed backtest. The theme button switches between dark and light; the refresh button requests current market data.

Market summary
Catalogue coverage, current volume and accepted live snapshots describe the selected network. The top rolling 24h pool fee APR is a pool-wide trailing screen, separate from a position backtest.
Bridge & swap access
Links to the supported network routes are retained. Quotes and transaction signing happen at the destination service, outside this research tool.
03

Global Pool × Range × Delay leaderboard

Compare the complete selected-network catalogue on a bounded historical window.

ControlHow to use it
All poolsIncludes every packaged pool on the selected network, regardless of directory search, pagination or liquidity filters. Entries without sufficient verified inputs are accounted for as unavailable.
Scan one poolSearch by pair or contract and select an exact entry. Clear it to return to a category or all-pool scan.
Historical windowDefaults to 1M (30 days). Select 1D or 1W for a shorter comparison. All entries in that scan request the same window.
Auto-compoundOFF keeps fees outside the LP. ON reinvests modeled matching-token fees at rebalance events. The audit identifies whether fee-token direction is observed or assumed.
ObjectiveBalanced considers return and robustness. Highest return favors observed strategy return. Lowest IL favors smaller modeled impermanent loss.
Results / confidenceDisplay the best range per pool or every tested range. Confidence filters affect displayed results, not the catalogue being scanned.
Run / stopResults arrive progressively. Stop keeps completed results; the status records what was completed, unavailable or not yet checked.
04

Pool directory

A compact view of the whole catalogue, twelve pools at a time.

01

Search and filter

Search the entire directory by pair, token or contract. Choose a category, protocol where available, or minimum liquidity. These controls apply before pagination.

02

Sort and page

Click a column heading to sort; click again to reverse it. Previous and Next navigate the filtered results. Page changes do not change the pool already open in the calculator.

Select a row to open its analysis. Each row has a separate swap-fee badge, alongside price, liquidity and volume, range fit and estimated range APR. Fixed fee tiers are distinguished from current dynamic fees. Full contract details remain available in the selected pool and Pool contracts.

05

Position Calculator

One pool, one range and one selected historical window.

  1. 01
    Choose 1D, 1W or 1M.

    The chart, modeled fee rate, range statistics, backtest and optimizer all switch to that selected window. History requests use completed hourly candles.

  2. 02
    Enter capital and adjust the range.

    Sliders change the lower and upper percentage buffers. Presets set both together. Calculations update locally from the retained verified sample.

  3. 03
    Inspect the chart.

    The history scrubber selects a displayed candle and timestamp. It changes the chart cursor, not the backtest window or its starting date.

Observed fee ROI
Modeled net fees divided by your capital over the displayed sample. It excludes IL and rebalancing costs.
Annualized fee rate
The sample fee ROI multiplied by 365 / observed days. A short sample can produce a large annualized number without having earned that return.
Modeled net / day
Net modeled fees divided by the actual observed duration.
Estimated active fraction
A pair-relative OHLC overlap estimate. It is not exact measured wall-clock time in range.
06

Historical range and fee backtest

Compare the selected range, alternative ranges and capital scenarios.

1D requests 24 completed hourly candles, 1W requests 168 and 1M requests 720. A newer pool may have a shorter verified sample; its observed dates, days and coverage show that limitation. Missing periods are never filled with invented prices or volume.

The static fee test uses the displayed range, exact capital, pool-relative price path and verified fee inputs. It deducts the modeled 15% MaxFi performance fee. Changing range width changes position liquidity and in-range activity; a wider range can stay active longer while earning a smaller share per unit of capital.

07

Rebalance delay optimizer

Model when to reposition after a continuous range exit.

The model tests every distinguishable 0–168-hour delay. The timer starts when price leaves the range and resets on re-entry; it is not a recurring rebalance schedule. At hourly resolution, overlapping candles cannot prove a full hour continuously outside the range.

Each trigger uses the pool's verified tick spacing for a no-swap, single-sided repositioning model. Outcomes with identical trades and cash flows are grouped into a delay band. No-exit samples cannot establish a useful delay preference.

Strategy P/L
Ending modeled LP inventory plus claimable or external fees, minus starting capital. Compounded fees already inside LP inventory are not counted twice.
vs HODL
The same strategy value compared with holding the original token basket. This is a benchmark difference, not account P/L.
Holdout
A separate replay on the final 30% of candles checks whether the result remains useful outside the fitting sample. It is not a future forecast.
Path audit
Shows entry and exit dates, starting basket, ending inventory, fees, compounding and liquidity-depth basis so the result can be understood.
08

Read the results together

No single metric establishes a good position.

MetricWhat it answers
Period returnHow did the modeled strategy change the starting capital over these dates?
IL and vs HODLHow did the position compare with holding its starting tokens?
Fees / ILDid modeled fees cover ending IL in this sample?
Coverage and confidenceHow complete are the prices, fee inputs and liquidity assumptions?
Rebalances and holdoutHow active was the strategy, and did its result persist in the later sample?
09

A repeatable research workflow

Keep your comparisons consistent.

  1. 01
    Scan one network at 1M.

    Use the same deposit and compounding setting across the full catalogue or your selected category.

  2. 02
    Open a shortlist.

    Compare period return, IL, holdout and coverage. Review the exact pool contract.

  3. 03
    Check recent conditions.

    Compare 1W and 1D, then vary range width and capital. Read each sample's observed dates.

  4. 04
    Verify the live position.

    The retained Open MaxFi and market links let you check the destination pool and current conditions before any action.

10

Data, model boundaries and security

Know which inputs are observed and which are modeled.

Contract identity
Each request resolves by network, exact pool contract and exact asset contract. Matching ticker names do not substitute for matching contracts.
Price history
USD and pair-relative candles must be aligned, valid and contiguous. No unclosed candle counts as a complete interval.
Fee and depth basis
Aerodrome historical results require complete hourly generated fees, LP retention and depth. Fixed-fee V3 pools use verified historical depth where available, otherwise an explicitly disclosed current concentrated-liquidity pool state assumption. Required missing inputs are withheld.
Excluded costs and uncertainty
OHLC data does not reveal the exact intrabar path. Gas, taxes, execution latency, price impact and slippage are not reconstructed. AERO and CAKE incentive emissions are excluded from fee returns. Modeled results are not exact realized wallet returns or predictions.
Read-only operation
The site does not connect to wallets, request approvals, sign transactions or move funds. Optional provider credentials stay on the server.
11

Support the project

An optional, separate flow.

The Buy me a coffee page provides verified public network and token details to copy. It does not open a wallet or submit a transaction.

12

Common questions

Quick answers while you work.

Why does the rate change when I move a slider?

The same capital buys different position liquidity at different widths. The price path also spends a different estimated fraction inside each range. Both affect modeled fee capture.

Why can 1D show a four-digit percentage?

The one-day fee ROI is multiplied by 365 for the annualized display. It is a short-sample rate, not a forecast of a year's return.

Does All pools scan only the current directory page?

No. It covers the complete selected-network catalogue. Directory pagination and filters do not reduce the scan scope. Unavailable entries are accounted for separately.

Why does a 1M result show fewer than 30 days?

The pool may be newer or the provider may have less complete indexed history. Read its sample dates and coverage. The model annualizes only the observed duration.

Does the chart scrubber change the backtest?

It selects the price and timestamp shown on the chart. Use 1D, 1W or 1M to change the actual backtest window.

Are these exact realized returns?

No. They are estimates using verified inputs and disclosed assumptions. Complete price history cannot reconstruct every trade, liquidity change or execution cost.