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updated —QQQ Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~90d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.85%
3d Period Avg+14.61%
swing±33.17%
LONG Arcus · now
+4.16%
3d avg:−4.83%
SHORT Crypto.com · nowQQQUSD-PERP
+5.01%
3d avg:+9.78%
Entry Spread Now
−0.040%
Against youL ask 675.1600 · S bid 674.8900−$4.00 at entry
24h range −0.18%…+0.11% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.022%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.99
−0.09%
$Avg Daily PnL
+$4.00
+0.0400%
★Best Day
+$9.74
Nov 12
◎Open Interest
Arcus$19.62M
Crypto.com$842.1K⚡Funding APR
+14.60%
annualized · funding only
⚠Execution Cost
−$20.99
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
Arcus$24.24MCrypto.com$190.2KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$20.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.