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All hypotheses

Hypotheses

High-Funding-Alt Cash-and-Carry — Delta-Neutral Long Spot / Short Perp, Funding-Gated Harvest on a Crowded-Long Altcoin (DOGEUSDT.BINANCE_SPOT + DOGEUSDT.BINANCE, 3-Parameter, Market-Neutral)

A DELTA-NEUTRAL cash-and-carry on a single HIGH-FUNDING altcoin whose PnL source is the mechanical perpetual FUNDING payment, not price. When retail crowds LONG a hot alt, its perp funding goes strongly POSITIVE (longs…

Hypothesis

A DELTA-NEUTRAL cash-and-carry on a single HIGH-FUNDING altcoin whose PnL source is the mechanical perpetual FUNDING payment, not price. When retail crowds LONG a hot alt, its perp funding goes strongly POSITIVE (longs pay shorts every 8h). This strategy captures that as income: hold LONG the SPOT (BINANCE_SPOT) and SHORT the PERP (BINANCE USD-M) in equal notional, so net price delta ≈ 0, and collect the funding the crowded longs pay you every epoch. This is deliberately NOT the recently-dead families: it is NOT……Show moreShow less

A DELTA-NEUTRAL cash-and-carry on a single HIGH-FUNDING altcoin whose PnL source is the mechanical perpetual FUNDING payment, not price. When retail crowds LONG a hot alt, its perp funding goes strongly POSITIVE (longs pay shorts every 8h). This strategy captures that as income: hold LONG the SPOT (BINANCE_SPOT) and SHORT the PERP (BINANCE USD-M) in equal notional, so net price delta ≈ 0, and collect the funding the crowded longs pay you every epoch. This is deliberately NOT the recently-dead families: it is NOT spot-perp BASIS reversion (we do not bet the basis converges; we are delta-neutral and harvest funding regardless of basis), NOT a single-name directional trend (0/213, beta-artifact deaths — this book has ~zero beta), NOT a mean-reversion fade (L53), and NOT a non-price-feed GATE on a price impulse (L46 — here funding is not a filter on a directional bet, it IS the return). It differs from the in-pipeline AVAX cross-venue funding-DIFFERENTIAL carry (two perps on two venues) by being a SAME-ASSET spot-vs-perp structure on ONE venue-family, and from a cross-sectional funding basket by being a single, concentrated, strictly-gated position. It targets a HIGH-FUNDING ALT specifically because the recent 'dead-carry regime' verdicts were on MAJORS (BTC/ETH/SOL) whose funding compressed to near zero; crowded alts like DOGE routinely sustain funding an order of magnitude larger, which is what lets the carry clear the higher spot fee. Fills the under-weight BINANCE_SPOT (11.9%), cross-venue (7.1%), and long_short/market-neutral direction buckets simultaneously. Three parameters: funding entry threshold, funding exit threshold, max-hold / basis-divergence safety stop.

Backtest and paper results are hypothetical. Trading involves risk of loss.