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title: "Funding Rate Arb: Backtesting & Strategy Discovery"
date: 2026-01-20
type: project
blurb: "Backtesting framework for funding rate arbitrage across perpetual futures venues — 100+ strategy variants tested through an autonomous Ralph Loop discovery process."
canonical: https://dazuck.com/projects#funding-rate-arb-backtesting
---

Pure research phase. Built a backtesting engine, fetched 18 months of multi-venue funding rate data, and ran an autonomous "Ralph Loop" that iterated through 12 rounds of strategy discovery without human intervention. Tested 100+ strategy variants across different entry timing, venue selection, concentration, and exit approaches. Key finding: single-venue concentration dominated, and no amount of multi-venue sophistication beat simplicity. Five critical backtester bugs found via adversarial verification.

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*Full writing + projects index: https://dazuck.com/llms-full.txt*