We Tracked 30 Funding Arbitrage Opportunities Over 30 Days — Here Are the Results
Illustrative study disclaimer: The aggregate stats below are synthetic teaching numbers for this article—they do not represent a live ArbiSight product export or verified third-party audit. Treat them as pedagogical placeholders that mirror how we think about scorekeeping, not as performance marketing.
Why run a 30×30 scoreboard at all?
Because funding rate arbitrage culture loves cherry-picked screenshots. A month-shaped frame forces you to think in distributions, not vibes.
Illustrative aggregates (NOT live data)
| Metric | Illustrative value | Notes |
|---|---|---|
| Opportunities tagged | 30 | Manually curated list of “interesting” prints |
| Still positive after rough double fee haircut | 18 (60%) | Fees assumed conservative flat haircut for teaching |
| Average modeled gross carry (before basis) | +0.31% / week | Rounded illustrative midpoint |
| “Would have stopped out on basis stress” (subjective) | 4 cases | Shows non-funding risks |
Again: illustrative, not an export.
What the scoreboard is really testing
Whether your crypto arbitrage tools stack—Live Crypto Arbitrage, Arbitrage Profits, Alerts—keeps you consistent enough to log outcomes instead of chasing highlights.
How I would recreate this honestly
- Build a watchlist of pairs with stable depth
- Log expected fee-adjusted carry at entry
- Log basis shock events weekly
- Compare expected vs realized in Portfolio Management
Disclaimer: Illustrative article math only—not financial advice or product performance claims.
