Most people think liquidity is just about capital size. Wrong. It's about how that capital actually behaves when things get messy.

Here's the difference: traditional setups see LPs panic-selling during volatile periods, creating a death spiral. New approaches like what some emerging protocols are exploring flip the script entirely.

By syncing LP yields with professional market-making activities and using neutral collateral structures, you fundamentally change the game. Reflexive exits during stress events become less likely. The system doesn't amplify downturns through cascading withdrawals.

It's not rocket science—it's just aligning incentives so liquidity providers stick around when markets need them most, rather than bolting at the worst possible time.