Actuator Strategies
Compiled from roughly ninety practitioner videos and streams, the Actuator community archive, the official docs, and this site’s own Manual. 30 strategies below come from real sources; 7 more are our own mechanical analysis, labeled “Modeled by hexbonds” on their cards. Each entry links to the chapter or guide that teaches it properly.
Public Data, Not Financial Advice
Tested, Not Recommended
Every strategy on this page was tested against the public on-chain record, from Actuator’s launch on 2024-10-08 to the last tested day shown. The order follows the measured result in that record. The method, the test data and the results are published — How These Were Tested · Test Data and Results · Test Scripts — so anyone can rerun every test. A past result is not a forecast, and no strategy here is recommended.
How These Were Tested — the sources, the definitions and the equations · last tested 2026-09-23 · Strategy Tester
- 1 · The ChainA PulseChain archive node, read at the closing block of each UTC day since 2024-10-08
- 2 · The DataDaily pool prices and reserves, every swap, every HTT-manager event, LP supply, HEX payouts
- 3 · Five Test ScriptsOne shared rule module; each strategy’s rule applied on every day it fires
- 4 · The FindingsThe results files, and the finding printed first on each card
What Is Read
- Every HTT/HEX pool’s two reserves at the closing block of each UTC day since Actuator’s launch on 2024-10-08. Prices come from PulseX’s constant-product pools only; the 9mm V3 pools hold concentrated liquidity at 1% and 0.25% fees, so their token balances are not a tradable depth.
- Every swap on those pools, every event of the HTT manager contract (delegations, mints, stake ends, new maturities), each pool’s LP-token supply by day, and each change in the farm’s allocation.
- HEX’s daily payout per T-Share and its share rate, from the HEX contract; ACTR’s price in HEX from the ACTR/PLS and HEX/PLS closes of the same UTC day.
- Sources. Most figures come from the co-founders and a handful of community educators. The mechanics are documented at docs.actuator.finance.
What the Words Mean
- Profitable is tested two ways: (a) the position ends with more HEX than it started with, after every fee; (b) the position beats the alternative — a HEX stake of the same length opened the same day, or the discounted HTT bought and held (B1).
- Before and after the fact. “Ex-ante” holds the payouts already recorded on the day flat, which is what a reader could see; “ex-post” uses the payouts that followed, then the last 30 recorded payouts for the days still to come.
- Fees. The 1% mint fee; PulseX’s 0.29% swap fee, of which 0.22% stays in the pool for its liquidity providers.
- Size. Every trade goes through the pool’s own reserves. Counts are stated at zero size and at 10,000 HEX, and at 100,000 and 1,000,000 HEX where the finding says so. A pool counts as tradable when its HEX side holds 100,000 HEX or more. Practitioners keep one swap to about 1–2% of a pool’s depth. Thin pools show the widest discounts and allow the smallest trades.
- HEX terms. All returns are counted in HEX. An HTT bought at a 25% discount redeems for 33% more HEX than it cost; the dollar value of that HEX moves with the HEX price.
- Two APR styles. Figures quoted from sources are simple annual rates. This site’s own figures are compounded yield to maturity, as defined on Due Diligence.
- Pre-tax. Every figure is gross and before tax. Most of these plays are several taxable disposals in a row — see Tax & Regulatory Status and the Manual’s record-keeping chapter.
- Outside protocols. A validator pool, partner farm or basket pool adds its own contract and token on top of Actuator’s. Its APR figures are its own.
The Equations
- A swap (constant product): HTT out = HTT reserve × a ÷ (HEX reserve + a), where a = HEX in × (1 − 0.0029).
- An HTT’s yield to maturity: (1 ÷ price)365 ÷ days left − 1.
- A stake’s return, HEX earned per HEX staked: (1 + LPB) ÷ share rate × payout per T-Share × days, where LPB (Longer Pays Better) = the smaller of (days − 1) ÷ 1,820 and 2.
- The break-even buy price against a stake of the same length: 0.9971 ÷ (1 + Y), where Y is that stake’s return over the days left.
- The amplification line: an HTT minted and sold pays at maturity only when its price > 1 ÷ ((1 + Y) × 0.99 × 0.9971).
- The launch-premium line: 1 ÷ (0.99 × 0.9971) = 1.013 HEX per HTT.
- The roll line: a rolled loan shrinks only when the new series sells above 1 ÷ (0.99 × 0.99712) = 1.016 times the buy-back price.
- A vault’s yield: 1% × HTTs minted a year × HTT price ÷ (ACTR in the vault × ACTR price).
- A stake’s share of all HEX holds while payout per T-Share ≥ 0.0369 × share rate ÷ (T-Share multiplier × 365); the multiplier is 3 at full length and 1.2 at one year.
- A yearly rate from a total return: (1 + total)365 ÷ days − 1.
When the Numbers Change
Each practitioner figure was quoted from a source on the date shown, and each tested finding is this site’s own measurement, dated on its card. Rates move every day, and a rate is fixed only at the moment of the trade.
The figures that describe today — staking rates, the vault range, the vault break-even lines — are recomputed from the refreshed data at every daily build of this page. The history is re-tested every Monday, and in full after 2026-09-26 (HTT-2490 matures) and 2026-10-09 (the farm’s third year opens). A change of verdict is published only after review. The data, the results and the scripts are on Test Data and Results.
37 Strategies at a Glance
Code, name, what it is, and the date of its newest observed figure. The colour is the tested verdict. Each line jumps to the full entry.
- •Buy below par, redeem at 1 HEX. · 2024–2026
- •Ride each discount to par, roll longer. · Jun 2026
- •Buy panic dumps, sell the recovery. · Oct 2025
- •Buy matured HTTs under par, redeem.
- •Borrow from your own stake by selling HTTs. · Jul 2026
- •Mint a maturity that differs from the stake’s end.
- •Mint repayment HTTs from a disposable stake.
- •Sell HTTs at or above par at launch. · May 2026
- •Mint near tops, buy back in bears.
- •Mint and sell daily accruals as income.
- •Mint rich HTTs, sell, restake, repeat.
- •Roll short HTT loans down the curve.
- •Swap equal-priced long HTTs for shorter ones. · 2024–2026
- •Sell the rich maturity, buy the cheap one. · 2025–2026
- •Rotate between staking, buying and amplifying.
- •Pair-trade each October’s farm migration.
- •Buy ahead of forced loan buy-backs.
- •Deposit LP tokens, earn ACTR emissions. · 2026
- •Mint HTTs and be your own market.
