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updated —SPX Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+129.77%
3d Period Avg+119.28%
swing±60.50%
LONG Crypto.com · nowSPXUSD-PERP
−96.68%
3d avg:−105.38%
SHORT Aftermath · now
+33.09%
3d avg:+13.90%
Entry Spread Now
+0.041%
Eaten by executionL 0.3225 · S 0.3226+$4.10 if it converges
24h range −1.17%…+1.08% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$47.43
+0.47%
$Avg Daily PnL
+$32.66
+0.3266%
★Best Day
+$46.35
Nov 13
◎Open Interest
Crypto.com$1.2K
Aftermath$8.5K⚡Funding APR
+119.21%
annualized · funding only
⚠Execution Cost
−$50.55
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Crypto.com$71Aftermath$128.3KLoading 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 (−$50.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.