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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 ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.84%
30d Period Avg+7.60%
swing±61.58%
LONG NADO · nowQQQ-PERP
−12.71%
30d avg:+5.05%
SHORT edgeX V2 · now
+39.12%
30d avg:+12.65%
Entry Spread Now
−0.044%
Against youL ask 676.0900 · S bid 675.7900−$4.44 at entry
24h range −0.13%…+0.13% · median −0.05%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.035%SHORTmaker0.018%/taker0.038%
Loading Funding History…
↗Total PnL
+$21.27
+0.21%
$Avg Daily PnL
+$1.91
+0.0191%
★Best Day
+$24.27
Nov 13
◎Open Interest
NADO$1.14M
edgeX V2$849.7K⚡Funding APR
+6.97%
annualized · funding only
⚠Execution Cost
−$36.05
entry + exit fees
⏱Payback
18.9d
to break even
◧24h Volume
NADO$1.49MedgeX V2$307.7KLoading 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 (−$36.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.