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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 ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+121.36%
3d Period Avg+64.21%
swing±33.19%
LONG WEEX · now
−24.06%
3d avg:−2.82%
SHORT edgeX V2 · now
+97.30%
3d avg:+61.39%
Entry Spread Now
−0.062%
Eaten by executionL 751.7200 · S 751.2513−$6.23 if it converges
24h range −0.27%…+0.15% · median −0.07%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.018%/taker0.038%
Loading Funding History…
↗Total PnL
−$80.41
−0.80%
$Avg Daily PnL
+$17.51
+0.1751%
★Best Day
+$25.81
Nov 12
◎Open Interest
WEEX$608.8K
edgeX V2$612.8K⚡Funding APR
+63.90%
annualized · funding only
⚠Execution Cost
−$132.93
entry + exit fees
⏱Payback
7.6d
to break even
◧24h Volume
WEEX$4.50MedgeX V2$215.2KLoading 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 (−$132.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.