From 171e06b6a8cc21f0bf027de44004a8164020a939 Mon Sep 17 00:00:00 2001
From: Felix Leupold <felixleupold90@gmail.com>
Date: Fri, 20 Sep 2024 17:37:18 +0200
Subject: [PATCH 1/2] [CoW AMM] 10k growth for HODL strategy

---
 .../10k_growth/daily_rebalancing_4055484.sql  |  4 +-
 .../profitability/10k_growth/hodl_4086902.sql | 42 +++++++++++++++++++
 2 files changed, 44 insertions(+), 2 deletions(-)
 create mode 100644 cowamm/profitability/10k_growth/hodl_4086902.sql

diff --git a/cowamm/profitability/10k_growth/daily_rebalancing_4055484.sql b/cowamm/profitability/10k_growth/daily_rebalancing_4055484.sql
index eeb92c29..e7cdc74b 100644
--- a/cowamm/profitability/10k_growth/daily_rebalancing_4055484.sql
+++ b/cowamm/profitability/10k_growth/daily_rebalancing_4055484.sql
@@ -1,7 +1,7 @@
 -- Computes the balances and current value of a counterfactual portfolio that invests 10k evenly into two tokens and re-balances once a day to keep a 50:50 exposure
 -- Parameters
---  {{token_a}} - either token of the desired uni pool
---  {{token_b}} - other token of the desired uni pool
+--  {{token_a}} - either token
+--  {{token_b}} - other token
 --  {{start}} - date as of which the analysis should run
 
 -- Note: not using a simpler recursive approach due to Dune's recursion depth limitation.
diff --git a/cowamm/profitability/10k_growth/hodl_4086902.sql b/cowamm/profitability/10k_growth/hodl_4086902.sql
new file mode 100644
index 00000000..d95a2e36
--- /dev/null
+++ b/cowamm/profitability/10k_growth/hodl_4086902.sql
@@ -0,0 +1,42 @@
+-- Computes the balances and current value of a counterfactual portfolio that invests 10k evenly into two tokens and holds them
+-- Parameters
+--  {{token_a}} - either token
+--  {{token_b}} - other token
+--  {{start}} - date as of which the analysis should run
+
+-- limit the relevant date range
+with date_series as (
+    select t.day
+    from
+        unnest(sequence(
+            date(timestamp '{{start}}'),
+            date(now())
+        )) t (day) --noqa: AL01
+),
+
+starting_balance as (
+    select
+        5000 / p1.price_close as token_a_start,
+        5000 / p2.price_close as token_b_start
+    from prices.usd_daily as p1
+    inner join prices.usd_daily as p2
+        on
+            p1.day = p2.day
+            and p1.day = date(timestamp '{{start}}')
+            and p1.contract_address = {{token_a}}
+            and p2.contract_address = {{token_b}}
+)
+
+select
+    ds.day,
+    token_a_start * p1.price_close + token_b_start * p2.price_close as current_value_of_investment
+from starting_balance, date_series as ds
+inner join prices.usd_daily as p1
+    on
+        ds.day = p1.day
+        and p1.contract_address = {{token_a}}
+inner join prices.usd_daily as p2
+    on
+        ds.day = p2.day
+        and p2.contract_address = {{token_b}}
+order by 1 desc

From 9c0b1e0b7aa9223d904771caddbfd6ee9ffbdb9a Mon Sep 17 00:00:00 2001
From: Felix Leupold <felixleupold90@gmail.com>
Date: Wed, 2 Oct 2024 16:03:53 +0200
Subject: [PATCH 2/2] , join -> cross join

---
 cowamm/profitability/10k_growth/hodl_4086902.sql | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/cowamm/profitability/10k_growth/hodl_4086902.sql b/cowamm/profitability/10k_growth/hodl_4086902.sql
index d95a2e36..838406af 100644
--- a/cowamm/profitability/10k_growth/hodl_4086902.sql
+++ b/cowamm/profitability/10k_growth/hodl_4086902.sql
@@ -30,7 +30,8 @@ starting_balance as (
 select
     ds.day,
     token_a_start * p1.price_close + token_b_start * p2.price_close as current_value_of_investment
-from starting_balance, date_series as ds
+from starting_balance
+cross join date_series as ds
 inner join prices.usd_daily as p1
     on
         ds.day = p1.day