Delta-neutral funding rate arbitrage strategy
Interactive chart showing monthly returns over the last 12 months
| Month | Yield | Accumulated | Funding Rate Avg | Data Points |
|---|---|---|---|---|
| Mar 2025 | +0.99% | +1.58% | 0.0274% | 104 |
| Apr 2025 | +2.08% | +3.15% | 0.0299% | 109 |
| May 2025 | +2.44% | +4.73% | 0.0300% | 106 |
| Jun 2025 | +2.30% | +6.31% | 0.0148% | 104 |
| Jul 2025 | +1.97% | +7.88% | 0.0201% | 103 |
| Aug 2025 | +2.45% | +9.46% | 0.0189% | 105 |
| Sep 2025 | +2.17% | +11.04% | 0.0177% | 105 |
| Oct 2025 | +1.94% | +12.61% | 0.0157% | 103 |
| Nov 2025 | +1.13% | +14.19% | 0.0291% | 107 |
| Dec 2025 | +0.59% | +15.77% | 0.0106% | 106 |
| Jan 2026 | +1.54% | +17.34% | 0.0171% | 92 |
| Feb 2026 | +1.27% | +18.92% | 0.0202% | 98 |
This strategy exploits the funding rate differentials in cryptocurrency perpetual futures markets. By maintaining a delta-neutral position (hedged against price movements), the strategy captures funding rate payments while minimizing directional market risk.
Performance varies based on market volatility, funding rate levels, and overall market sentiment. Higher volatility periods typically result in larger funding rate differentials, potentially increasing yield opportunities.