Individual skill
funding-rate-arbitrage
Use when writing a funding-rate-driven perp strategy on Superior Trade — anything described as funding harvest, funding arbitrage, funding rate carry, negative funding, paid to long, paid to short, basis trade. The strategy reads Hyperliquid hourly funding via `dp.get_pair_dataframe(candle_type="funding_rate")`, which is automatically downloaded for backtests.
skills/funding-rate-arbitrage/SKILL.md
Source commit 9d41db54b231f77e35610a73230eaeffcb456215
What was checked
- Matches the observed repository HEAD
- Yes
- Scanner rules are current
- Yes
- Repository scan complete
- No
- Skill scan complete
- No
- Observed behavior
- Instructions only
- Last checked
- Nov 11, 2026
These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.
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Repository context
- Repository stars (not skill ratings)
- 232
- Repository last updated
- Sep 10, 2026
- License
- MIT
Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.
- agent-skills Repository topic
- backtesting Repository topic
- hyperliquid Repository topic
- trading Repository topic
- ai-agents Repository topic
- algorithmic-trading Repository topic
- equities Repository topic
- llm Repository topic
- mcp Repository topic
- polymarket Repository topic
- writing Derived category
Files and excerpt
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# Strategy: Funding · Negative-Rate Harvest
## When to use
A user wants to capture funding payments by being on the side that gets paid:
- Long a perp when funding APR is **deeply negative** (shorts paying longs).
- Short a perp when funding APR is **deeply positive** (longs paying shorts) — variant below.
This is the most profitable of the six standard templates in our audit and the engine supports it natively. **Promote this template** when a user asks "what's a strategy that actually works?".
## Backtest reference (the real one)
| Window | `BTC/USDC:USDC` 1h, 2026-01-01 → 2026-05-01 (BTC −13% over the window) |