- •Earn swap fees on HTT/HEX pools. · 2026
- •LP two maturities against each other. · Jun 2026
- •LP through the weeks after redemption day.
- •Take HTT or ACTR LP to outside farms. · Jan 2025
- •Stake ACTR, collect 1% mint fees. · 2026
- •Position ahead of each October launch.
- •Be the lone vaulter, keep every fee.
- •The first mint at a new maturity is fee-free.
- •Rotate vaults by the farm schedule.
C · Combinations and Protocol Roles
- •Discount, LP fees, farm and vault, stacked. · Oct–Nov 2025
- •Split fixed HTTs against variable stakes. · Aug 2025
- •Create a new maturity and own its fees.
- •End overdue stakes for the escrow bounty.
S · Staking HEX
Positions built on a HEX stake itself: its length, its ladder, and stakes bought at auction.
S1Native HEX Stake
Tested works (2026-09-23): Realized, not modeled: a max-length stake opened on launch day has earned 7.8% a year on the payouts that actually happened, one opened July 2026 3.9%. The daily payout per T-Share fell from 7.3 HEX in 2024 to 1.7 in 2026 in one step, February–March 2025, when new stakes multiplied the T-Share total nearly fivefold, and has been flat since; today’s rate is 3.8% at full length and 1.5% at one year. A max-length stake keeps its share of all HEX against the 3.69% yearly inflation only while the payout stays at or above 1.59 HEX per T-Share a day; a one-year stake needs 3.97. Every other number on this page is measured against this one.
The original contract: buy HEX, stake it for a term, earn the daily payout in proportion to your T-Shares, and end the stake on time — “the truth engine.” Everything else here builds on it, and it is the floating rate every fixed HTT yield is compared with.
When it pays: Every day, in proportion to T-Shares; longer and larger stakes buy more T-Shares per HEX (Longer Pays Better, Bigger Pays Better).
Watch out: The payout floats with the whole pool: it fell by three-quarters in one step in February–March 2025, when new stakes multiplied the T-Share total nearly fivefold, and a stake opened today earns less than half what the launch-day stakes did. Locked until the term ends; early ends are penalized.
Sources: The HEX contract · Chrispy’s Basic Eight · Actuator vs Native Staking · Single Stake Calculator
S2Max-Length Stake with an HTT Exit
Tested marginal (2026-09-23): Pays only when held to the end. Full length triples the T-Shares per HEX against a one-day stake (2.5× against one year) — 3.8% a year at today’s payout against 1.5% for one year — and the triple is reached at 3,641 days, so 5,555 days adds locked days, not shares. Using the exit is the cost: one year into a stake opened on 2026-09-19, an early end returned 0.754 HEX per HEX and minting and selling HTT-8000 at 0.486 returned 0.496; the HTT exit beats the early end only above 0.738, a price reached only on HTT-8000’s launch day (0.773) and at HTT-7000’s peak (0.744). The 7.8% a launch-day stake has realized covers its first 712 days; over its whole life a flat payout projects 5.2%.
Capture HEX’s Longer-Pays-Better and Bigger-Pays-Better bonuses that holders used to refuse out of lock-up fear: with HTTs as a penalty-free liquidity valve, practitioners argue the rational default becomes maximum-length stakes, always created as HSIs.
When it pays: Over the full stake duration, via HEX’s own bonuses — the liquidity option is what makes the commitment tolerable. Some practitioners say every stake they have made since Actuator launched is maximum-length.
Watch out: The backstop is an option, not an exit at par — minting mid-stake still costs the prevailing discount. HSI stakes forgo Communis rewards.
Sources: C3Works & RJ · HEXFire · community practitioners · Actuator vs Native Staking · Manual Ch. 6 — Minting · Simulate on the Yield Curve →
S3Staking Ladder
Tested marginal (2026-09-23): Longer Pays Better is the cost: a 1–5 year ladder buys 47% fewer T-Shares per HEX than one 5,555-day stake, a 1–10 year ladder 30% fewer, and a ladder never catches the single stake at any payout (9.05% a year realized since 2023-05-13 against 15.17%). The ladder wins only as liquidity; staggered 5,555-day stakes keep the shares, but the first one ends about 15 years out. The HTT version — discounted HTTs bought across maturities — has no haircut at all.
Spread stakes across several end dates so something is always coming due — flexibility without breaking one big lock.
When it pays: On each rung’s end date; the flexibility is the payoff, and it costs T-Shares whenever a rung is shorter than ten years.
Watch out: Every rung under 3,641 days forgoes part of Longer Pays Better; the staggered max-length ladder keeps all of it, and an HTT sold from a long stake is the same liquidity without the shorter stake.
10 yr and 15 yr both get 3x. The 15 yr keeps the higher Share count for longer.
Sources: Chrispy’s Basic Eight · HEX contract arithmetic · The HEX Staking Ladder · The HTT version: Discounted HTT Held to Redemption (B1)
S4Auction-Won HSI
Tested marginal (2026-09-23): Paid when the auction was cheap: of 51 HSIs won at auction after Actuator launched, 43 beat a same-length stake bought the same day (median 1.32×, 5.6% a year against 3.5%) — but one stake is 46% of the money, minting recovered 71% of the cost on average, and the September–November 2025 wave overpaid at 1.52× principal plus accrued yield. The line sits near 0.8× the stake’s principal plus accrued yield; the profit is the auction price, not Actuator. No auction has run since 2026-01-22. Of 986 delegated HSIs, 320 came out of Hedron’s liquidation escrow, 269 of them won before Actuator existed.
Cross-protocol arbitrage: HSIs sell at deep discounts on the illiquid Hedron/Icosa auction market, and Actuator gives those "stuck" stakes a real bid — delegate an auction-won HSI and mint HTTs to recover most of the extractable value (see the HEX HELOC’s extraction ratios).
When it pays: When the auction price sits below the HSI’s mintable-HTT value plus retained yield — potentially an instant recoup, plus the stake’s residual yield.
Watch out: Auctions are competitive, last-minute affairs, and off-schedule end dates reduce extractable value. Extraction depends on HTT pool depth on the day.
Sources: Community auction hunters · HEXFire (confirmed doing it) · Manual Ch. 3 — What Is Actuator · Guide: Mint HTTs
S5HDRN from a Delegated Stake
Tested marginal (2026-09-23): Verified: Hedron mints 1,000 HDRN per T-Share per day to delegated stakes. At HDRN’s price the HDRN is worth 0.13% of the HEX payout, 0.005% a year on principal: a 1,000,000-HEX launch-day max stake has earned 257 HEX of HDRN against 152,106 HEX of payout, and HDRN lost 76% against HEX over the same two years. Claiming monthly covers gas only above roughly 62,000–125,000 HEX staked.
