Yourcapitalshouldn'twaitformarketstoresolve.
Variable-rate borrowing for prediction markets with dynamic LTV and isolated risk pools.
The Problem
Prediction markets
lock your capital.
The longer the time horizon, the bigger the opportunity — and the bigger the capital trap. Long-dated prediction market positions are among the most illiquid assets in crypto.
currently locked in open prediction market positions globally
You take a position
You buy YES shares on a long-dated market. Each share redeems for $1 if you're correct. You're confident.
Capital locks for months
Resolution is 9 months away. Your USDC is now immobilized — you can't redeploy, hedge, or use it elsewhere.
New opportunities emerge
A mispriced market appears. Arbitrage windows open. You can't act — your capital is trapped in an unresolved event.
The opportunity cost compounds
Month after month, idle capital earns nothing while the rest of DeFi yields, compounds, and moves.
The Solution
Term loans for
event positions.
Revalon Finance brings institutional-grade underwriting to prediction-market collateral. Deposit eligible positions, unlock liquidity, and keep strategic flexibility without forcing an early exit from your market thesis.
Variable-rate lending
Borrow rates update with utilization, liquidity quality, and event risk, so pricing adapts as markets move instead of staying stale.
Isolated lending pools
Each market runs in its own risk pool so losses and disputes stay contained to opted-in lenders, not the entire protocol.
Dynamic LTV by market quality
Borrow limits adjust by liquidity depth, volatility, open interest, and time-to-resolution, keeping leverage conservative where risk is highest.
Non-custodial risk controls
Collateral remains contract-gated with transparent policy updates and deterministic recovery paths throughout the loan lifecycle.
How it works
Deposit shares
Transfer your ERC-1155 prediction market tokens into the Revalon non-custodial vault.
Borrow, repay, settle per market
Variable-rate borrowing, isolated pool accounting, and resolution-aware flows keep each market compartmentalized while rates track utilization and risk.
Non-custodial guarantee. Collateral release is contract-gated and policy-driven. Users remain protected by transparent on-chain controls throughout the loan lifecycle.
Loan Estimator
Show the math
Dynamic LTV preview model
I have paired YES+NO positions
Paired shares usually receive higher LTV than directional risk. Final LTV updates dynamically by market conditions.
Revalon gives you $2,800 more
+93% more borrow power on the same collateral vs. a generic 30% lender. Borrow rates are variable and adjust by pool utilization and market risk.
+93%
your advantage
Product preview
Borrow against your shares,
without losing exposure.
A high-level simulation of how collateral, variable borrow rates, and dynamic LTV can evolve across deposit, borrow, repay, and withdraw actions. Markets are designed to run in isolated risk pools, and final policy parameters are set conservatively in phased rollout.
Position value
$50,000
Collateral quality
60%
Borrowed debt
$20,000
Arbitrage · Product
Exploit inefficiencies at scale.
Algorithmic arbitrage app.
Detect price discrepancies across platforms, execute multi-leg strategies, and capture edge before it closes. Arbitrage is designed to work alongside Revalon Finance as the broader execution + liquidity stack matures.
US Midterm Elections 2026
Polymarket / Manifold
Fed rate cut by Sept 2026
PredictIt / Polymarket
BTC above $120k by Q3 2026
Manifold / Predict.fun
Revalon Finance · Early Access
Capital efficiency,
not just alpha.
Revalon Finance is building underwriting infrastructure for prediction markets. Early access launches in 2026 — join the waitlist to be among the first borrowers when we go live.
What you get
Revalon Finance · Early Access
Join the waitlist
Reserve your spot for Revalon Finance early access. No spam, ever. Arbitrage is already open — browse markets now.
Roadmap
From research to
institutional app.
A phased rollout from controlled beta to broader liquidity network — intentionally conservative, data-led, and focused on production reliability over hype.
Architecture & Validation
Q4 2025
- Floor-aware LTV model design
- Two-bucket collateral architecture
- Market structure & counterparty risk analysis
- Contract and policy architecture specification
- Settlement and asset abstraction design
Closed Testnet Beta
Q2 2026
- Polygon Amoy closed-beta deployment
- Non-custodial vault + floor-aware underwriting
- Resolution-aware term loan origination
- Controlled repayment and recovery operations
- Pilot risk and UX feedback loops
Pilot Launch
Q3 2026
- Mainnet pilot with strict exposure caps
- Selective borrower onboarding
- Safety-first ops and live stress validation
- Borrow + repay flows with real settlement assets
- Risk and policy calibration from production data
V1 Hardening & Expansion
Q4 2026
- Automation and monitoring hardening
- Expanded market coverage and collateral support
- Operational analytics and health telemetry
- Broader borrower onboarding
- Public product reliability milestones
Liquidity Network
2027
- Lender yield product maturation
- Developer API and integration surface
- Multi-platform collateral strategy
- Cross-chain liquidity pathways
- Governance and long-term incentive design
Architecture & Validation
- Floor-aware LTV model design
- Two-bucket collateral architecture
- Market structure & counterparty risk analysis
- Contract and policy architecture specification
- Settlement and asset abstraction design
Closed Testnet Beta
- Polygon Amoy closed-beta deployment
- Non-custodial vault + floor-aware underwriting
- Resolution-aware term loan origination
- Controlled repayment and recovery operations
- Pilot risk and UX feedback loops
Pilot Launch
- Mainnet pilot with strict exposure caps
- Selective borrower onboarding
- Safety-first ops and live stress validation
- Borrow + repay flows with real settlement assets
- Risk and policy calibration from production data
V1 Hardening & Expansion
- Automation and monitoring hardening
- Expanded market coverage and collateral support
- Operational analytics and health telemetry
- Broader borrower onboarding
- Public product reliability milestones
Liquidity Network
- Lender yield product maturation
- Developer API and integration surface
- Multi-platform collateral strategy
- Cross-chain liquidity pathways
- Governance and long-term incentive design
Phases and timelines are indicative and subject to revision. Protocol parameters will be calibrated from live pilot data before each expansion phase.
FAQ