Strategy Library
FS
HIGH RISKarbitrage

Perp Basis Arb

Harvest spot-futures basis premium risk-free

Est. Monthly

$100–$600

Est. APY

12–28%

Win Rate

82%

Min Capital

$5,000

Strategy Overview

Captures the price difference between spot ETH and ETH futures contracts. Futures trade at a premium in bull markets — this captures that premium systematically.

Buys ETH spot and simultaneously sells ETH futures of the same notional. Profits from the premium convergence at expiry while remaining price-neutral.

Simulated performance (illustrative)

Deterministic model — not a guarantee of future returns

+96.9%

+$4846 on $5,000

Capital$5,000

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

Best For

DeFi-native users wanting fixed yield with minimal price risk during high-sentiment bull markets.

Avoid If

Bear markets — futures trade at a discount to spot (backwardation) and this strategy loses money.

Best Market Condition

Bull markets with high futures premiums (contango)

Ready to deploy?

Set up your Perp Basis Arb agent in under 2 minutes. Start with the minimum $5,000.

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