A minor add-on: HSIs delegated to Actuator can still mint Hedron tokens, so the same stake earns HTT liquidity plus HDRN — delegation forfeits nothing on the Hedron side.
When it pays: Immediately, whenever you claim — a small side-yield on infrastructure you already run.
Watch out: The value depends entirely on HDRN’s market price. Whether Hedron’s early-HSI bonus multiplier still applies under Hedron’s own mint rules is an open question — the Actuator side is settled: the contract passes through 100% of whatever Hedron computes.
Sources: C3Works (answering a community question) · HTTM verified source · Manual Ch. 6 — The HTTM Factory · Manual Ch. 3 — What Is Actuator
B · Buying HTTs
HTTs bought below 1 HEX and held to the day each redeems for exactly 1 HEX.
B1Discounted HTT Held to Redemption
Tested works (2026-09-23): Held to redemption, HTT-3000 bought on any tradable day since launch locked in a median 9.3% a year through the pool and beat a stake of the same length opened the same day on 99% of 712 days on the payouts that followed (89% on the payout each day showed); all ten matured series redeemed at par, every backing stake ended within seven days of maturity. The price that ties a same-length stake was undercut on every tradable day for HTT-3000, HTT-4000 and HTT-5000, on 94–95% for HTT-6000 and HTT-7000, and on 66% for HTT-8000. The trade loses when sold early (HTT-3000’s 90-day price change: a median −1.1%) or when the order outsizes the pool (1,000,000 HEX gives up 7.5–11.5% on the deepest pools). Bought in daily clips or across a ladder of maturities the result is the same trade; the ladder returned 5.7% a year at 10,000 HEX against 22.8% all in HTT-3000.
The core buyer strategy: swap HEX for HTTs trading below 1:1. Every HTT redeems for exactly 1 HEX on its day, so the discount you buy at locks in a fixed return in HEX terms — a zero-coupon bond you can still sell any day before maturity.
When it pays: Whenever an HTT’s market discount is wider than its fair time-value or the equivalent-length staking yield — often after big mint-and-sell runs or panic exits. Pays in full at redemption; pays early if the discount compresses.
Watch out: Sold early, the position is worth whatever the market pays that day; the fixed return is only fixed at redemption.
Sources: Co-founders C3Works & RJ · HEXFire · SupaMechaBoxy · official docs · Manual Ch. 8 — Discount HTTs · Guide: Buy Your First HTT · Simulate on the Yield Curve →
B2HTT Roll-Up
Tested marginal (2026-09-23): Discounted HTT Held to Redemption (B1) done in steps: each leg bought below about 0.997 and held to redemption ends with more HEX, and did on 96% of the roll paths the record allows at 1,000 HEX, 82% at 10,000 and 38% at 100,000. The rolling adds nothing: at 10,000 HEX the roll beat buying the final series on day one on 49% of paths, and beat a stake on 78% at the 2026 payout, 32% at 2024’s. Discounts on the anchors narrowed rather than widened (HTT-5000 0.402 to 0.637, HTT-7000 0.264 to 0.416); the newer series’ widened (HTT-7900 0.92 to 0.35).
Buy an undervalued short-dated HTT, hold as it converges toward par near redemption, then roll the proceeds into the next longer maturity at its deeper discount — compounding future-HEX claims without ever making a stake.
When it pays: Each roll pays as the shorter HTT converges; compounds across successive redemption dates.
Watch out: Realized HEX arrives only at the final maturity you hold — unit gains are future HEX, not annualized — and every roll extends your horizon. Single-source illustration.
Sources: Community (Telegram) · relayed by HEXFire · Manual Ch. 9 — Trading the Curve · Guide: Buy HTTs · Simulate on the Yield Curve →
B3Dip Buying
Tested marginal (2026-09-23): No edge as a trade: 31 separate dips, bought and held 30 days after fees, returned a median −4.7% at 10,000 HEX (12 of 31 won) and −18.1% at 100,000; the earlier “HTT-8000 100%” was seven days of one dip, and an ordinary day was followed by a higher close 24–52% of the time on the series with more than 100 days of closes. As an entry point for Discounted HTT Held to Redemption (B1) the dips worked: HTT-3000 bought through the pool on dip days locked 18.3% a year against 9.3% on all days, HTT-6000 6.8% against 3.5%.
Exploit the tight expected HTT/HEX trading band: outsized deviations are self-correcting. Buy oversized dumps, buy unusually wide discounts and sell the tightening, or buy the forced dip when a farm’s emissions sunset and de-incentivized LPs exit.
When it pays: Opportunistically, whenever volatility exceeds the band — panic sells, amplification dumps, scheduled emission cutoffs. Worst case in HEX terms is holding to redemption at 1:1.
Watch out: Requires active monitoring, and the low depth that creates the opportunity also caps position size.
Sources: C3Works · HEXFire · dev strategy notes · community traders · Manual Ch. 9 — Trading the Curve · Manual Ch. 19 — Risks
B4Sub-Par Redemption
Tested marginal (2026-09-23): True arbitrage — buying after maturity and redeeming — has earned 86 HEX in total, ever: a close sat under par net of the swap fee on only four days. The money is just before maturity: buyers in the last 14 days made 8,313 HEX across three series, 7,558 of it on HTT-2460 (1–5% under par on 1.2 million HEX of depth), and HTT-1788 closed 5.0% under par. The monthly series now maturing carry pools of 0.4–1.6 million HEX, starting with HTT-2490 on 2026-09-26.
If an HTT trades below 1:1 on or after its redemption day, buy it and immediately redeem at the contract for exactly 1 HEX each. This convergence force is why pricing near maturity is expected to be extremely efficient.
When it pays: Only when market inefficiency leaves a matured HTT under par — expected rare and fleeting precisely because arbitrageurs close it.
Watch out: No yield figure exists by construction — the profit is whatever gap you find. Mind gas on small clips.
Sources: RJ & C3Works · SupaMechaBoxy · Manual Ch. 4 — HTTs Explained · Guide: Redeem HTTs
M · Minting Against a Stake
HTTs minted against a delegated stake and sold: a loan in HEX, repaid by buying the HTTs back or by the stake at maturity.
