Funding Harvest BTC
Delta-neutral funding-rate arbitrage on BTC: spot long + perpetual short. Earns funding while price exposure is hedged out.
What it is designed for
Designed for positive-funding regimes. Yield disappears (or inverts) when funding turns negative — it exits then.
How this system is built
The exact configuration you get when you take it into the builder — nothing hidden behind registration.
| Market type (Spot / Futures) | Futures |
| Trade direction (Long / Short) | Long |
| Leverage | 1× |
| Deposit | $1,000 |
| Minimum funding rate to enter | 0.09% |
| Check interval | 60 min |
| Close before liquidation at | 5% |
| Exit when funding turns negative | Enabled |
The physics of this system
Numbers below are derived from this configuration by the same modules the live engine uses — grid geometry, the fee model and the engine-specific economics. Nothing here is an estimate of profit: these are the distances, sizes and thresholds the system will actually work with.
| Reference deposit | $1,000 |
| Market | Futures |
| Leverage | 1× |
| Notional at full leverage | $1,000 |
A $1,000 deposit at 1× leverage opens up to $1,000 of notional on futures.
Economics of one cycle
| Round-trip feeentry counted as taker · exit counted as taker | 0.20 % |
No price target. The engine earns the funding rate, not a price move: it holds a delta-neutral pair and collects each funding interval.
One round trip costs 0.200 % of turnover. This engine has no price target, so the round trip is paid out of what it earns another way.
A template has no exchange account attached, so rates are the platform fallback — the worst account measured across supported exchanges. A real account is usually cheaper, which moves every ratio below in your favour.
The threshold this engine will not trade below
| Break-even funding rate | 0.087 % |
| Configured in this system | 0.090 % |
The floor is 0.087 %; this system is set to 0.090 %. The system is configured above its own floor — the engine will trade.
This engine does not place a ladder from an entry price, so there is no level table to show. What it does place is described above.
What proves it
This system cannot be reproduced by historical candles, and we say so instead of showing a number we cannot stand behind.
Return is the funding stream, not price moves — a candle backtest cannot model funding accrual across two legs.
All metrics are a backtest on real 30-day candles. Past performance does not guarantee future results — start small and in demo.
The strategy, explained
The same engine, described from the mechanics up — before you commit capital to it.
Funding Arb: harvesting the funding rateHolds a spot long and a perp short of equal size — price moves cancel out, and you keep the funding rate. Market-neutral, not risk-free.Other systems for this market regime
Take it, then prove it yourself.
The configuration transfers into the builder in one click. Paper trading is free and needs no card.