flipside

    volatility IL
    smartymetricsvolatility IL
    Updated 2025-03-05
    WITH list_pools AS (
    SELECT
    pool_name,
    pool_address
    FROM ethereum.uniswapv3.ez_pool_stats
    WHERE token1_balance_usd > 0
    AND token0_balance_usd > 0
    ),
    first_price AS (
    SELECT
    pool_name,
    pool_address,
    TOKEN0_PRICE AS first_token0_price,
    TOKEN1_PRICE AS first_token1_price,
    RANK() OVER (PARTITION BY pool_address ORDER BY block_timestamp ASC) AS rank_price
    FROM ethereum.uniswapv3.ez_lp_actions
    WHERE pool_address IN (SELECT pool_address FROM list_pools)
    QUALIFY rank_price = 1
    ),
    overtime_price_raw AS (
    SELECT
    DATE(block_timestamp) AS date,
    pool_address,
    pool_name,
    TOKEN0_BALANCE_USD / TOKEN0_BALANCE_ADJUSTED AS token0_price,
    TOKEN1_BALANCE_USD / TOKEN1_BALANCE_ADJUSTED AS token1_price,
    block_timestamp
    FROM ethereum.uniswapv3.ez_pool_stats
    WHERE pool_address IN (
    '0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640' -- usdc/weth
    )
    AND TOKEN0_BALANCE_ADJUSTED > 0
    AND TOKEN1_BALANCE_ADJUSTED > 0
    ),
    overtime_price AS (
    SELECT
    Last run: 3 months ago
    DATE
    POOL_ADDRESS
    POOL_NAME
    TOKEN0_CURRENT_PRICE
    TOKEN1_CURRENT_PRICE
    HODL_RETURN
    IMPERMANENT_LOSS
    1
    		2025-03-05 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998362217.440.8226747267-0.02397237564
    2
    		2025-03-04 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998172146.080.8123089223-0.02756198057
    3
    		2025-03-03 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998132157.920.8140252261-0.02694108101
    4
    		2025-03-02 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9999672490.420.8623572099-0.01317106602
    5
    		2025-03-01 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998852220.090.8230838605-0.02385086753
    6
    		2025-02-28 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998012221.810.8232914-0.02375998563
    7
    		2025-02-27 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998552277.280.8313686643-0.02122466247
    8
    		2025-02-26 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9997252289.710.8331074741-0.02066916771
    9
    		2025-02-25 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.99990924570.8574779996-0.01426591856
    10
    		2025-02-24 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998562635.330.8833320067-0.009026123218
    11
    		2025-02-23 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9999952797.990.9070080501-0.005486247235
    12
    		2025-02-22 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9999962768.020.9026590849-0.00606055223
    13
    		2025-02-21 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998822643.490.8845292703-0.008823620957
    14
    		2025-02-20 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998572736.140.897962794-0.006701676941
    15
    		2025-02-19 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998612709.990.8941697181-0.007264294844
    16
    		2025-02-18 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9998292637.540.8836392125-0.008968740015
    17
    		2025-02-17 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9999562741.440.8987815625-0.006596685472
    18
    		2025-02-16 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9999932673.280.8889082185-0.008109514035
    19
    		2025-02-15 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.999932699.720.8927138256-0.007496968734
    20
    		2025-02-14 00:00:00.0000x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640USDC-WETH 500 100.9999022739.510.8984744157-0.006633773857
    64
    9KB
    4s