M1HEX HELOC
Tested marginal (2026-09-23): Works as a loan, not as yield. Selling minted HTTs cost 5–25% a year in HEX at the anchor maturities on 2026-09-22 (HTT-8000 5.1% to HTT-3000 24.6%) — the discount plus the 1% fee. The loan beats an early end-stake only while its cost is below the early-end rate: on 92–100% of days for stakes ending at HTT-5000 to HTT-8000, but on 35% at HTT-3000 and 26% at HTT-4000.
The seller strategy: delegate an HSI and mint HTTs against its principal and accrued value, selling them for liquidity today — a reversible, self-issued loan with no middleman and, when the HTT’s day matches the stake’s end day, no liquidation — instead of a destructive emergency end-stake. Not interest-free: the discount you sell at plus the 1% mint fee is the financing cost.
When it pays: Whenever you need mid-stake cash, or can redeploy the freed value at a better return than the discount you give up. Fully unwindable: buy the same face amount back, retire, and the HSI returns clean.
Watch out: Only delegated HSIs work (native stakes can’t be converted), and the rewards of a stake’s last 10% of days sit in escrow and can never be minted against.
Sources: C3Works & RJ · HEXFire · SupaMechaBoxy · official tutorials · Manual Ch. 6 — Minting · Guide: Mint Your First HTTs
M2Mismatched-Maturity Mint
Tested marginal (2026-09-23): The owner can still end the stake on time, so the longer variant’s late-penalty haircut caps how much can be minted rather than costing anything. The longer variant paid more per HTT whenever a series within 630 days after the stake’s end traded above the matched one: HTT-5555 over HTT-5000 on 28 of 153 days (a median 11% more), HTT-8000 over HTT-7900 on all 82 days both pools held 100,000 HEX or more (a median 42% more); 13.6% of all HTTs ever minted used the longer variant. The shorter variant is a loan with a hard buy-back date (32.4% of mints), and no such deadline has come due yet.
Advanced extraction: mint an HTT whose redemption day differs from your stake’s end day. A shorter, richer maturity yields more proceeds but becomes a hard-deadline loan; a longer maturity carries no liquidation risk but takes a haircut for late-end-stake penalties.
When it pays: When the curve prices your natural maturity poorly and a neighbor is rich, or when you need maximum short-term funding and can manage the deadline.
Watch out: Explicitly for advanced users tracking two dates. The short-dated variant risks a forced end-stake if you miss the deadline; on the long-dated variant the owner can still end on time, and the bounded (~10%) late-penalty worst case applies only to an owner who ends late.
Sources: RJ & C3Works · SupaMechaBoxy · official docs · Manual Ch. 6 — Minting (The Three Timelines)
M3Throw-Away Stake Repayment
Tested marginal (2026-09-23): Minting from a throw-away stake costs 1.0101 HEX per HTT near redemption — the principal goes to the redemption pool, the 1% fee on top — so the throw-away beats buying only above that price. Of 67 buy-backs inside 60 days of maturity the throw-away would have been cheaper on 21, saving 5,718 HEX in all (HTT-2460 at 1.039, HTT-2490 through slippage), plus 2 the pool could not fill; buying was cheaper on the other 46, at a median 1.0018.
A cost-saving maneuver for stakers who must return HTTs to unencumber an HSI: if the owed HTT trades expensive in a low-depth pool, mint the needed tokens from a fresh disposable stake instead of buying them and moving the price against yourself.
When it pays: Near an HTT’s redemption day, when repayment demand pushes it to or above par and pool depth is too low to buy size.
Watch out: Requires spare HEX for the disposable stake, and the source is a pair of practitioner posts — verify the math for your size.
Sources: HEXFire · Manual Ch. 6 — Minting
M5Cycle Buy-Back
Tested marginal (2026-09-23): A bet on HEX’s dollar price: across every pair of days since launch on the three original anchors, 82% of round trips bought back more HTTs than were owed, because HEX fell 97.7% in dollars from its December 2024 top to June 2026. Sold on any of the 180 days after that bottom and marked on 2026-09-19, 153–177 came back short, and a mechanical sell-at-the-90-day-high rule is down 52–58% on its open trade.
Use HTTs as the take-profit valve across market cycles without selling staked HEX: near a perceived top, mint the maximum from long stakes and sell into strength; in the bear, buy the now-cheaper HTTs back and retire them — stake intact, cycle spread pocketed. Or never repay at all and simply forgo the minted-against principal at end-stake.
When it pays: Across full market cycles; the payoff is the top-to-bottom spread on the minted fraction plus all retained staking yield.
Watch out: Explicitly speculative — it requires actually selling high and buying low, and wrong timing means fewer future HEX. Complete buy-backs before the HTT’s redemption day when it precedes your stake’s end.
Sources: HEXFire · RJ & C3Works · SupaMechaBoxy · community · Manual Ch. 6 — Minting · Guide: Mint HTTs
M6Accrual Minting
Tested marginal (2026-09-23): Minting and selling a new stake’s own anchor maturity as the rewards accrue paid 1.2% (HTT-3000) to 2.2% (HTT-6000) of principal a year in cash at the prices of 2026-09-22, after the discount and the fees — above a one-year stake’s 1.5% everywhere but HTT-3000, above a three-year stake’s 2.0% only at HTT-6000. The same flow paid 8.8–11.9% a year in late 2024 and 1.9–3.5% since the second quarter of 2025.
A delegated stake accrues HEX rewards daily, and the extractable-HTT balance grows with it — so instead of one payout at maturity, periodically mint and sell the newly accrued HTTs as rolling income from a stake that stays locked.
When it pays: Continuously over the stake’s life; most attractive when HTT ratios are rich or HEX price is strong. Pairs naturally with amplification — more T-Shares means more daily extractable flow.
Watch out: The flow depends entirely on the day’s payout-per-T-Share, which floats. Batch harvests — tiny daily mints aren’t worth gas.
Sources: HEXFire · RJ (confirmed in demo) · C3Works · Manual Ch. 6 — Minting
M7Amplification Loop
Tested bad (2026-09-23): The green lights of 2024 mostly did not pay: priced at each day’s payout held flat, HTT-7000 sat above its break-even on 217 days, HTT-5000 on 133 and HTT-3000 on 73, but on the payouts that actually followed only 103, 4 and 2 of those days paid; HTT-5555 measured on PulseX pools alone was above the line on 43 of 153 days. On the days the loop was right, the gain was 0.01–0.07 HEX per HEX over 10–15 years, and at 100,000 HEX most on-days turned negative. On 2026-09-22 the loop needed the payout at 1.8 times the day’s rate (HTT-6000) to 16 times (HTT-3000); the Amplify column on HTT Bond Discounts is the break-even line, live.
