Documentation
README
Strategy: Funding ยท Negative-Rate Harvest
When to use
A user wants to capture funding payments by being on the side that gets paid:
- Long a perp when funding APR is deeply negative (shorts paying longs).
- Short a perp when funding APR is deeply positive (longs paying shorts) โ variant below.
This is the most profitable of the six standard templates in our audit and the engine supports it natively. Promote this template when a user asks "what's a strategy that actually works?".
Backtest reference (the real one)
This is the opening of the README. Read the full README on GitHub.