funding_rate_carry
Perpetual futures funding-rate cash-and-carry arbitrage — spot long + perp short captures funding premium
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
Perpetual futures funding-rate cash-and-carry arbitrage — spot long + perp short captures funding premium
Supported Markets
Crypto
State Transition History
No state changes recorded yet