Funding Arbs
SYMBOL | OI RANK | MAX ARB | ACTION | |||||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Backtest | 10.9%SELL | 8.8% | 7.1% | 7.4% | 8.9% | 8.1% | 6.5% | -876.0%BUY | -17.1% | 0.9% | 7.9% | -0.1% | 10.5% | 0.0% | 10.9% | - | 11.4% | 3.2% | 6.4% | 2.1% | 10.9% | 10.9% | 0.0% | - | -1.0% | 10.5% | 8.7% | 10.0% | 4.9% | -2.4% | 10.9% | 10.3% | - | 10.9% | 6.0% | 10.9% | - | 10.9% | 10.5% | 12.1% | - | 10.9% | -10.1% | 10.9% | ||||
Backtest | 9.4%SELL | - | - | 10.6% | 10.5% | 20.1% | 19.5% | -876.0%BUY | 281.9% | 11.9% | - | 40.1% | 27.2% | 19.4% | 9.4% | - | 3.5% | 24.7% | 7.7% | - | 33.9% | - | 28.6% | - | - | 3.5% | 10.3% | - | 17.6% | 5.5% | 10.9% | 7.0% | - | 0.0% | 8.9% | 24.0% | 8.8% | - | 3.5% | 1.0% | 5.5% | 16.0% | - | 10.9% | ||||
Backtest | 10.9%SELL | 16.6% | 10.9% | 10.9% | 10.9% | 10.9% | 8.5% | -820.7%BUY | -9.4% | 1.3% | 7.9% | 11.5% | 9.6% | 13.1% | 10.9% | - | 11.4% | 2.5% | 10.9% | -0.4% | 10.9% | 10.9% | 0.0% | - | -2.8% | 10.5% | 10.9% | 10.9% | 4.5% | 10.9% | 10.9% | 10.8% | - | 10.9% | 19.0% | 10.9% | - | 10.9% | 10.5% | 27.2% | - | 10.9% | -9.5% | 5.8% | ||||
Backtest | 10.9%SELL | 0.0% | 10.9% | 10.9% | 10.9% | -5.3% | -7.7% | -763.1%BUY | 85.4% | -32.5% | 0.9% | 40.9% | 17.5% | 6.5% | 12.0% | - | 7.9% | 10.9% | 10.9% | -0.7% | 10.9% | 23.2% | 0.0% | - | 10.9% | -8.8% | 10.9% | 10.9% | 10.9% | 10.9% | 10.9% | 7.8% | - | -34.3% | -0.5% | 10.9% | - | 10.9% | 10.5% | 37.6% | - | 10.9% | 27.3% | 0.6% | ||||
Backtest | 10.9%SELL | -78.0% | 10.0% | 0.4% | -20.8% | 9.0% | 5.3% | - | -731.8%BUY | -29.1% | - | -57.6% | -38.5% | -7.6% | -11.9% | - | 4.4% | -0.2% | 9.2% | - | 10.9% | 10.9% | - | - | 10.9% | 10.5% | -19.9% | -15.4% | -21.5% | 10.9% | 10.9% | -4.6% | - | -77.0% | -30.4% | 10.9% | - | - | 10.5% | -26.6% | - | -6.8% | 5.0% | -40.0% | ||||
Backtest | 33.4%BUY | - | 33.3% | 12.5% | 37.1% | 34.7% | 37.9% | - | 595.0%SELL | 36.3% | - | 67.0% | 54.3% | 46.2% | 5.3% | - | 36.8% | 15.3% | 33.7% | - | 55.3% | - | - | - | 36.9% | 32.4% | 36.4% | 26.3% | 31.1% | 5.5% | 33.6% | 23.7% | - | 5.5% | 30.6% | 12.2% | 8.8% | - | 33.3% | 10.2% | 28.3% | 44.3% | 5.0% | 13.8% | ||||
Backtest | 0.0%BUY | - | 4.2% | 0.0% | 0.0% | 9.9% | 12.4% | - | 486.3%SELL | - | - | -3.3% | 43.8% | 10.7% | 49.9% | 14.1% | 35.9% | - | 0.0% | - | 21.4% | - | - | - | 21.4% | 20.1% | - | 21.0% | 8.5% | 5.5% | 10.9% | 16.9% | - | 0.0% | 0.0% | 5.5% | 8.8% | - | 3.5% | 0.0% | 12.8% | 48.7% | 5.0% | 10.9% | ||||
