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updated —SPY Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.04%
3d Period Avg+16.73%
swing±11.99%
LONG WEEX · now
−21.04%
3d avg:−3.91%
SHORT Aster · now
+0.00%
3d avg:+12.82%
Entry Spread Now
+0.034%
Eaten by executionL 751.7600 · S 752.0142+$3.38 if it converges
24h range −0.21%…+0.16% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$10.26
−0.10%
$Avg Daily PnL
+$4.58
+0.0458%
★Best Day
+$4.57
Nov 14
◎Open Interest
WEEX$608.8K
Aster$952.4K⚡Funding APR
+16.72%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
WEEX$4.50MAster$874.5KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.