The flagship advanced play: when an HTT trades rich, stake HEX, mint HTTs, sell them for HEX, and stake that too — repeating a few rounds to multiply T-Shares and total HEX locked from the same starting capital. No counterparty and, when the HTT’s day matches the stake’s end, no liquidation: the failure mode is a bad price, not a margin call.
- When the HTT is overpriced against its fair discount, until pool depth brings the price back to fair.
- Amplifying increases return if the T-Share Payout returns to previous levels, because amplifiers keep their T-Shares and sell their liquidity.
Watch out: Returns shrink as liquidity returns to fair price. Watch the numbers change on the HTT Bond Discounts page. Public Data, Not Financial Advice.
Sources: RJ & C3Works · HEXFire (multi-video series) · SupaMechaBoxy · Manual Ch. 12 — Amplification · Manual Ch. 13 — Deep Dives · Simulate on the Yield Curve →
M8Rolling Short Loans
Tested bad (2026-09-23): Proven on the record. A roll shrinks the debt only when the new series sells above 1.016 times the buy-back price; of 1,526 rolls the history allows, 5 did at 10,000 HTT (the best saved 93 HEX) and none at 100,000 or more. Fees alone cost 21.3% a year on 30-day rolls, and real 30–60-day rolls cost a median 25.2% a year at 1,000 HTT and 47.3% at 10,000, against 2.5–10.7% for one matching long mint on the same dates. A missed buy-back that forces an early end one year into a 5,555-day stake loses 26% of principal at the 2026 payout, all of it at 2024’s.
Treat a long HSI as a revolving credit line: when a short-dated HTT loan comes due, retire it by minting the next maturity against the same stake — rolling the debt down the curve until end-stake.
The edge, if it works: Keeps borrowed liquidity working the whole time; cheapest when short-dated HTTs trade rich, making each refinance leg nearly free.
Why it might not: Every roll carries a hard forced-end-stake deadline — one missed buy-back in a low-depth pool endangers the whole stake.
Modeled by hexbonds — our own analysis, not a practitioner’s.
T · Trading the Curve
Trades between maturities, priced against each other rather than against HEX.
T1Time Travel Swap
Tested works (2026-09-23): On PulseX pools holding 100,000 HEX or more, HTT-6666 closed at or above HTT-6000 on 157 days and at or above HTT-3000 on 145 (December 2025 to August 2026), and HTT-5555 at or above HTT-5000 on 28 (April to August 2026) — 555 to 3,666 days of maturity pulled closer for the same number of units. The mint fee and two swaps are the cost: the trade cleared on 155, 134 and 24 of those days at 10,000 HEX, and on 27, 0 and 6 at 100,000; trades made at 10,000 HEX on those days were worth 0.23–0.60 HEX more per unit on 2026-09-19. The gain is time: HEX back 1,000 days sooner was worth 5.3% at the payout of 2026-09-22, 3,666 days sooner 37%.
When two maturities trade at the same (or inverted) discount, stake to the longer day, mint its HTTs, and swap them roughly 1-for-1 into the shorter-dated series — keeping the long stake’s full T-Share power while pulling your principal’s redemption years closer.
When it pays: Only while adjacent maturities are equally priced or inverted — a transient anomaly that has recurred several times on the young curve.
Watch out: The gain is time, not a rate — don’t book it as APR. Watch slippage on the swap leg.
Sources: C3Works (coined "Time Reduction") · HEXFire (named the trade) · Manual Ch. 9 — Trading the Curve
T2Curve Rotation
Tested marginal (2026-09-23): Inversions were common and wide — HTT-6000 at or below HTT-6666 on 157 days (a median 31% gap), HTT-7900 at or below HTT-8000 on 82 (42%) — but a gap closes only at maturity. Traded at the close that showed the gap, at 10,000 HEX or less, 11 of 16 pairs gained; filled at the next close, 6 of 16. The rotation beat simply holding either series in 16 of 48 tests, and at 1,000,000 HEX every pair lost 38–97%.
Treat the HTT series as a bond yield curve and trade relative mispricings between maturities: exit the one trading rich against its fair discount, enter the one trading cheap, and collect extra future-HEX units when prices normalize.
When it pays: Whenever relative discounts diverge from time-to-redemption — after mint-and-sell flows, farm buying, or launches. Converges by each redemption day at the latest.
Watch out: Gains are measured in future-HEX units, and pool depth both creates and caps the trades. Chrispy’s rule of thumb is ~5% discount per year to redemption; the live curve on Due Diligence shows what the market pays today.
Sources: C3Works & RJ · HEXFire · community traders · Manual Ch. 9 — Trading the Curve · Simulate on the Yield Curve →
T3Yield-Curve Rotation Rule
Tested marginal (2026-09-23): Run on each day’s payout held flat, the comparison said stake on 144 days (October 2024 to March 2025), and on all 144 the HTT passed over locked more — 9.7% a year against the 5.8% those stakes have actually paid. Following the tool delivered a median 8.2% a year; always buying the best HTT delivered 9.5%. The rotation adds nothing Discounted HTT Held to Redemption (B1) does not, and the tool is only as good as the payout forecast fed into the tool.
The data-driven meta-strategy: continuously compare where the best native-HEX yield sits — buying HTTs at each maturity, native staking, or amplified staking — using the app’s HEX Yield Curve tool, and rotate between them as the curves cross.
When it pays: Whenever relative value diverges; this is how you decide which of the other strategies is currently mispriced in your favor.
Watch out: The tool’s output is entirely forecast-dependent — bad payout-per-T-Share assumptions in, bad crossovers out.
Sources: C3Works · HEXFire (publishes forecast sets) · Manual Ch. 17 — Reading the App · Guide: The Yield Curve
T4Farm-Migration Pair
Tested bad (2026-09-23): At the one boundary so far, 2025-10-09, the newly farmed maturities fell and the cut ones rose: long the entrant and short the cut anchor lost 5–26% on every pairing within 60 days, with 0–5 of 20 entry days positive. Ahead of 2026-10-09 every long leg entered in July–August has a negative median; the short leg on HTT-3000 is the only one positive (+1.5%), and only a minter can hold that leg.
The farm schedule pre-announces forced LP migrations — a retiring maturity loses its ACTR reason to hold while the entering one must assemble LP from fresh tokens. Position the relative-value pair ahead of the flow.
The edge, if it works: Scheduled, public, and repeating each October; the asymmetric leg is the retiring maturity’s widening, which no supply valve absorbs.
