Liquidity Removal Stress Test
Measure how the same token exit deteriorates when proportional pool depth disappears.
Data basis
Formula
Model
Price versus depth
Proportional LP removal does not itself move spot price. It reduces both reserves, so the next trade has greater price impact.
Stress assumptions
Total balanced V2 pool value.
Pre-removal spot price.
Same gross token sale in both states.
Proportional withdrawal from both reserves.
Applied to the token input.
Exit deterioration
Remaining liquidity
$500,000.00
Spot after removal
$1.00
Unchanged before the stressed exit
Proceeds before
$9,775.08
-3.88% post-trade spot impact
Proceeds after
$9,587.64
-7.53% post-trade spot impact
Proceeds lost
$187.44
1.92% worse execution