basis_trade
Crypto spot-perp basis arbitrage — institutional cash-and-carry, persistent premium in bull markets
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Crypto spot-perp basis arbitrage — institutional cash-and-carry, persistent premium in bull markets
Supported Markets
Crypto
State Transition History
No state changes recorded yet