Concentrating liquidity around standard deviation from median or average price over a time period (say, 9 days as is accessible in v3), as opposed to rigid brackets can allow LP to βset it and forget itβ, while maintaining reasonable revenue, and Range Order protection from sudden price drops with the reduced capital cost.
This can be applied by modifying the v3 curve formula so that p represents time weighed average price now and d is percentage deviation from that.
(π₯ + πΏ/β{π+dπ}) (π¦ + πΏβ{π-dπ}) = πΏ2
Thus LPs can concentrate their liquidity assets by βboundingβ it within the percentage deviation from the time weighed average price. (to use the v3 whitepaper language 
)
Not sure how much more computationally challenging this is, though.
Since in v3 liquidity tokens are NFTs, it would make sense to introduce a square root of time modifier to fee calculation, making the default fees (slightly) lower and growing to current levels and (slightly) beyond as time goes on. This would incentivise LPs to hold their liquidity pool on Uniswap, as they would loose the higher fees accrued. It can also make these NFT positions a desirable commodity traded as they are, rather than cashed in reducing liquidity. The prices for such βchargedβ tokens can be higher than the value of the assets they represent as an investor will buy them for future gains.