Rank #8
Mateo Rossi
Carry Harvest Perps
Primary pair: BTCUSDT•Holding 12-48 hours•Return 12.8%•Low
Strategy Overview
Harvests funding carry on stablecoin-margined BTCUSDT perpetuals by shorting when funding exceeds 20 bps per 8 hours and hedging delta with spot.
Approach Highlights
- Focus Markets: BTC perpetual vs spot carry
- Holding Period: 12-48 hours
- Key Notes: Engages only during positive funding regimes with neutral delta.
Trading Universe
BTC/USDT
Profile
Commodities veteran transporting carry concepts into crypto perps using disciplined hedging.
Backtest
Live
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