Crypto Spot + Perpetualv0.1.0PLANNED

Same-venue Spot-Perpetual Funding Carry

Pair spot with an opposing perpetual leg and study carry after basis, fees, and margin. This is a parameter definition, not a runnable configuration.

BTCFundingSpot-perpetualArbitrage research
Runtime support planned

No downloadable Runtime or Runner config exists for this strategy yet.

View runtime and download status →
Strategy categoryFunding arbitrage
Market / timeframeBTC/USDT · 1h
Default riskMEDIUM
Current runtimesPlanned
Strategy thesis

Why it might work

A market-neutral spot-perpetual position may earn carry when positive funding survives fees and basis risk.

Key risks
  • Funding can reverse quickly
  • Basis, margin, and liquidation risk can break neutrality
  • Two-leg fills and capital costs can consume the carry
Stop / invalidation conditions
  • Expected net funding falls below the threshold or turns persistently negative
  • Basis, margin use, or leg execution exceeds its limit
  • Venue credit, withdrawal, or settlement status becomes abnormal
Backtest lab

Look for evidence before runtime

No published backtest data
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.