> ## Documentation Index
> Fetch the complete documentation index at: https://supersmooth.mintlify.site/llms.txt
> Use this file to discover all available pages before exploring further.

# Frequently Asked Questions About Supersmooth

> Answers to common questions about custody, Safe accounts, automations, borrow rates, fees, Multiply vs perpetual futures, liquidations, and more.

Answers to common questions about using Supersmooth.

<AccordionGroup>
  <Accordion title="Do I keep custody of my funds when 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.
  </Accordion>

  <Accordion title="Why does Supersmooth create multiple Safes for me?">
    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.
  </Accordion>

  <Accordion title="What happens to my positions if Supersmooth shuts down?">
    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.
  </Accordion>

  <Accordion title="Which lending protocol should I use on Supersmooth?">
    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.
  </Accordion>

  <Accordion title="Why did my Supersmooth automation not fire at exactly my trigger price?">
    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.
  </Accordion>

  <Accordion title="Why can't I set my stop closer to my Liquidation LTV?">
    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.
  </Accordion>

  <Accordion title="Can I run Stop Loss and Auto Sell together?">
    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.
  </Accordion>

  <Accordion title="Is the Stop Loss on a Borrow position really free?">
    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, 25 bps to $1M, 15 bps to $10M, and 5 bps above $10M.
  </Accordion>

  <Accordion title="How is the borrow rate displayed by Supersmooth calculated?">
    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:

    ```text theme={null}
    Net Borrow Rate = (venue borrow APY × 1.075) − (venue supply APY + native staking APY) × collateral value ÷ debt value
    ```

    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.
  </Accordion>

  <Accordion title="Is Multiply or are perpetual futures cheaper for exposure?">
    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.
  </Accordion>

  <Accordion title="Can I be partially liquidated on Supersmooth?">
    Partial liquidation depends on the venue. Supersmooth position pages state each venue's liquidation design and penalty.
  </Accordion>
</AccordionGroup>


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