LST Index Results

Lets look at the average results over 10 runs

Source Code - https://github.com/robo-advisor-lab/staked_eth_optimizer/blob/production/apps/optimizer_average_run.py

Seeds - 5, 10, 15, 20, 40, 100, 200, 300, 500, 800

Start Date - 2023-01-10

End Date - 2024-06-18

Index Excess Return over rETH - 42.51%

Index Excess Return over wstETH - 35.84%

Index Excess Return over sfrxETH - 34.52%

Index Compound Annual Growth Rate (CAGR) - 124.64%

rETH CAGR - 103.43%

wstETH CAGR - 106.82%

sfrxETH CAGR - 107.49%

Lets look at one run in particular

Source Code - https://github.com/robo-advisor-lab/staked_eth_optimizer/blob/production/apps/optimizer_app.py

Random Seed - 20

Start date - 1/10/2023

End date - 6/18/2024

Index Excess Return over rETH - 45.57%

Index Excess Return over wstETH - 38.90%

Index Excess Return over sfrxETH - 37.58%