ARBHUB Funding · Price · Spread

Funding flips

The #1 way funding trades die: the rate changes sign after you enter, and the position starts paying instead of collecting.

What a flip is

Funding is recomputed every interval from live positioning. The +0.3% /8h you entered against is not a contract term — it is the last print. When the crowd that produced it unwinds, the rate drifts to zero and through it. Sign change on either leg is a flip: the leg that paid you now charges you.

In a two-leg perp trade both rates can flip. A spread of +0.32 - (-0.21) = 0.53% can go to -0.05 - (+0.02) = -0.07% within a few settlements — the position quietly becomes a paying one, while the price hedge still holds and nothing looks “wrong” on the P&L until you check the funding column.

Why it is the #1 killer

Early filters ARBHUB gives you

Managing an open position

Decide the exit rule before entry: how many negative settlements you tolerate before closing. Funding pays on a schedule, so check the position around settlements, not continuously. And treat a flip on the larger-interval leg most seriously — an 8h leg that flips wipes out what eight 1h settlements of the other leg collect.

Warning Backtesting a funding strategy on current-rate snapshots overstates yield badly. Rates mean-revert; the entry print is usually near the local extreme.