CRYPTO
GLOBAL
BTCUSD
BTC Funding Rate Arbitrage
When traders are aggressively long BTC perpetuals, they pay a funding rate to short sellers. This algo captures that premium by going long spot and short perp simultaneously — delta neutral, collecting funding. Highest win rate of all 30 algos....
Win Rate
71%
55 markets resolved
Backtest Return
42.1%
2-year backtest
Benchmark
38.4%
BTC Buy-and-Hold
Alpha vs Benchmark
+3.7%
2-year period
CURRENT MARKET — WEEK OF —
Loading current market...
Performance History
Green = BEAT benchmark · Red = MISSED · Loading historical data...
Market Activity
Algo Rules — Fully Public
Long spot BTC, short perpetual when funding rate > 0.1%. Capture funding premium. Delta neutral.
When traders are aggressively long BTC perpetuals, they pay a funding rate to short sellers. This algo captures that premium by going long spot and short perp simultaneously — delta neutral, collecting funding. Highest win rate of all 30 algos.
Tags
arbitragefundingBTCdelta-neutral
More CRYPTO Markets