Stress test

Set the market yourself: drag any day's price move and watch the hook fee, the cover bought on 1inch Aqua and the payout to LPs respond.

Daily UNI/ETH moves

Week 1: its loss sets week 2's fee

day 1−6.0%day 2+4.0%day 3−12.0%day 4+5.0%day 5−8.0%day 6+3.0%

Week 2: the fee buys cover; this week's swings decide the payout

day 8−10.0%day 9+7.0%day 10−14.0%day 11+6.0%day 12−9.0%day 13+5.0%

This preset is a recorded contract run on a mainnet fork; the simulator reproduces it step for step (within 0.01%).

Week-2 hook fee

0.30%

set from week 1's measured loss

Cover bought in week 2

0.131 LONG

for 0.0604 WETH of fees

Each LONG paid

100.0%

of its 1 WETH maximum

LPs in week 2

−0.318 WETH

−0.449 without Tremor · +0.131 paid back

Day 14 of 14

Week 2 settles: cover pays out and is donated to LPs

Week 2 settled: each LONG paid 1.000 WETH. The hook spent 0.060 WETH of fees on cover and donated 0.131 WETH to LPs.

UNI/ETH (Chainlink-style feed)

−28.2%

since day 0

LP loss measured this week

1.06%

of volume · 0.628 WETH

Hook fee (Uniswap v4)

0.30%

half the loss rate, max 0.30%

Cover price (1inch Aqua, 0x22)

—

window settled

Paid back to LPs

0.131 WETH

hook holds 0.000 LONG · spent 0.060 WETH

Price: oracle vs pool

Oracle UNI/ETHUniswap pool· milli-ETH per UNI

Cover price and hook fee

LONG price (WETH)Hook fee (share of the 0.30% cap)· 0 to 1

Five conditions side by side

Condition	Week-2 fee	Cover bought	LONG paid	Paid to LPs	LPs in week 2: without → with
Crash, then crash	0.30%	0.131 LONG	100.0%	0.131 WETH	−0.449 → −0.318 WETH
Crash, then calm	0.30%	1.769 LONG	0.1%	0.002 WETH	+0.143 → +0.145 WETH
Calm, then crash	0.0008%	0.000 LONG	100.0%	0.000 WETH	−0.498 → −0.498 WETH
One-day spike	0.30%	0.637 LONG	61.3%	0.390 WETH	−0.157 → +0.233 WETH
Calm	0.0008%	0.005 LONG	0.1%	0.000 WETH	+0.143 → +0.143 WETH

The fee only rises after a week that hurt LPs, and cover only pays when the week it covers is volatile. So Tremor helps most when a bad week follows a bad week, costs a little when calm follows a crash, and barely helps against a first shock after a quiet week. Rows are recorded contract runs; click one to load it above.

What each part does here

Price moves. A Chainlink-style feed publishes a new UNI/ETH price each day; an arbitrageur trades the Uniswap pool to it, and LPs lose on that trade.
Loss measured. Each day's swaps are valued with the CRE workflow's formula and delivered to the receiver. When week 1 closes, the receiver sets the hook fee.
Cover priced and bought. LONG is priced by our SwapVM instruction on 1inch Aqua; its price climbs as volatility arrives. In week 2 the hook spends the fees on LONG.
Payout. When week 2 ends, the market settles from every feed round in the week; the hook redeems its LONG and donates the WETH to in-range LPs.

The five presets were run on a mainnet fork against the deployed Uniswap v4 PoolManager and 1inch Aqua and Tremor's live-build contracts, with a controllable test price feed and daily measurements computed with the CRE workflow's formula (not a CRE run). Moving a slider re-runs the same two weeks in your browser with the contracts' formulas (web/src/lib/sim.ts), which reproduce every recorded step within 0.01%. Sources: contracts/test/scenario/PriceShock.t.sol, web/src/lib/sim.ts.