From Impermanent Loss to Sustainable Gain: Quantifying Profitability Zones for Liquidity Providers on DEX

Fuente: arXiv
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Hauptverfasser: Melnikov, Ignat, Vlasov, Roman, Gorgadze, Vladimir, Seoev, Andrey, Yanovich, Yury
Format: Preprint
Veröffentlicht: 2026
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author Melnikov, Ignat
Vlasov, Roman
Gorgadze, Vladimir
Seoev, Andrey
Yanovich, Yury
author_facet Melnikov, Ignat
Vlasov, Roman
Gorgadze, Vladimir
Seoev, Andrey
Yanovich, Yury
contents Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build flexible and innovative financial instruments. Among the most prominent DeFi primitives by liquidity are decentralized exchange~(DEX) swap protocols~(such as Uniswap, Curve, and Balancer) that facilitate fast token-to-token exchanges. However, new exchange mechanisms also introduce new market inefficiencies that can be systematically exploited by arbitrageurs. This paper focuses on swap protocols based on the Automated Market Maker~(AMM), where the product of reserves is preserved as an invariant. We analyze the interaction between arbitrageurs and AMM liquidity pools and develop a mathematical model grounded in empirical pool configurations. Using this model, we derive bounds on the joint revenue of liquidity providers~(LPs) and arbitrageurs, propose a method to estimate the expected number of blocks until the occurrence of Impermanent Loss~(IL), and obtain a lower bound on the pool fee required to achieve a fixed target probability of staying in the Impermanent Gain (IG) zone within a block. The proposed framework extends existing LP risk-assessment methodologies by quantifying symbiotic profitability zones, providing a principled basis for fee selection that aligns LP-arbitrageur incentives and enhances market stability.
format Preprint
id arxiv_https___arxiv_org_abs_2604_28014
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle From Impermanent Loss to Sustainable Gain: Quantifying Profitability Zones for Liquidity Providers on DEX
Melnikov, Ignat
Vlasov, Roman
Gorgadze, Vladimir
Seoev, Andrey
Yanovich, Yury
Distributed, Parallel, and Cluster Computing
Computational Engineering, Finance, and Science
Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build flexible and innovative financial instruments. Among the most prominent DeFi primitives by liquidity are decentralized exchange~(DEX) swap protocols~(such as Uniswap, Curve, and Balancer) that facilitate fast token-to-token exchanges. However, new exchange mechanisms also introduce new market inefficiencies that can be systematically exploited by arbitrageurs. This paper focuses on swap protocols based on the Automated Market Maker~(AMM), where the product of reserves is preserved as an invariant. We analyze the interaction between arbitrageurs and AMM liquidity pools and develop a mathematical model grounded in empirical pool configurations. Using this model, we derive bounds on the joint revenue of liquidity providers~(LPs) and arbitrageurs, propose a method to estimate the expected number of blocks until the occurrence of Impermanent Loss~(IL), and obtain a lower bound on the pool fee required to achieve a fixed target probability of staying in the Impermanent Gain (IG) zone within a block. The proposed framework extends existing LP risk-assessment methodologies by quantifying symbiotic profitability zones, providing a principled basis for fee selection that aligns LP-arbitrageur incentives and enhances market stability.
title From Impermanent Loss to Sustainable Gain: Quantifying Profitability Zones for Liquidity Providers on DEX
topic Distributed, Parallel, and Cluster Computing
Computational Engineering, Finance, and Science
url https://arxiv.org/abs/2604.28014