WHENETH-PERP funding is above 0.0040% for 6 intervals
THENbuy 0.30 ETH spot and short the same size on ETH-PERP
STOPwhen funding is below 0.0010% or the basis loss reaches 60 USDC
Basis carry v12
ETH-PERP and spot ETH · by 0x3be1…77c0 · hash e07b…c3d1
Preview — copying is not live
Nothing here can be joined, and no creator terms are final. The versions and figures are illustrative.
Evidence
- Observed
- 388 days, including 61 days with no position
- Episodes
- 41 of the 30 the bar needs
- Worst drawdown
- 6.2% of the allocation; inside the 15% test band
- Incidents
- 1
- Follower shadow
- 14 of 14 days
- Data coverage
- 98% of the observed period
Result on the creator’s account
| Over 388 observed days, 41 episodes | USDC |
|---|---|
| Net after all costs, at 4,000.00 USDC allocated | +318.90 |
| Baseline: the same capital left in USDC | 0.00 |
A delta-neutral version is compared with cash; a directional one with holding the underlying for the same time in market. One account, one period. Your fills, size rounding and timing will differ. Not a forecast.
Every version, including retired
- RunningExit threshold 0.0015% → 0.0010%
- RetiredRan 9 months; replaced by v12
- RetiredWithdrawn after 3 days: size rounding on ETH spot
What your allocation would do
The creator runs this version with 4,000.00 USDC.
- Your order size
- 0.0375 ETHexact share 0.037500, rounded down to the venue’s step
- Order value
- 128.48 USDC
- Collateral per order
- 64.24 USDC at 2×
- Share of capacity
- 0.8% of about 60,000 USDC
- Costs per fill
- venue 0.019 · builder 0.013 USDC, of which the creator 0.004 (proposed)
- Joining
- Fresh entries only. An open position of the creator’s is never caught up.
- Shadow divergence
- 43 of 44 creator fills matched in follower shadow; median price difference 0.6 bp
- If the creator stops
- Your new entries stop. Exits you authorised continue. Cancel, close and revoke stay yours at any time.
Not in this preview.