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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 ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.60%
7d Period Avg+20.16%
swing±17.26%
LONG KuCoin · nowSPXUSDTM
−25.64%
7d avg:−9.81%
SHORT MEXC · now
+10.96%
7d avg:+10.35%
Entry Spread Now
+0.031%
Eaten by executionL 0.3230 · S 0.3231+$3.10 if it converges
24h range −0.66%…+1.63% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$22.64
+0.23%
$Avg Daily PnL
+$5.52
+0.0552%
★Best Day
+$8.14
Nov 9
◎Open Interest
KuCoin$3.07M
MEXC$4.71M⚡Funding APR
+20.15%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
KuCoin$2.12MMEXC$2.17MLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.