Arbitrage monitoring · Multi-venueMonitoring
Major-Venue Spread Monitor
Compare net spreads across venues without assuming both legs can be filled safely.
BTCCross-venueSpreadMonitoring
Evidence statusNo data yet
Cross-venue Perpetualsv0.1.0PLANNED
Cross-venue Perpetual Funding Spread
Hold opposing perpetual positions on two venues and study the funding spread without assuming margin and leg risks are solved.
ETHFundingPerpetual-perpetualCross-venue
Runtime support planned
No downloadable Runtime or Runner config exists for this strategy yet.
View runtime and download status →Strategy categoryFunding arbitrage
Market / timeframeETH/USDT · 1h
Default riskHIGH
Current runtimesPlanned
Why it might work
Different positioning across venues can temporarily separate funding rates for the same asset.
Key risks
- Margin and liquidation rules differ
- Funding, mark prices, and settlement times can diverge
- A failed leg leaves directional exposure
Stop / invalidation conditions
- Net funding spread falls below fees and risk buffers
- Either venue reports abnormal margin, price, or order state
- Leg imbalance breaches its limit and cannot be restored
Backtest lab
No published backtest dataLook for evidence before runtime
Total return—
Max drawdown—
Sharpe—
Trades—
Waiting for compatible evidence
A compatible data and analysis model must exist before results can be published.
This page defines the thesis and parameter space. It does not fake options, multi-leg, or event-market evidence with spot candles.