Counterfactual simulator · external price spine · two independent reserves
Validation oraclerecent pool · laws aligned
Day-one counterfactual
What if we’d had LPX from day one?
Replay any address pair against its real external market history, then inspect what each LPX side would hold—without netting the fund and anchor into one number.
External feed
PulseX-routed
History window
13 May 2023 → 24 Jul 2026
Bars replayed
1,184,672
Run ID
OWI-7C42F
01
Scenario setup
Inputs · hypothetical pool
Pair identityaddress is identity
P
Fund sidePLSX
0x95B303987A60C71504D99Aa1b13B4DA07b0790ab
W
Anchor sideWPLS
0xA1077a294dde1B09bb078844Df40758a5D0f9a27
manager-set · 0.20%—35%
6.80%
active no-trade zone ±10.88% adaptive band
0.20281835%
user-overridable
%
auto — 12% of NTZ
what if manager took X%
%
0.00% manager cut
governs maker yield only
0% (Harvest all)50%68%100% (Compound all)
68% compound / 32% harvest
Pool settingsscenario-specific
Token’s real day one13 May 2023
Day-one history comes from the token’s real external market price feed. Recent pool data validates LPX law behavior; it does not supply genesis history.
02
Outcome
Would hold vs holding
Illustrative sample path — not real history yet
Each side is measured in its own unit token. Earning streams remain separate.No combined total
P
Fund side · PLSXIndependent reserve
unit tokens
Pool would hold
—PLSX
Just holding8,400,000.00 PLSX
Delta vs hold—
W
Anchor side · WPLSIndependent reserve
unit tokens
Pool would hold
—WPLS
Just holding3,250,000.00 WPLS
Delta vs hold—
Anchor earning streams (LPX law)
Total earned · maker + arb—WPLS
Maker yield—
Arb profit—
Compound (reinvested)—
Two-sided law
Fund and anchor quantities are not a 50/50 AMM position and are never netted. Price comes only from the external market feed.
Recent real-pool validation96h law deviation: 0.38% · reserve transitions matched
Pass · oracle only
03
Replay Studio
LIGHT · 2D · deterministic
External market price inside the LPX bandWPLS per PLSX · reserve quantities shown separately at right