A hybrid approach to liquidity pools merges stable pool mechanics with yield-generating lending markets. These boosted pools work by deploying unused capital to major lending protocols while keeping liquidity readily accessible for traders through buffer reserves—no waiting, instant execution when needed.

The real appeal? LPs aren't stuck choosing between trading fees or lending returns. They capture both simultaneously. Swap fees come in from regular market activity, while the idle portions sit in lending markets earning additional yield. It's essentially double-dipping without the complexity.