A single position for
your entire thesis.
Consolidate three to five high-conviction assets into one fixed-weight index contract. Hold it long, trade it short, or leverage your exposure up to five times natively on-chain.
Nobody buys one token. Everybody pretends they did.
A basket makes the thing you were already doing explicit: a thesis with weights, priced as one number, with one entry and one exit and one level to be wrong about.
An index is a thesis you can actually hold.
PERPDEX takes the portfolio weights you already carry in your head and renders them as a singular on-chain instrument backed by real verifiably settled assets.
Three to five names, one instrument
Choose the constituent assets and define the proportional weight each one holds. The index baseline sets at 100 on listing, reflecting the unified weighted return of all individual components with zero rebalancing slippage.
See the marketsPriced on a mark, not on a blink
Constituent prices stream directly from the Uniswap v4 singleton contract on Robinhood Chain. Liquidations and exits execute against a 30-minute time-weighted average price (TWAP), preventing sudden flash loan spikes or single-block liquidations.
How the mark worksA pool that can never owe more than it holds
The decentralized liquidity vault underwrites every open perpetual contract. Maximum trader returns are deterministically bound to existing vault reserves, guaranteeing full solvency without the possibility of cascading bad debt.
Look at the poolEvery index, one row each.
$PERPDEX
Fixed supply of 1,000,000,000. The contract has no mint, no owner, no pause and no upgrade path, which you can verify directly on the chain explorer.
0x
The Uniswap v4 singleton on Robinhood Chain, read directly. Each constituent asset pairs against native ETH, and the USD reference values derive from the canonical ETH/USDG pool. The index contract executes the exact deterministic arithmetic in real time, guaranteeing that execution pricing perfectly matches settlements.
Upon market deployment, the basket baseline sets strictly at 100.00. Subsequent price movements are computed through the mathematical sum of normalized constituent leg returns multiplied by their immutable initial weight parameters, preventing drift without periodic fee drag.
All price feeds are constructed on-chain from native block states rather than external centralized synthetic backfilling. Historical candles compile progressively as new blocks are mined and confirmed across the network.
When a position's maintenance margin breaches the minimum liquidation threshold against the continuous 30-minute TWAP mark, liquidation keepers trigger automated closing. Traders cannot lose more than their deposited margin balance.
Smart contract vulnerabilities, liquidity fragmentation in underlying AMM pools, or extreme chain congestion could result in execution delays or unexpected price deviations during volatile market shocks.