Backtests

Last updated on December 15, 2025

The Genesis Vault strategy conducts daily 0DTE BTC options selling, powered by @basevolapp.

Through dynamic risk control and capped drawdowns, the vault systematically captures option premium decay while mitigating exposure to sudden volatility spikes.

Backtest Period: November 20, 2023 – December 14, 2025

Across nearly two years of modeled performance, the vault demonstrated the potential to deliver 50%+ annualized yields on USDC stablecoin deposits (Base Case) under controlled risk conditions.

Three distinct volatility regimes were analyzed:

• Bull Case: Favorable options pricing leading to the strongest yield outcomes.

• Base Case: Moderately favorable environment representing the expected operational scenario.

• Bear Case: Adverse conditions used as a downside stress test for the vault’s parameters.

In the Bull Case, a $10,000 deposit made in November 2023 would have grown to $32,825 by August 2025, reflecting the compounding nature of daily returns.

On a rolling 1-year basis, average returns reached 114.80% APY, indicating that depositors maintaining exposure throughout a full-year cycle achieved over 100% annualized yield, on average.

These results highlight the vault’s design principle — leveraging autonomous systems to convert short-term market inefficiencies into sustainable, risk-adjusted onchain yield.

Disclaimer: The information presented, including any performance figures, is provided for informational purposes only and should not be considered financial advice or a recommendation to engage in any activity involving digital assets or related products. Past performance is not indicative of future results. The value of participation may increase or decrease, and participants could lose all or a substantial portion of their funds. Targets or projections are goals, not guarantees. Please carefully assess your objectives, experience, and risk tolerance before taking part, and consult an independent adviser if necessary.