Soon: trade with up to 10× leverage.
Higher-conviction trades on the same prediction markets you already know. Leverage activates on a market once it graduates (proves real depth and trader breadth), rolling out as the protocol matures. $50 minimum, $2,000 maximum per position, fully on-chain liquidations.
The red zone is the band of YES odds where the position is wound down. Higher leverage, wider danger.
Leverage multiplies your exposure, and the speed you can be liquidated.
Drag the size, pick a side, and choose a tier. The liquidation line, payout, and danger band all move with you, in real time.
Illustrative only. Higher leverage liquidates closer to your entry: a 10× YES position is wound down once TWAP YES odds dip to 45%, while a 2× position survives down to 25%.
Three steps, fully on-chain.
Deposit collateral
Pick your size. Min $50 USDC, max $2,000 per position. Your collateral is the absolute maximum you can lose.
Borrow from the vault
LeverageVault pulls collateral × (leverage − 1) from the LP and routes the full position size into the LMSR market via a per-position BetProxy.
Win big, or lose collateral
If your side wins, share value × $1 redeems via the proxy. The vault gets its loan back, you keep the rest. If TWAP odds cross your liquidation threshold, the position is wound down and you lose your collateral.
Every tier maps to the same $2,000 cap.
Max collateral per tier = $2,000 ÷ leverage, so every tier maps to the same $2,000 total-position cap. The 5× and 10× tiers also require the underlying market to clear a volume threshold, so liquidation odds aren't trivially game-able on thin markets.
Leverage is a sharp tool. A leveraged position can be liquidated before the market resolves if odds move against you, and most leveraged positions that get liquidated lose their full collateral. Higher tiers liquidate sooner: a 10× YES position liquidates at 45% odds, while a 2× YES position survives down to 25%. Your worst case is always capped at the collateral you deposit; the LP absorbs the borrowed portion. Only size up with money you are prepared to lose.
Questions, answered.
Hover any question to read the detail. Everything here is enforced on-chain by the LeverageVault and its per-position proxies.
Every position has a fixed YES-odds threshold based on its leverage tier (25% for 2×, 33% for 3×, 40% for 5×, 45% for 10×; NO positions flip these). When the contract's 30-minute TWAP of YES odds crosses that threshold AND the 1-hour cooldown after open has passed, the position is permissionlessly liquidatable. The liquidator earns a 5% bonus from the insurance reserve.
Your collateral, full stop. The borrowed portion from the LP is at risk for the LP only. You never owe more than what you deposited. The protocol enforces this via per-position BetProxies that hold your shares; if liquidated, the proxy's shares stay locked.
Both are anti-MEV / anti-manipulation guards. The 30-minute TWAP smooths out single-block spikes, so you can't push odds momentarily and trigger a liquidation. The 1-hour cooldown after open prevents an attacker from sandwiching a victim's position with a flash-loan-sized swing.
Every leveraged position borrows from the LP. If a position wins, the LP gets its loan back plus the protocol's share of any LMSR surplus, booked as a fee. If a position loses or is liquidated, the LP takes the loss; we record it via writeOffLoan, which reduces both outstandingLoan and totalShares so TVL reflects reality. Stakers absorb the loss pro-rata.
Once a market resolves, you call closePosition. If your side won, the proxy claims its shares × $1, the LP is repaid, and you receive the remainder. If your side lost, your collateral is gone and the LP's loan is written off. Liquidated-but-not-yet-closed positions settle the same way: any payout flows fully to the LP.
Leverage arrives as markets graduate.
Leverage opens on a market once it graduates, proving real depth and trader breadth. Start trading the live curve markets now; leverage rolls out on them as they mature, with your downside always capped at what you put in.