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updated —SOXS Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+2.23%
swing±4.65%
LONG Bybit · now
+0.00%
3d avg:+0.36%
SHORT Variational · now
+0.00%
3d avg:+2.59%
Entry Spread Now
+0.044%
Eaten by executionL 52.8000 · S 52.8230+$4.36 if it converges
24h range −2.30%…+1.85% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$9.17
−0.09%
$Avg Daily PnL
+$0.61
+0.0061%
★Best Day
+$1.41
Nov 13
◎Open Interest
Bybit$7.25M
Variational$1.20M⚡Funding APR
+2.22%
annualized · funding only
⚠Execution Cost
−$11.00
entry + exit fees
⏱Payback
18.1d
to break even
◧24h Volume
Bybit$42.75MVariational$1.60MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$11.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.