Docs

How it works, and where it breaks.

The mechanism

The classifier

Attack surface

A split misclassified as a couponCatastrophic — a 2-for-1 would hand KOUPON holders half the company. Three-band classifier, a hard sanity bound, a sweep halt above threshold, and a required second source. The capital band credits PRICE by default, so the failure direction is toward the holders of the corpus.
A coupon misclassified as a splitThe inverse and cheaper: KOUPON is underpaid and the value accrues to PRICE. Still theft from one leg to the other, so ambiguous moves hold rather than resolving to either side.
Duplicate event emissionObserved on chain. WEEK and CRWD each emitted the same action twice. Accretion is computed from observed state transitions rather than event deltas, so a repeat is a no-op.
Multiplier reversalObserved on chain. WEEK went 2.0 to 1.0, 122 blocks after doubling. Treated as a halt, never as a negative accretion, and never clawed back from a holder who already drew.
effectiveAt skewObserved on chain. One action was emitted three days before it took effect. Accrual keys to effectiveAt, not to the block timestamp.
Ex-dividend front-runningStrip before the ex-date, take the KOUPON, rejoin after. Rejoining needs both legs and the KOUPON is worth roughly the coupon, so it is close to neutral — but rounding favours the vault everywhere, which closes the gap it would otherwise leave.
Sweeping into a shut marketAccretions are sold during market hours only. Tokenised equities trade around the clock; the things they track do not.
Dust maturitiesA minimum strip size, and a ladder capped at four maturities. MU accreted +0.0075%: on $100 that is three quarters of a cent.
Oracle failure on the multiplierAn unreadable multiplier reverts. Never 1.0, never cached, never defaulted. CRWD reads 4.0, so a fallback would be a fourfold mispricing.
A market with no poolAn accretion that cannot be sold is a claim that cannot be paid. Markets open only where USDG depth exists — and SGOV, the best coupon here, may fail that test.
Impostor underlyingsAt least five contracts share the symbol USDG and four have more holders than the canonical one. Underlyings resolve by registry address, never by symbol.
Issuer burn and pauseadminBurn, pause and pauseOracle let the issuer destroy or freeze the vault's collateral. There is no architectural mitigation. It is disclosed on the homepage.
RoundingAlways toward the vault. The last redeemer is never short.

What is not built

Risks