Two markets. One price.

An experiment built around NET and USDG.
When markets drift, arbitrage brings them back into sync.

Distributed to holders

The experiment is already moving.

NET
USDG
live from PAR
The idea

Hold SYNC.
Let the markets move.

SYNC / NET  ↔  SYNC / USDG

Markets drift. Arbitrage syncs them.
Trading creates fees. Holders receive them.

No staking. No claiming. Just hold.

An experiment with potential

Small by design.

SyncNet begins with one simple mechanism: one token living between NET and USDG.

What happens if that simple loop grows?

Deeper liquidity. More activity. More efficient markets. Maybe something larger emerges from the experiment.