Basis. Returns without direction
Carry strategy on perpetual futures funding: long spot, short perp. Earns on the rate, not on market movement.
Figures cover 36 months, net of fees. Past performance does not guarantee future results.
How Basis works
Delta-neutral
Each spot position is matched by an equal short in a perpetual: price movement of the underlying asset has almost no impact on the result.
Exchange scan
The algorithm compares funding rates across multiple exchanges and holds pairs where the rate is highest.
Exit protocol
When funding reverses, the pair is closed automatically — the strategy does not pay to hold a loss-making carry.
Target portfolio allocation
Actual weights fluctuate within ±5 pp; auto-rebalancing returns the portfolio to its targets.
Terms
Questions & answers
Who is the Basis strategy suitable for?
Basis — a market-neutral AI strategy with a risk level of 3 out of 5: suitable as an income source that is weakly correlated with market direction; results depend on funding rates rather than asset appreciation. Historical returns — +11.4% per annum with a maximum drawdown of −6.7%; minimum subscription €200.
What are the risks of the Basis strategy?
The primary risk is funding rates turning persistently negative. The maximum historical drawdown was −6.7% at a volatility of 7.9%. The algorithm operates within strict limits: as the drawdown limit is approached, positions are reduced automatically, and the strategy can be stopped at any time.
What are the connection terms for Basis?
Minimum amount — €200, management fee — 0.80% p.a., performance fee — 10% of profit above the high-water mark. The strategy executes an average of 480 trades per month, each recorded on the public I-Trade Chain network.