Why it might not: Fails if unincentivized LPs simply hold, or minters satisfy the new demand before the spot bid materializes.
Modeled by hexbonds — our own analysis, not a practitioner’s.
T5Loan-Deadline Buy
Untestable (2026-09-23): Never fired: no matured series with a pool carried a single loan-minted HTT, so no deadline has forced a buy-back yet, and the above-par closes before HTT-2460 matured (1.039) and ahead of HTT-2490’s maturity (1.011) came with no loans outstanding. The first test is HTT-2700 on 2027-04-24, with 230,000 loan-minted HTT against a pool holding about 370,000.
HTTs minted as loans must be bought back before their redemption day — so where circulating loan-float is large, buying that maturity’s discount ahead of the deadline positions you in front of forced, price-insensitive cover flow.
The edge, if it works: A mechanically scheduled mini-squeeze: the discount compresses into a known date.
Why it might not: Fails when borrowers never sold their mints, accept the penalty irrationally, or fresh minting floods the premium — the edge is the discount, never the chase above par.
Modeled by hexbonds — our own analysis, not a practitioner’s.
L · Liquidity and Farming
HTTs pooled with HEX or another HTT for swap fees, and the pool tokens farmed for ACTR.
L1Farmed HTT/HEX Liquidity
Tested works (2026-09-23): The farm has paid: holds of 91, 182 and 364 days ended with more HEX on 88%, 98% and 100% of entry days and beat a same-length stake on 86%, 98% and 100%, a median 40–48% a year (35% for entries in the farm’s second year). The farm matches a max stake down to an ACTR price of about 0.052–0.060 HEX (0.2055 on 2026-09-22; below 0.052 on 23% of days since launch). The farm leg falls 40% on 2026-10-09, HTT-3000’s farm closes that day, and every farm ends 2027-10-08. Selling is the limit: the farm’s ACTR is worth about $189,000 a year against about $13,700 of ACTR on the exchanges.
Deposit HTT/HEX LP tokens into Actuator’s farms and earn ACTR emissions on top of swap fees. 75% of the fixed 1B ACTR supply flows to farmers over a front-loaded three-year schedule (Oct 2024 – Oct 2027), with longer-dated farms carrying heavier weights.
When it pays: Richest right after each farm launches, while deposits are small and emissions are early — APR is inversely proportional to TVL and decays as capital piles in. No lock, no minimum, withdraw any time.
Watch out: Paid in ACTR — the realized return depends on ACTR’s price when you sell. Emissions end around Oct 2027.
Sources: RJ & C3Works · HEXFire · official tutorials · Manual Ch. 10 — Farming · Guide: Farm ACTR
L2Minted-Inventory Liquidity
Tested works (2026-09-23): The minted half of the pool costs nothing up front, so on the HEX actually put in, the farm paid about twice its posted rate (40–52% on 2026-09-19). Every entry day since launch ended ahead on every anchor at 90, 180 and 365 days (medians +14.5–18.9%, +25–31% and +62–78%), the worst 180-day result +16% through ACTR’s 90% slide; the position beats a stake while ACTR holds above a tenth of its 2026-09-22 price. The play needs a stake that can mint an anchor maturity and an exit before that maturity’s day, and lasts only as long as the farm: 40% smaller from 2026-10-09, over on 2027-10-08. The self-repaying version, farm and vault income buying back the mint, retired the whole debt only for loops opened in the first eleven weeks after launch.
Mint HTTs but never sell them — pair them with your own HEX in the pool and become the market for your own paper, earning swap fees and farm ACTR on inventory conjured from your stake’s future value.
The edge, if it works: Zero directional sale; the debt self-cancels at maturity when you withdraw near par, redeem, and end the stake on schedule.
Why it might not: Requires HEX on hand equal to the minted side, and fee income depends entirely on trading churn that may not materialize.
Modeled by hexbonds — our own analysis, not a practitioner’s.
L3HTT/HEX Liquidity
Tested marginal (2026-09-23): The fee leg ran 0.25–2.74% a year by quarter on the anchor pools, measured from the value of the LP token itself over each whole quarter. A pool position is half an HTT position, so the HTT’s price decides the result: 364-day holds ended with more HEX on 68–80% of entry days and beat a same-length stake on 56–72%. The fee leg matters stacked with the farm, not on its own.
Pair HTTs with HEX in a PulseX pool and earn swap fees on capital that keeps full HEX exposure. Both sides are HEX — present and future — so divergence loss is bounded by the HTT’s discount: far tamer than a typical volatile-pair LP, though not zero; drift just leaves you holding either HEX or discounted future HEX.
When it pays: Continuously, via swap fees that scale with HTT trading volume — mispricings, amplification runs, and redemption flows all pay you. Best when stacked with the farms (next strategy).
Watch out: The fee leg alone is small. Residual risks are cross-pool mispricings and heavy one-way selling near redemption.
Sources: C3Works & RJ · HEXFire · SupaMechaBoxy · Manual Ch. 15 — Liquidity Provision
L4HTT/HTT Liquidity
Tested marginal (2026-09-23): 53 HTT/HTT pools hold about $20,000 between them, the deepest $2,040; fees on the 27 PulseX pools ran 0.1–4.2% a year (1.1% weighted by depth), with no farm on any of them. The v3 range figure could not be checked from the chain.
LP two different-maturity HTTs against each other instead of against HEX: both converge to HEX on their own dates, so the relative price is bounded — which makes tight concentrated-range positions viable and anchors minor maturities to the major nodes.
When it pays: Ongoing fee APR while ratios stay in range; stacks with the underlying stake’s T-Share yield if you minted your inventory.
Watch out: These pools were low-TVL overflow pools as of late 2025, and efficient routing often bypasses them — volume may stay low. The best v3 figure is one person’s self-report.
Sources: HEXFire (named the network) · community LPers · Manual Ch. 15 — Liquidity Provision
L5Maturity-Window Liquidity
Tested marginal (2026-09-23): The harvest comes before redemption, not after: on HTT-2460, the one matured series with depth, 182 sub-par sells came in the 14 days before maturity and 8 after (at 0.982), and the pool lost 94% of its depth four days past maturity. Pooled from 14 days before to 21 days after, the position returned +0.52% at 1,000 HEX and +0.34% at 10,000 and lost 1.44% at 100,000 and 14.2% at 1,000,000; fees were 0.04–0.13%, and the gain is the pre-maturity discount on half the money. Holding only the final stretch before maturity (par-pin market-making) returned +0.27% at 10,000. The second sample is HTT-2490, maturing 2026-09-26.
