MEDIUM RISKarbitrage

Cross-Asset Ratio Arb

Trade ETH/BTC ratio mean reversion

Est. Monthly

$60–$300

Est. APY

12–30%

Win Rate

88%

Min Capital

$2,000

Deploy Agent

Certified Profitable

Strategy Overview

Exploits ETH/BTC ratio divergences from its historical mean. When ETH is relatively cheap vs BTC (or vice versa), buys the undervalued and sells the overvalued.

Tracks the ETH/BTC price ratio against a 30-day rolling z-score. When z-score exceeds ±2σ, opens a pair trade and closes when it reverts to mean.

Simulated performance (illustrative)

Deterministic model — not a guarantee of future returns

+56.7%

+$1134 on $2,000

Capital$2,000

* Simulated using a deterministic model. Not a real backtest. Past simulations do not predict future results.

Best For

Users comfortable with week-long holding periods and market-neutral directional exposure.

Avoid If

You expect a major ETH catalyst (e.g. ETF approval) that could structurally reprice ETH/BTC ratio.

Best Market Condition

Ranging / sideways markets with periodic mean reversion

Ready to deploy?

Set up your Cross-Asset Ratio Arb agent in under 2 minutes. Start with the minimum $2,000.

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Non-custodial · pause or stop anytime · no lock-in