Games for a Living

Allocation Structure & Vesting Schedule
The GFAL tokenomics are divided among six primary stakeholder groups, collectively accounting for 100 % of the supply. The Team receives the largest single slice at 18 %, while the Ecosystem pool is the most heavily weighted overall, aggregating 28 % across four line items (15 % + 7.5 % + 5 % + 0.5 %). The Foundation and Investors each hold 15 % and ≈16.4 % respectively (the latter split into three sub‑allocations of 15 %, 1.25 % and 0.14 %). Treasury allocations total ≈20.6 % (10.61 % + 10 %), and Advisors are allocated 2 %. While the percentage breakdown is clear, the on‑chain data and official documentation do not disclose absolute token amounts, cliff periods, or vesting durations for any category. Consequently, the precise release cadence remains opaque, limiting the ability to model future supply dynamics with confidence.

Upcoming Unlocks, Risks & Confidence
Because specific vesting terms are unavailable, pinpointing exact unlock dates is not possible; however, standard industry practice for comparable projects suggests a 12‑ to 24‑month linear vesting schedule for team and advisor allocations, with ecosystem and treasury funds typically released in quarterly tranches after an initial 6‑month cliff. The lack of transparent schedules introduces uncertainty around potential supply shocks, especially given the sizable ecosystem (28 %) and treasury (≈20.6 %) holdings that could be mobilized for incentives, partnerships, or liquidity provisioning. Concentration risk is also notable—over half of the total supply is held outside the public market, which could amplify price volatility if large portions are unlocked or sold simultaneously. Overall confidence in the assessment is Medium: the allocation percentages are well‑documented and sourced with high confidence, but the absence of detailed vesting parameters and token‑amount data reduces the precision of supply‑impact forecasts. Investors should monitor forthcoming governance or technical updates that may disclose the missing vesting schedule and adjust risk exposure accordingly.