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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 ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.49%
3d Period Avg−7.50%
swing±34.08%
LONG MEXC · nowSPX500_USDT
−21.91%
3d avg:−10.85%
SHORT Aftermath · nowUS500
+15.57%
3d avg:−18.35%
Entry Spread Now
−0.126%
Against youL ask 7,548.4 · S bid 7,538.93−$12.55 at entry
24h range −0.24%…+0.29% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.020%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$36.35
−0.36%
$Avg Daily PnL
−$1.70
−0.0170%
★Best Day
+$8.08
Nov 14
◎Open Interest
MEXC$41.22M
Aftermath$9.3K⚡Funding APR
−6.22%
annualized · funding only
⚠Execution Cost
−$31.24
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
MEXC$14.33MAftermath$111.9KLoading 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 (−$31.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.