Sleeve
15:00#----Open
Live on Robinhood Chain · 4663

A whole sector,
held — not tracked.

Deposit USDG. The protocol buys the constituents at basket weights, holds them in on-chain custody and mints you a Sleeve — a share token backed by the assets themselves, not by a formula on a chart. Redeem it in-kind whenever you want out: burn the Sleeve, take your slice of every position straight from custody.

Epoch
15 min
orders net, then settle
In-kind
0.05%
no oracle, no DEX
Sleeves
7
live at launch
Browse the SleevesRead the mechanics
$SLVcontract announced at launch
Lifecycle

Deposit, custody, exit.

The whole life of a Sleeve is three steps forward and two ways back. Nothing about it depends on a counterparty staying solvent or an index provider staying honest.

  1. 01

    You deposit USDG

    File a creation into the open epoch. It nets against the redemptions filed alongside it before anything reaches the market.

  2. 02

    Custody buys the basket

    At settlement the protocol acquires each constituent at the basket's target weights and holds the whole block in on-chain custody.

  3. 03

    You hold a Sleeve

    One share token, priced at the fill. It is a claim on the assets in custody — not a reading of an index, and not a synthetic.

Always available

Redeem in-kind

Burn your Sleeve and receive your proportional share of every constituent straight from custody. No oracle, no DEX, no slippage. This path stays lit even when everything else is paused.

0.05% flat

At the next epoch

Sell the basket back to USDG

One button, two operations: redeem in-kind, then sell into the netted epoch. Priced at settlement, with the flow-impact fee shown in full before you file.

flow fee, quoted up front

The epoch

Fifteen minutes, one price, one net trade.

Orders do not go to market as they arrive. They queue into a 15-minute epoch, and at settlement the creations and the redemptions are set against each other. Only the difference is executed — everything that matched has already cleared, internally, at the same price.

Epoch #4127 · sMAG7Illustration, not a live reading
Creations in
USDG deposited this epoch
$1.84m
Redemptions out
Sleeves filed for USDG
$1.31m
$1.31m matched internally — never reaches the market
Net to market
the only trade executed
$0.53m

71% of the flow in this epoch cleared without touching a venue. The rest — $0.53m — is executed as a single order, and every participant in the epoch is filled at the same settled price.

Costs fall with the volume that never trades

Matched flow settles against itself at the epoch price. It pays no spread, no market impact and no venue fee, because it never reaches a venue.

There is no order to front-run

Nobody can see the net delta before the epoch closes, and inside an epoch the price is one price for everyone. A sandwich has nothing to sit either side of.

Rebalancing rides on the flow

Weights are corrected using the orders already arriving, not by scheduled trades on a published calendar — so there is no predictable rebalance window to trade against.

Price & weights

The market price is held to NAV by arithmetic.

Nothing here is a promise to defend a peg. The Sleeve tracks the value of what is in custody because there is always a profitable trade for anyone who notices it has drifted.

Secondary price vs NAVIllustration, not a live reading
NAVpremium → mint, then selldiscount → buy, then redeem

Each marked point is a trade that pays: the gap is the profit, and taking it is what closes it.

The price is anchored by a trade anyone can do

If a Sleeve trades above the value of its basket, minting at the protocol and selling into the market is profitable — and that selling pushes it back. Below NAV, the trade runs the other way: buy the Sleeve, redeem it in-kind, sell the constituents. The gap closes because closing it pays.

Redemption is what makes the anchor real

An arbitrage argument is only as good as the exit behind it. In-kind redemption is permissionless and always open, so the trade that closes a discount can always be completed — it does not depend on the protocol choosing to honour it that day.

Weights are corrected by flow, not by calendar

Drift is worked off using the creations and redemptions already arriving: a creation is filled in whichever constituents are underweight, a redemption drawn from whichever are over. There is no scheduled rebalance for anyone to trade ahead of.

Against the alternative

An index shows a number. A Sleeve holds the asset.

Analytic indices compute a basket price and publish the weights. Sleeve Markets keeps the basket itself in custody, so the token is a claim on the asset rather than a reading of it.

AxisAnalytics indexSleeve Markets
What it isA formula and a published compositionThe tokenized shares themselves, in on-chain custody
What you holdA number on a chartA claim on the assets behind the number
ExitNone — it is analytics onlyRedeem in-kind from custody, or USDG at the next epoch
DividendsNot held, so nothing to distributeReinvested into NAV, time- and volume-weighted
PricingA formula NAVThe actual epoch fill, reconciled against custody
RebalancingA published calendar anyone can trade ahead ofWorked off with incoming flow — no scheduled trade
VerificationTrust the published numberThe NAV Prover sums custody and asserts it equals NAV
The catalogue

Seven sectors, held whole.

Each Sleeve is one sector of tokenized equities, bought at published weights and kept in on-chain custody. Every constituent and every target weight is public before you deposit anything.

Risk disclosure

Read this before you file.

Sleeve Markets names the epoch and the fee on every order, and states its risks the same way. The full mechanics are in the docs.

Custody is a multisig in V1
The Custody Vault is held under a multisig with a 48h timelock, not a trustless contract-only design. Deposits are capped until the public audit of the Minter, Redeemer and Custody Vault completes.
Base-exchange basis risk
A Sleeve tracks tokenized shares whose price is set on the base exchange. Outside session hours NAV is struck from the prior close, and secondary-market premium or discount is not suppressed.
Epoch timing risk
Primary orders are batched and priced at settlement, not at the moment you file. If the epoch VWAP breaches the 50bps tolerance band the epoch cancels and your order rolls to the next cycle.
The backstop is capped
The Backstop Module is first-loss capital with a 30% slash cap. It absorbs a bounded amount of loss — it is not an insurance guarantee of principal.

Own the basket. Take it back whenever you like.

Every figure on this site reconciles to custody. Every order names its epoch and its fee before you sign it.