Keep an LP position open through the weeks after a redemption day, when the HTT is redeemable at par, to harvest holders who sell slightly below par rather than redeem — then withdraw and redeem the accumulated HTTs yourself at exactly 1:1.
The edge, if it works: A recurring, calendar-predictable harvest at every redemption date.
Why it might not: The redemption right itself never expires; the tail risk is a backing stake left un-ended past HEX's 14-day grace, which the climbing end-stake bounty makes unlikely — check that the series' stakes are being ended.
Modeled by hexbonds — our own analysis, not a practitioner’s.
L6Outside-Protocol Farms
Untestable (2026-09-23): Every leg lives in an outside protocol — the emissions, the reward token and the pools; the basket pool is not in this site’s pool reads, and the basket token showed no priced pool on 2026-09-22. The HTT/HEX fee leg underneath is HTT/HEX Liquidity’s (L3).
Take the same HTT or ACTR LP exposure to external PulseChain protocols — basket pools that spread one deposit across the curve, gauge-boosted pools, partner farms — for extra or alternative emissions on top of the native fee streams.
When it pays: While the external protocol’s emissions run; best when a pool is newly launched and well-voted.
Watch out: The four-digit APR claims are the promoter’s figures, paid in the promoter’s token.
Sources: Various third-party teams · caveats from SupaMechaBoxy · Manual Ch. 19 — Risks (Third-Party)
V · Vaults and Fees
ACTR deposited in a maturity’s vault for a share of the 1% mint fee, and the plays built on the vault calendar.
V1ACTR Vault
Tested bad (2026-09-23): Buying ACTR to vault gained on about half of entry days and lost on the rest. Priced on each day, a 100,000-ACTR deposit locked for 90 days in the launch quarter earned 22–34% a year in fees while ACTR fell 46–86% against HEX during every such lock, and deposits of 1,000,000 ACTR or more lost 26–84% in HEX; from the second quarter of 2025 the same deposit earned 0.9–12.5% a year. Fees covered an ACTR drop in 0–13% of cases, and two swaps cost more than a 90-day fee on HTT-5000, HTT-6000 and HTT-7000 (vault yields 0.1–3.3% today). ACTR already held from farming earns an extra 0.4–3% a year in the vault; looping the fees back through the pool and the farm (the flywheel) trailed the plain vault by 1.4–3.0% a year. On today’s vault sizes and prices, a 90-day deposit of bought ACTR covers its two swaps, ACTR’s price unchanged, once a maturity sees 1.2 million HTT minted per 30 days at HTT-4000 (1.6 million in the last 30 days) and 7.3 million at HTT-7000 (0.2 million). The fees repay the ACTR’s full value — minting worth 100 times the vault’s value — in 30 years at HTT-4000 to 1707 at HTT-7000, at the last 30 days’ pace.
Deposit ACTR into a per-maturity vault and receive a pro-rata share of the 1% fee charged on every mint of that series, paid in HTTs — protocol revenue share, and the income leg that outlives the three-year farm schedule. Minters can vault first to recapture part of their own fees.
When it pays: Whenever anyone mints your vaulted series — launch windows, farm-driven minting, amplification waves. Picking the series people will actually mint is the skill ("a prediction market for HTTs").
Watch out: Explicitly usage-dependent — can pay nothing if minting stalls. 90-day minimum lock; top-ups reset the timer; early withdrawal burns a penalty that starts at 100% and shrinks linearly over the lock (at day 45 of 90 it is still 50% — audit-confirmed).
Sources: RJ & C3Works · HEXFire · community vaulters · Manual Ch. 11 — Vaults · Guide: ACTR Vaults
V2Launch-Calendar ACTR
Tested marginal (2026-09-23): Paid in ACTR, so the play is two exposures for one guess, and the record holds three episodes of one rally. ACTR bought 30–90 days before a launch and sold on launch day gained in 17 of 18 windows (+6% to +287%, against a median −4% to −9% from a random day), and ACTR bought ahead and vaulted at launch gained in 8 of 8 at 10,000 HEX; at 1,000,000 HEX every vault lost 27–61%. The first year’s farms opened at 672–873% a year and decayed to 38–40%; the second year’s opened at 47–49% and held 40–41%. The third year’s farm opens 2026-10-09.
A timing play around each annual HTT/farm launch: new farms open at their highest APR and decay as deposits flood in, and the launch mint wave pays the new vault heavily — so accumulate ACTR ahead, pre-position the new vault, and mint or farm the new series from day one.
When it pays: Concentrated in the weeks around each launch window; fades as pools fill. The calendar is public — tranches are announced months ahead.
Watch out: The widely-quoted launch-APR guesses are exactly that — guesses. The one narrated payoff was a token price run-up, which is circumstantial.
Sources: HEXFire · SupaMechaBoxy · community · Manual Ch. 10 — Farming (The Schedule)
V3First Vaulter
Tested marginal (2026-09-23): Real and small: on 2026-09-19, 21 vaults holding about 10,000 ACTR ($7.50) each yielded more than 50% a year, up to 661%, and at launch the first vaulters took 936% in two days on HTT-7000 — but everything a lone first vaulter has ever collected totals about 29,000 HEX, and all the non-anchor vaults together earn about $1,900 a year. A second vaulter halves the take.
Because vault payouts are pro-rata, the first vaulter at a maturity both switches the 1% fee on and captures all of it — so a minimal ACTR position in an empty vault ahead of expected mint flow collects the entire fee stream.
The edge, if it works: Extreme capital efficiency: near-zero ACTR at stake against 100% of a maturity’s mint fees for as long as you’re alone.
Why it might not: Pays nothing if nobody mints there — and your presence re-imposes the fee, which may itself divert the flow.
Modeled by hexbonds — our own analysis, not a practitioner’s.
V4Fee-Free Mint Window
Tested marginal (2026-09-23): The waiver is real and runs until someone first deposits ACTR in the new maturity’s vault: 81 mints paid no fee, saving 96,714 HTT in two years, 68% of the saving on the launch-day anchor mints of October 2024, every mint before that maturity’s first vault deposit. No vault has emptied and waived again — the only vault ever emptied, HTT-2340’s, saw no mint after. The 1% is the whole edge, and a market still has to be built.
A micro-edge baked into the protocol: mints at a brand-new maturity pay no fee until someone deposits ACTR in its vault, because the 1% only flows to ACTR staked in that day’s vault — and a vault can’t have depositors before its HTT exists.
When it pays: Only if you make that market yourself: a new maturity has no pool until someone seeds one, while an existing maturity already has buyers and a price.
