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Answers to common questions about using Supersmooth.
Yes, always. Supersmooth positions live in Safe smart accounts owned solely by your wallet. Supersmooth cannot access, freeze, or move your assets, and Supersmooth interface restrictions cannot affect onchain ownership.
Supersmooth creates one Safe per position type, deliberately. This isolation means an issue in one position type can never reach collateral in another position type. The Supersmooth Portfolio view aggregates all positions regardless of how many Safes you have.
Your positions live on the underlying protocols (Aave, Morpho, Spark, and others) inside standard Safe accounts you own. You can operate those positions through any Safe interface or through the protocols directly.
The right protocol depends on what you are optimizing for. Aave v3 offers the deepest blue-chip liquidity. Spark offers stable governance-set stablecoin rates. Morpho Blue offers immutable isolated markets. Compound v3 offers minimal protocol complexity. Euler v2 offers modular vault variety. Fluid offers maximum capital efficiency.
Supersmooth verifies triggers against the venue’s oracle in the execution block, and execution takes time. In fast markets, fills can differ from the trigger. The Supersmooth execution buffer exists to keep a stop ahead of the venue’s liquidation engine.
A stop within 5 points of the Liquidation LTV would likely lose the race to the venue’s liquidation engine, so you would pay the liquidation penalty while believing the position was protected. Supersmooth blocks configurations that cannot actually protect a position.
Yes. Auto Sell must trigger at least 3 points below the Stop Loss so the soft defense fires first. If both trigger simultaneously, only the Stop Loss executes. Stop Loss and Trailing Stop Loss are mutually exclusive, because a position can have only one stop type.
Yes. Protection executions on Supersmooth Borrow positions carry no Supersmooth fee. On Multiply positions, protection executions pay the standard tiered Position Swap Fee on the trigger swap: 30 bps below 100k,25bpsto100k, 25 bps to 1M, 15 bps to 10M,and5bpsabove10M, and 5 bps above 10M.
Supersmooth displays two different numbers, which answer different questions.The borrow APY on a Supersmooth market is the venue’s borrow rate × 1.075. The Supersmooth Borrow Spread is inside that displayed number and is not added at settlement.The Net Borrow Rate on a Supersmooth position goes further by crediting what the collateral earns against what the debt costs:
So a wstETH against USDC position is not only paying the USDC borrow rate; that position is also earning staking yield on the collateral side, scaled by the collateral-to-debt ratio. If the collateral side out-earns the debt side, the Net Borrow Rate is negative, meaning the position pays you.
Supersmooth Multiply and perpetual futures price exposure differently. Multiply costs the venue borrow rate plus the Supersmooth Borrow Spread. Perpetual futures cost the funding rate plus trading fees. Funding fluctuates with market positioning and can exceed or undercut borrow rates. For longer-held directional positions, borrow-rate exposure is often cheaper. For short-dated trades and precise sizing, perpetual futures are usually the better instrument. Supersmooth displays both so you can compare per trade.
Partial liquidation depends on the venue. Supersmooth position pages state each venue’s liquidation design and penalty.