Vault StrategiesOverview

Vault Strategies Overview

Moonight offers four vault strategies with different risk/reward profiles, each designed to generate yield from BTC-backed positions.

Strategy Comparison

VaultStrategyRiskTarget APYEntry Asset
Vault ADelta-neutral funding rateLow8-15%BTC or USDC
Vault BLeveraged BTC accumulationHigh20-40%+BTC
Vault CYield optimizer (ERC-4626)Low-Med6-12%moonUSD
Vault DCovered call + PT/YTMedium12-25%BTC

How Vault Strategies Work

Vault A — Delta-Neutral

Deposits BTC → opens CDP → takes equal long+short perp positions on Extended DEX. Earns the funding rate spread while maintaining zero directional exposure. Keeper flips direction when funding turns negative.

Vault B — Leveraged BTC Loop

Deposits BTC → opens CDP → mints moonUSD → swaps to BTC → deposits more → repeats. Creates leveraged long BTC exposure (up to ~5x effective leverage at 80% LTV). Profits when BTC rises, amplified losses when it falls.

Vault C — Yield Optimizer

Accepts moonUSD deposits → allocates across Stability Pool (interest + liquidation gains), Ekubo LP (swap fees), and lending protocols. Issues vmoonUSD shares (ERC-4626). Keeper compounds daily and reallocates weekly using softmax optimization.

Vault D — Covered Call + PT/YT

Deposits BTC → writes covered call options for premium income → splits remaining yield into Principal Tokens (PT) and Yield Tokens (YT). PT holders get fixed yield at maturity, YT holders get variable upside.

Keeper Automation

All vaults require off-chain keeper bots for periodic operations:

VaultKeeper ActionFrequency
Aharvest_funding(), trigger_flip()8 hours, on FR sign change
Brebalance(), deleverage()On HF threshold, emergency
Ccompound(), reallocate()Daily, weekly
Dsettle_epoch(), write_options()Weekly, on expiry