Scenario simulator
Model the decision before it becomes a transaction.
Move the sliders. Scenario cost, above-threshold loss, and the loss distribution recompute live for education — no spreadsheet required.
State
Per-swap notional$5.0K
$100$50.0K
How much you typically swap in one transaction.
Sandwich frequency1.2%
0.1%10.0%
Arkham 2026 baseline ≈ 1.2% of swaps get sandwiched.
Average sandwich loss40 bps
10 bps150 bps
Mean loss per sandwiched event.
Time horizon30 days
1 days365 days
How long a window you want to model.
Scenario threshold100 bps
10 bps300 bps
Only modeled losses above this trigger count toward the above-threshold amount.
Scenario cost
$0.80
Above-threshold loss
$0.00
Scenario ratio
0.0%
Free educational scenario. Modeled output, not a prediction or execution recommendation.
Scenario note
Over 30 days this scenario models about 36 times, of which ≈0.4 show sandwich exposure — a modeled $8.64 in raw loss. At a 100bps threshold, the scenario changes how much loss sits above the trigger.
Loss is concentrated below the threshold
Probability density of per-event loss, in basis points
Source: lognormal fit to Arkham 2026 sandwich-loss sample.