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Koyomi

Named, not delivered. Tokenized assets trade while their reference market is closed. The piece would treat the weekend and off-hours gap as a sensed quantity and flatten leveraged exposure ahead of a recurring closure when the gate commits. It shares its evidence base with MONARK Bell.

In one picture

Koyomi: entry, mechanism and output.KoyomiactupcomingENTRYThe calendar and the gapthe reference market's sessions andclosuresthe gap MONARK Bell publishes, sessionby sessionMECHANISMThe off-hours gap, gatedone class per regimeovernight, weekend and holiday keptapartOUTPUTAn exposure change, gatedflatten, hold or restoreon commit onlyDrawn in the style of its register status: upcoming.
Koyomi executes on commit: what it reads, how it works, what it hands on. The boxes are drawn in the style of the register status; the words come from this page’s data and the contract titles from the frozen schemas.

What exists today

What it does not claim

Sources

  • Cong, Landsman, Rabetti, Zhang and Zhao (2025) Tokenized Stocks. SSRN working paper 5937314. read in full Used for overnight and weekend deviations of tokenized equities from the last close.
  • Kenneth R. French (1980) Stock Returns and the Weekend Effect. Journal of Financial Economics, vol. 8, no. 1, pp. 55-69. not yet obtained Used for the historical antecedent of the weekend gap, cited as a name only until obtained.

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