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updated —SP500 Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.66%
3d Period Avg+1.89%
swing±20.97%
LONG Aftermath · nowUS500
−28.21%
3d avg:+1.54%
SHORT WOOFi Pro · nowPERP_SPX500_USDC
+0.44%
3d avg:+3.43%
Entry Spread Now
−0.071%
Against youL ask 7,616.59 · S bid 7,611.18−$7.11 at entry
24h range −0.16%…+0.05% · median −0.06%
Long pays every1hShort pays every8h
LONGmaker-0.005%/taker0.045%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$17.29
−0.17%
$Avg Daily PnL
+$1.59
+0.0159%
★Best Day
+$2.62
Oct 30
◎Open Interest
Aftermath$7.9K
WOOFi Pro$345.0K⚡Funding APR
+5.79%
annualized · funding only
⚠Execution Cost
−$22.05
entry + exit fees
⏱Payback
13.9d
to break even
◧24h Volume
Aftermath$110.7KWOOFi Pro$177.5KLoading 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 (−$22.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.