Backtest | 18.2%BUY | - | - | 17.5% | 21.0% | 41.8% | 32.6% | - | 374.9%SELL | 42.6% | - | 18.1% | 35.0% | 40.4% | 13.6% | - | 20.1% | 12.0% | 23.9% | 11.1% | 4.7% | - | 29.9% | - | 18.0% | 17.5% | 20.6% | 25.3% | 29.3% | 5.5% | 15.0% | 16.2% | - | 11.8% | 29.8% | 28.7% | 8.8% | - | 7.9% | 0.0% | 13.1% | 11.9% | - | 20.6% | ||||
Backtest | 5.3%BUY | 323.2%SELL | - | 10.9% | 9.7% | 10.9% | 10.9% | - | - | 5.5% | - | 60.4% | 11.4% | 0.2% | - | - | 9.6% | 7.0% | - | - | 10.9% | 10.9% | - | - | 10.9% | 10.5% | 9.5% | - | 2.8% | - | - | - | - | - | - | - | - | - | - | - | - | 10.9% | - | 5.6% | ||||
Backtest | 10.9%BUY | - | - | 10.9% | 10.3% | 10.9% | 10.9% | - | -231.7% | 10.9% | - | 296.9%SELL | - | 13.7% | - | - | 11.4% | 10.9% | - | - | -119.9% | 10.9% | - | - | 10.9% | 0.9% | 9.9% | - | 10.9% | - | - | - | - | - | - | - | - | - | - | - | - | -8.5% | - | 6.5% | ||||
Backtest | -7.4%SELL | 11.4% | 10.9% | 10.9% | 6.4% | 5.0% | 5.6% | -287.3%BUY | - | -5.8% | -9.6% | -30.0% | 6.1% | 0.4% | 10.9% | - | 11.4% | 2.3% | 10.9% | 3.2% | 7.1% | 10.9% | 0.0% | - | 10.9% | 10.5% | 5.9% | 7.4% | 4.5% | - | 10.9% | 9.2% | - | -4.4% | 9.3% | 10.9% | - | - | 10.5% | - | - | 10.9% | 10.9% | 2.2% | ||||
Backtest | 10.9%SELL | 9.6% | 10.9% | 10.9% | 10.3% | 10.2% | 5.8% | -258.9%BUY | 87.6% | 9.3% | 12.3% | 3.1% | 10.5% | 4.0% | 10.9% | - | 11.4% | 6.5% | 10.9% | 3.4% | 10.9% | 10.9% | 24.7% | - | 10.9% | 10.5% | 10.2% | 10.9% | 8.7% | 10.9% | 10.9% | 10.8% | - | 10.9% | 19.1% | 10.9% | - | 10.9% | 10.5% | 5.6% | - | 10.9% | -7.3% | 10.9% | ||||
Backtest | 0.0%BUY | - | -16.0% | 0.0% | 0.0% | 5.5% | - | - | 267.8%SELL | - | - | -7.9% | 7.9% | 1.3% | 84.5% | - | 3.5% | - | 0.0% | - | 0.0% | - | - | - | 0.0% | 3.5% | - | -0.6% | 0.0% | 5.5% | 10.9% | 5.9% | - | - | 0.0% | 5.5% | 8.8% | - | 3.5% | 0.0% | 5.5% | 10.9% | 5.0% | 10.9% | ||||
Backtest | 10.9%BUY | 268.9%SELL | - | 9.3% | 7.3% | 10.9% | 10.9% | - | - | 10.9% | 12.3% | 13.5% | - | 0.5% | - | - | 7.0% | 6.7% | 10.9% | -0.9% | 10.9% | 10.9% | - | - | 10.9% | 10.5% | 7.0% | - | - | - | 10.9% | 10.9% | - | 10.9% | - | - | - | - | - | - | - | - | 10.9% | 10.9% | ||||
