 ramseshk
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803a38b237
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Funding Rate Arb: historical backtests running (was pass/skip)
Historical runner:
- funding_arb was just "pass" — replaced with hourly trend proxy
- Annualizes 1h return as funding rate: rate = ret_1h * 365 * 24
- Entry when |annual_rate| > 3%, scales strength with rate
Backtest results (30-day, 720h candles):
BTC: +146.94% net, 75% win, 72 trades
ETH: -13.76% net, 69% win, 87 trades
HYPE: -0.95% net, 73% win, 63 trades
VVV: +0.10% net, 78% win, 86 trades
Total: 32 historical backtests (8 strategies x 4 coins)
Cleaned 4 duplicate files from old names
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2026-08-05 07:10:39 +00:00 |
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