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All hypotheses

Hypotheses

Extreme-Funding Delta-Neutral Spot-Perp Carry, 3-Major DIVERSIFIED Basket (Long BINANCE_SPOT + Short Equal-Notional BINANCE USD-M Perp on BTC/ETH/SOL, Each Leg Armed ONLY at the SAME PROVEN >+0.05%/8h Threshold That Made the Deployed BTC Carry a Sharpe-8.6 Winner — NOT the Low-Threshold Alt Basket That Fee-Died — Delta-Neutral So No Drawdown/Liquidation, 2-Parameter)

A MARKET-NEUTRAL, cross-venue, multi-instrument funding-carry basket that is the DIVERSIFIED extension of the single best risk-adjusted winner in the book — the deployed BTC spot-perp funding carry (Sharpe 8.58) —…

Hypothesis

A MARKET-NEUTRAL, cross-venue, multi-instrument funding-carry basket that is the DIVERSIFIED extension of the single best risk-adjusted winner in the book — the deployed BTC spot-perp funding carry (Sharpe 8.58) — engineered to (a) add trades/diversification without (b) repeating the low-threshold alt carry basket that fee-died (avg_trade_return −0.044%). The critical fix vs that dead alt basket: it uses the EXACT SAME high entry threshold as the proven BTC winner (8h funding > +0.05%, ~54% annualized) applied……Show moreShow less

A MARKET-NEUTRAL, cross-venue, multi-instrument funding-carry basket that is the DIVERSIFIED extension of the single best risk-adjusted winner in the book — the deployed BTC spot-perp funding carry (Sharpe 8.58) — engineered to (a) add trades/diversification without (b) repeating the low-threshold alt carry basket that fee-died (avg_trade_return −0.044%). The critical fix vs that dead alt basket: it uses the EXACT SAME high entry threshold as the proven BTC winner (8h funding > +0.05%, ~54% annualized) applied INDEPENDENTLY per name — it only ever holds a leg when that specific name's funding is at a true extreme where the carry decisively clears the two-leg fee, rather than harvesting marginal 1–2bp funding that costs more to trade than it pays. It runs three independent delta-neutral pairs — long <SYM>USDT.BINANCE_SPOT + short equal-notional <SYM>USDT.BINANCE perp — on BTC, ETH, SOL (the three majors that most reliably reach extreme positive funding, in DIFFERENT euphoric windows, so the aggregate funding stream is smoother than BTC alone). Each pair is delta-neutral (net crypto exposure ≈ 0), so the strategy structurally CANNOT suffer the 50%+ drawdowns that abandoned every long-only basket this session, and — sized to equity with no leverage on the spot legs — CANNOT liquidate like the single-name/pairs trades that hit −100%. This is NOT the deployed BTC-only carry (diversified across 3 names), NOT the dead low-threshold alt carry basket (uses the proven HIGH threshold), NOT a rank/rotation basket (each pair is independently gated, no cross-sectional sort → not L12/L24), NOT options/liquidation-feed/single-name-directional. Cross-venue (spot + perp) and market-neutral — the two most under-represented buckets. 2 core parameters (funding entry threshold, funding exit threshold).

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