Backtest | 0.0%BUY | - | -9.2% | 0.0% | 0.0% | -5.5% | - | - | 211.8%SELL | - | - | 14.3% | 0.9% | 4.3% | 76.1% | 5.5% | 3.5% | - | 0.0% | - | 0.0% | - | - | - | 28.3% | 6.1% | - | -1.1% | 1.0% | 5.5% | 10.9% | 5.6% | - | 0.0% | 8.2% | 5.5% | 0.0% | - | 3.5% | 0.0% | 5.5% | 10.9% | 5.0% | 10.9% | ||||
Backtest | 10.7%BUY | - | - | 10.9% | 5.7% | 10.9% | 10.5% | - | - | 10.9% | - | 182.4%SELL | - | 12.6% | 10.9% | - | 11.4% | 3.6% | 10.9% | - | - | 10.9% | - | - | 10.9% | 10.5% | 10.9% | - | 10.9% | - | 10.9% | - | - | - | -16.1% | - | - | - | - | - | - | 10.9% | - | -15.9% | ||||
Backtest | 0.0%BUY | - | -11.0% | 0.0% | 0.0% | -5.5% | - | - | 140.0%SELL | - | - | 43.1% | 0.0% | 3.5% | 31.5% | - | 0.0% | - | 0.0% | - | 0.0% | - | - | - | 0.0% | 3.5% | - | 0.1% | 0.0% | 5.5% | 10.9% | 5.5% | - | 0.0% | -8.9% | 5.5% | 0.0% | - | 3.5% | 0.0% | -0.1% | 10.9% | 5.0% | 10.9% | ||||
Backtest | 0.0%BUY | - | 4.5% | 0.0% | 6.4% | 7.3% | - | - | - | 8.7% | - | -20.6% | 15.8% | 2.1% | 109.3%SELL | - | 6.1% | 0.9% | 0.3% | - | 10.5% | - | - | - | 22.1% | 7.0% | 5.6% | 3.9% | 0.4% | 5.5% | - | 8.2% | - | 0.0% | 8.3% | 5.5% | 8.8% | - | 3.5% | 0.0% | 5.5% | 10.9% | 5.0% | 10.9% | ||||
Backtest | 0.0%BUY | - | - | 8.3% | 6.5% | 4.9% | -1.5% | - | - | 2.6% | 2.6% | 108.7%SELL | - | -3.4% | 10.9% | - | 6.1% | 10.9% | 10.9% | - | 10.9% | 7.3% | - | - | 4.2% | 10.5% | 6.5% | - | -1.1% | - | - | - | - | 10.9% | - | - | - | - | - | - | - | 10.9% | - | 10.9% | ||||
Backtest | 33.3%SELL | - | -1.1% | 34.9% | 45.8% | 45.4% | 0.4% | - | - | 1.3% | - | -71.8%BUY | 24.5% | - | -24.3% | - | 45.6% | - | 46.9% | - | 60.8% | - | - | - | 52.0% | 7.9% | - | - | 11.7% | 5.5% | - | - | - | - | 11.1% | 5.5% | 8.8% | - | 3.5% | - | 5.5% | 66.7% | 5.0% | 18.4% | ||||
Backtest | 10.9%SELL | 3.5% | 10.9% | 6.7% | 3.6% | 3.7% | -2.4% | - | -91.2%BUY | 3.8% | 14.9% | - | 11.4% | 1.3% | 10.9% | - | 11.4% | -7.2% | 10.9% | - | 10.9% | 10.9% | 0.0% | - | 6.1% | 10.5% | 3.5% | 7.5% | -1.4% | 10.9% | 10.9% | 9.1% | - | -5.9% | -1.3% | -17.1% | - | - | 10.5% | 9.1% | - | 8.0% | - | -4.1% | ||||
Backtest | 0.0%BUY | - | -42.7% | 0.0% | 0.0% | - | - | - | - | - | - | 51.2% | - | 3.7% | 95.7%SELL | - | 0.0% | - | 0.0% | - | 0.0% | - | - | - | 0.0% | 3.5% | - | -5.0% | 0.0% | 5.5% | - | - | - | 0.0% | -5.4% | 5.5% | 0.0% | - | 3.5% | - | 2.9% | - | 5.0% | 10.9% | ||||