A calm price path where assumed fees cover divergence
Synthetic example · static-cl-example-v1 · Published 10 September 2026 · RangeScout Research
This is a reference calculation for a static concentrated-liquidity position, not a real pool result or a range recommendation. The quote token is assumed to remain worth $1. Prices are invented daily observations.
Inputs fixed before the calculation
Deposit: $1,000. Entry price: 100 quote units per base token. Range: [100 / 1.1, 100 × 1.1]. Assumed fee income: $2 per daily observation in range and $0 outside. One $2 execution cost. No rebalancing, compounding, token taxes or intraday fee allocation.
Results
| Measure | Result |
|---|---|
| Starting deposit | $1000.00 |
| Price at entry / end | 100 / 100 |
| Fixed range | 90.9091 – 110.0000 |
| Daily observations in range | 30 of 30 |
| Assumed fees earned | $60.00 |
| Assumed execution cost | $2.00 |
| LP value before fees and costs | $1000.00 |
| Final value including fees and costs | $1058.00 |
| Profit / loss against deposit | $58.00 (5.80%) |
| Value if starting tokens were held | $1000.00 |
| LP difference versus holding, after fees and costs | $58.00 |
What this shows
Assumed fees cover the position’s divergence and execution cost on this calm path. Reducing the fee assumption can remove that advantage.
Reproduce it
Download the complete inputs and expected results, the reference script, the example definitions and the shared position math. Save the scripts in one folder and run node reproduce.mjs. No account, API key or network call is needed.
The calculation uses x = L(1/√p − 1/√upper) and y = L(√p − √lower), with p clamped to the range for token amounts. It values the resulting tokens at the final price, adds assumed fees, and deducts the stated cost.
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