The first protocol to lend against prediction market positions.
When Polymarket moved $1.34B on a single Super Bowl, it proved more than volume — it proved event contracts are liquid, institutional-grade instruments. A new asset class, created in plain sight.
The gap: every dollar in an open position sits frozen until resolution. A YES share at $0.72 is priced collateral — yet every lending protocol passes on it. Not for lack of value. For lack of infrastructure to underwrite it correctly.
Revalon built that infrastructure. Not a prediction market. Not lending bolted onto one. The credit layer this asset class always needed — purpose-built, from the math up.
Open positions locked in prediction markets right now. Earning nothing. Going nowhere. Revalon unlocks every dollar.
More borrow power versus any flat-LTV competitor. Because a YES share at $0.72 is not worth $0.30. It's worth what the math says it's worth.
Total addressable market by 2027. Growing at 66.7% CAGR. CFTC-legal. Permanent. Revalon is the only protocol positioned to capture the full stack.
Lend, borrow and Leverage against event-contract positions on the venues traders already use. One protocol connecting both sides of the book.
Supported collateral
Borrow path
Lending on paired positions$3,000
Borrowing for event positions
One event position—more borrow power than flat LTV.
Borrow against open prediction-market positions—no unwind, no information leakage.
85% of origination fees flow to suppliers. No token emissions.
Policy-gated vaults. Collateral moves only when on-chain conditions are met.
ERC-1155 tokens from supported venues enter the Revalon vault as collateral.
Paired YES+NO and directional exposure are priced separately when setting your borrow limit—not a flat 30% haircut on the whole position.
Draw USDC or USDT up to your limit. Fixed origination fee, one transaction.
Market redemption auto-settles the loan. Reclaim your position value.
Deposit into RelayLendingPool and receive a rate-tracking receipt token.
Exchange rate rises as borrowers pay origination across isolated pools.
Redeem when liquidity allows. Utilization and APY visible on-dashboard.
Connect your wallet, get a signed quote, execute on-chain. Isolated pools per market—one disputed resolution cannot spread to the rest of the book.
Read the full documentation →Lending against open prediction positions is uncharted — and uncharted markets demand more discipline, not less. We built Revalon to put idle capital to work, not to extract from the people using it. Risk stays visible. Rates stay algorithmic. The goal is alignment: capital efficiency, correctly priced.
Nothing in this protocol runs on discretion. LTV tiers, liquidation thresholds, and borrow rates trace to models you can inspect — a seven-signal underwriting engine, not a governance poll. We show the work. That's the bar before institutional capital moves.
Floor and directional exposure priced separately: 50% LTV on guaranteed pairs, 25% on risk — vs. 30% flat from generic lenders. +33% more borrow power on the same position.
One market, one pool — zero shared liability across events. A disputed resolution in one pool can't touch lenders in another. Architectural isolation, not policy.
7 live signals — expiry, probability, spread, utilization, and more — drive every margin call and liquidation. Settlement logic is resolution-native, not bolted on.
Polymarket ERC-1155 + Kalshi CFTC attestation — two regulatory regimes, one vault. Tokens release only on verified outcomes. No admin keys. No discretionary sweeps.
Built by engineers from MetaKeep (NASDAQ: RZLV)
The credit layer for prediction markets