Reversion Strategy
Github Repo: https://github.com/haiko-xyz/strategy-reversion
The Reversion Strategy is the second strategy in development by the Haiko team. It creates liquidity positions that automatically follow the price of an asset, and is designed to capture fees on reversion to the trend.
Architecture
The Reversion Strategy operates on an off-chain trend classification model (Up, Down or Ranging) to place countervailing liquidity positions in the Haiko AMM, capturing fees on reversion to the trend.
Positions automatically follow the price of an asset, updated on either single or double-sided price action depending on the prevailing trend. It is inspired by Maverick Protocol's Left and Right modes and enables liquidity provision in both volatile and stable market conditions.
Unlike the first Replicating Strategy for Haiko, it:
Does not rely on an external oracle price, allowing for use with a much wider range of pairs.
Tracks Vault positions with ERC20 tokens, allowing for greater composability across DeFi protocols.
Builds on top of Giza's zkML stack and trustless Agents to bring the outputs of a trend classification model on-chain.
Is open source
Trend Classification
This section is WIP and will be updated in due course.
Contract
Like other strategies, the Reversion Strategy is built with a singleton design. This means all Haiko markets and associated Strategy Vaults can be served from a single smart contract.
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