Most strategies need the market to go somewhere. This one doesn't. A market-neutral strategy on perpetual futures holds spot and short in equal size — price cancels, funding remains.
Most strategies need the market to go somewhere. This one doesn't. A market‑neutral strategy on perpetual futures holds spot and short in equal size — price cancels, funding remains.
A market‑neutral strategy on perpetual futures. Spot and short in equal size, so price drops out — and the funding payment is what's left.
Equal spot and short positions in the same asset. Whatever price does, the two legs offset — direction stops being a variable.
Perpetuals rarely trade exactly at spot. Spot–futures arbitrage captures that gap as it converges, adding a second return stream alongside funding.
Funding rates differ between venues. Capital routes to whichever exchange is paying best, inside strict per‑exchange exposure limits.
The engine opens, hedges and rebalances around the clock. No manual timing, no discretionary overrides.
Worked example: BTC moves 10%
Illustrative. Percentages are of position value, not subscribed capital — see fund plans for target returns. Funding rates vary and can turn negative. Capital is at risk.
Illustrative. Percentages are of position value, not subscribed capital — see fund plans for target returns. Funding rates vary by venue and can turn negative, in which case the position pays rather than receives.
Delta‑neutral construction removes market direction. These parameters handle the rest — leverage, concentration, liquidity and drawdown — set per plan before capital is deployed.
Illustrative example. Not indicative of future results.
Alert and hard‑stop levels per plan. When hit, positions reduce or pause automatically.
Part of every deposit stays uninvested as a liquidity buffer, lowering leverage.
No single venue or asset exceeds its capped allocation. Counterparty exposure stays spread.
Assets are scored daily on trading depth. Thin markets are excluded before slippage.
The eligible set is re‑evaluated daily. Unstable funding or thinning depth drops an asset.
A ceiling and floor per lock period keep daily P&L inside the plan's range.
Alert and hard‑stop levels per plan. When hit, positions reduce or pause automatically.
Part of every deposit stays uninvested as a liquidity buffer, lowering leverage.
No single venue or asset exceeds its capped allocation. Counterparty exposure stays spread.
Assets are scored daily on trading depth. Thin markets are excluded before slippage.
The eligible set is re‑evaluated daily. Unstable funding or thinning depth drops an asset.
A ceiling and floor per lock period keep daily P&L inside the plan's range.
Every decision the fund engine makes is logged, auditable, and visible to fund administrators. Investors can inspect their daily P&L breakdown, selected assets, and risk snapshots at any time.
Daily P&L is calculated using live funding rates and basis data from Binance and Kraken — not synthetic random numbers.
Each daily return is split into funding income, basis P&L, cross-exchange component, fees, and risk adjustments.
Target lock-period return and target annualised ranges are modelled on live market data. All returns are variable and depend on live market conditions. Funding rates can go negative.
Every settlement event creates a linked transaction reference. Referral commissions are separately tracked and reconcilable.
Funding rates, mark price, klines, basis data
Perpetual tickers, historical funding, OHLC
Market snapshots updated once per day via automated cron
Choose a mandate that matches your lock period and risk tolerance, fund it in USDT, USDC, BTC or ETH, and the strategy runs from there.
Choose a mandate that matches your lock period and risk tolerance, fund it in USDT, USDC, BTC or ETH, and the strategy runs from there.
