Market-neutral carry · metals, oil and gas · experimental clone

Earn the gap between commodity perps and futures.

Gold, silver, WTI, Brent, natural gas, copper, platinum and palladium perps on crypto exchanges, each hedged with the same dollar amount of CME futures. Price moves cancel out. What is left is the funding, plus or minus what the hedge costs to hold, which for oil is often a gain.

The playbook

How the trade works, in plain words

Every number here follows the settings in the backtest lab below.

Backtest lab

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