This vault runs a weekly strategy using a structured product called Twin Peaks. The strategy defines a range for participating in market movements and generates a linear rate of interest as the price increases or decreases up to the upper and lower barriers respectively.
The Twin Peaks note generates a positive return on investment in bullish as well as bearish markets, as long as the underlying asset price doesn't breach through a predetermined barrier. The unique structure of these products makes it possible to turn a modest loss in the underlying asset into a modest gain on your investment. The strategy is 100% principal protected and returns are captured linearly in range-bound markets for price movements in either direction.