Actually, their primary innovation is the indefinite locking of their crowdfunded liquidity in the initial Liquidity Generation Event (LGE).  The liquidity present represents a floor value in ETH, that can only ever increase since liquidity cannot be removed.  CORE came into creation when $1M worth of ETH were pledged to be locked into the ETH:CORE Uniswap contract to provide a floor value for the newly minted UNI v2 liquidity pool tokens.

The second such LGE is ongoing right now, with less than 24 hours prior to conclusion and over $5M pledged towards a second channel of guaranteed liquidity between the wBTC:CORE pairs.  This second pairing is sure to provide traders with many arbitrage opportunities that will likely accelerate CORE volume. 

After that, the next planned release according to the Medium articles published by the anonymous developers, is deploying their first 'Vault' which will enable a new Ethereum Token protocol (ERC-95) that providers a wrapper to capture volume data on-chain, to allow accurate analysis of automated strategy risks, as well as the ability to create proportional token indices. 

Then comes the third LGE, to provider additional arbitrage opportunities in the form of an unspecified 'stable coin' pairing, presumably with USDc, USDT or DAI.