Only about one in six liquidity providers in WETH/USD pools on Base avoid losses; profitable positions concentrate near the current price and are closed before the full range is crossed.
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2 Pith papers cite this work. Polarity classification is still indexing.
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UNVERDICTED 2representative citing papers
Agent-based simulations of concentrated liquidity AMMs indicate that volatility- and toxicity-driven dynamic fees can raise LP fee income enough to produce positive hedged P&L in high stale-price states, compensating for LVR more than reducing it.
citing papers explorer
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Liquidity provision in CLMMs: evidence from transactions data
Only about one in six liquidity providers in WETH/USD pools on Base avoid losses; profitable positions concentrate near the current price and are closed before the full range is crossed.
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Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach
Agent-based simulations of concentrated liquidity AMMs indicate that volatility- and toxicity-driven dynamic fees can raise LP fee income enough to produce positive hedged P&L in high stale-price states, compensating for LVR more than reducing it.