Intended use
Intended for reading crowding from funding, not for locking two legs to collect funding. Spot is long only. Only one side is held at a time.
Funding trend
Funding is used as a sentiment indicator. Persistently high funding leans short. Persistently negative funding leans long.
Usage
Execution
A streak above the threshold leans short. A negative streak leans long. The two legs are not hedged.
Before creation
The stop and the notional cap are stored on the instance. The preview shows the estimated loss at the stop.
After it is running
Funding can remain extreme. The strategy cannot loosen the stop while running.
Allocated funds can be lost in full.
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