The Perp DEX Hedging Swarm holds market exposure while neutralizing direction — harvesting funding rates and basis with a hedged book.
Directional bets are exciting until they're not. The Hedging Swarm takes the other path: hold the exposure you want, hedge the direction you don't, and harvest the funding and basis spreads that hedged books earn in every market regime.
A strict delta band keeps the book neutral, funding-sign filters avoid paying to hold hedges, and a liquidation buffer stands guard. Direction is noise; structure is the trade.
Net delta is computed across every position in real time.
Perp positions are sized to neutralize directional exposure within a tight band.
Funding payments and basis spreads accrue to the book while neutrality is maintained.
Join the priority list. We'll reach out the moment your allocation opens — early access members get first placement.