Create and incentivize $SUSHI pairs

Hello,

I’ve been modeling crypto asset allocation strategies the past few days and one thing I found is Sushi has a negative daily returns correlation with a few other assets. The one I tested was SNX which has a correlation of -10%. When combined with sushi into a 50/50 split portfolio it produced a return on average 100% greater than the other model portfolios with only a 35% increase in volatility giving it the second highest sharpe ratio. The highest sharpe was the 20/80 split $SNX/$SUSHI with the lowest volatility of any portfolio I modeled.

Seems like a great way to have the 50/50 auto-rebalancing portfolio is through a $SNX/$SUSHI pool. What would it take to create one?

The correlation between $SUSHI and $GRT daily returns are also negative at 11% so it could be worth exploring this pair as well as others with negative correlations.

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Did you mean to write $SNX/$SNX pool in the last pararaph? Or did you mean to write $SNX/$SUSHI pool?

Intended to write $SNX/$SUSHI