Watch out: The new HTT has no trading pool, so your fee-free tokens are illiquid until someone — usually you — seeds a two-sided market at real cost. Of the 63 maturities ever created, 49 have a pool today, most of them small.
Sources: Official FAQ · this site’s manual · Manual Ch. 6 — Minting
V5Vault Rotation by Farm Calendar
Tested bad (2026-09-23): A bet on ACTR’s price, not a yield: across all 3,076 possible 90-day vault windows the position gained 54% of the time on a median 1.7% fee, while ACTR moved −66% to +250% against HEX (10th to 90th percentile). A 100,000-ACTR newcomer at the October 2024 launch netted +5% to +37% after ACTR fell 42.5%, and the later launches (HTT-7777, HTT-7900, HTT-8000) netted −5%, −5% and −47%. Vault yields were 0.0–3.6% a year on 2026-09-19.
Rotate vaulted ACTR between maturities using the published three-year farm schedule as a mint-volume forecast — and do the 90-day-lock arithmetic so you are never trapped through a scheduled fee drought.
The edge, if it works: The schedule is fixed and public while the lock punishes late reactions — being early is the whole edge.
Why it might not: Top-ups reset the entire position’s lock; mis-timed deposits trap the full stack.
Modeled by hexbonds — our own analysis, not a practitioner’s.
C · Combinations and Protocol Roles
Several of the plays above held together, and roles the contract opens to anyone: issuer and end-staker.
C1Four-Layer Stack
Tested marginal (2026-09-23): Entered weekly since each farm opened and held to 2026-09-19, the stack ended ahead on 90 of 98 entries on HTT-3000, 92 of 98 on HTT-5000 and 71 of 98 on HTT-7000, a median 17–31% a year against 4.3% for a max stake opened the same days. Nearly all of the gain is the farm, paid in ACTR: the LP leg alone ran −13% to 0% a year, and with ACTR at a tenth of its price the same entries lost 3–9% a year. The farm leg falls 40% on 2026-10-09 and ends 2027-10-08.
The deliberate combination: a discounted-HTT or minted base position, plus HTT/HEX LP fees, plus ACTR farm emissions on the LP, plus vaulting the farmed ACTR for mint-fee HTTs. The base position and the LP leg compete for the same HTTs, the farm needs the LP and the vault needs the farmed ACTR — each leg can still be unwound on its own.
When it pays: Continuously across the layers: the fixed leg at redemption, the farm leg while emissions run, the LP-fee and vault legs indefinitely — strongest when deep discounts and high farm APRs coincide.
Watch out: The quoted blends add legs denominated in different assets (HEX, fees, ACTR) with different risks — there is no audited all-in figure, and the farm leg dies around Oct 2027.
Sources: HEXFire · RJ & C3Works · SupaMechaBoxy · Manual Ch. 14 — Stacking Yield
C2Fixed/Floating Split
Tested marginal (2026-09-23): Measurable after all: the February 2025 payout cut (7.6 to 1.5 HEX per T-Share a day within a week) cut the stake leg’s projected return by 20–57% for positions opened before the cut, while the HTT leg’s payoff at maturity held — though HTT-5000 and HTT-7000 fell 32% and 45% in price over the next six weeks. Held to maturity the blend beat a pure stake on 59–99% of days, depending on the anchor, and beats holding only HTTs only if the payout averages 1.8 to 14.8 times the 2026 rate until maturity (the highest 30-day average on record: 8.1 HEX). Today every anchor series’ fixed yield beats the 3.8% floating rate, so the fixed leg is the cheap one to hold.
Deliberately split exposure between variable-rate HEX (native stakes, HSIs) and fixed-rate HTTs, so a sudden payout cut can’t gut your whole yield. The HTT’s purchase discount is locked and its par redemption contract-enforced — a fundamentally different exposure to the same asset.
When it pays: Protects — and relatively outperforms — whenever variable payouts fall: origin-address moves, big stake creation, share-rate jumps. A Feb 2025 event cut staking outlooks within days; the HTTs’ payoff at maturity held, though their market prices fell too.
Watch out: Costs upside if variable rates rise instead. It’s a blend, not a switch — insurance value rather than a quotable return.
Sources: C3Works (co-founder) · Manual Ch. 7 — The Yield Curve · Actuator vs Native Staking · Simulate on the Yield Curve →
C3New-Maturity Issuer
Tested bad (2026-09-23): The part only an issuer earns — the seeded pool’s fees and price — lost to a stake of the same term on 13 of 13 community series that found adoption, even with every HTT held to par (0.2–2.3% a year against 1.5–4.1%); the vault fees that did pay are open to anyone who vaults. With ACTR vaulted from day one, four of the five long-dated issues lost 3–20% a year as the seeded pool bought HTT all the way down. The sixteen maturities created on 2026-09-14 by one address have two or three minters each, pools of $113–$146, and 27 HEX of pool fees between them.
Anyone can create a brand-new HTT for any future HEX day and capture the issuer economics: set the initial pool ratio, earn LP fees as its market maker, and own effectively all of the 1% mint-fee flow by pre-funding its vault with your own ACTR.
When it pays: The long game: mint fees as others adopt your maturity, LP fees with volume. Whale-suited; scales only with ecosystem growth.
Watch out: Fragmented liquidity hurts everyone — the community actively discourages proliferation, and adoption may simply never come. A meaningful market needs real seed capital.
Sources: HEXFire (published a launch recipe) · SupaMechaBoxy · C3Works · Manual Ch. 6 — Minting · Manual Appendix A — Contract Addresses
C4End-Stake Bounty
Tested marginal (2026-09-23): Works exactly as the contract says and pays almost nothing: 12 of 34 collateralized stakes were ended by a non-owner, for 20.85 HEX in bounties in two years; owners ended their own stakes 0–7 days after maturity, and the bounty starts only on the fourth day. The catalyst variant — buying a stalled series below par, then ending the stake — never had an opening: every series was ended within 7 days, nobody bought between maturity and the first end, and no matured series has an un-ended stake today.
Protocol-native bounty income: when a delegated staker with HTT debt fails to end their matured stake, anyone may end it for them — and an escalating slice of the escrow — the rewards of the stake’s last 10% of days — pays whoever executes it.
When it pays: Opportunistic windows starting about three days after each redemption day, on forgotten or abandoned stakes — likely common over 15-year horizons and at big maturity clusters.
Watch out: Expected to become a bot race; the retail edge may not survive.
Sources: RJ & C3Works · official docs · Manual Ch. 6 — Minting (Escrow)