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Funding Rate: A Cost We Can't Remove, and Don't Pretend To
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Some costs in trading you can control. Some you cannot. Funding rate is one of the ones you cannot, and we would rather explain it plainly than let you discover it in the fine print.
If you copy our strategy, there will be stretches where funding works against an open position. That is real, it is normal, and pretending otherwise would be the dishonest move. Here is what it actually is and why it does not change the case for what we do.
What funding rate actually is
The trades happen on perpetual futures - contracts that, unlike a dated future, never expire. To keep a perpetual's price tethered to the real spot price, the exchange charges a small recurring payment between the two sides of the market. At set intervals, depending on which way the market is leaning, one side pays the other. Hold a position through one of those moments and you either pay a little or receive a little.
That is the whole mechanic. It is not a fee we set, not a fee the leader sets, and not something hidden in our strategy. It is built into the venue itself.
It is a cost everyone pays
Here is the part that matters for trusting the strategy: every perpetual position pays or receives funding the same way. A solo trader clicking by hand, a large fund, our software - all of them sit under the identical rule. There is no version of trading perpetuals where you opt out.
So when funding nicks an open position, it is not a sign that our approach is broken or that something has gone wrong with the bot. It is the cost of admission to the market we trade in, applied to us exactly as it is applied to anyone else holding the same kind of position.
Why we do not trade around it - on purpose
The tempting idea is: why not make the software chase the funding rate too, dodging the moments it costs and hunting the moments it pays? We have a deliberate answer. We do not.
Our edge is momentum. Our system reads the market for the kind of sudden, strong moves it is built to act on, and that is the one job we want it doing well. Bolting a second goal onto it - timing every position against funding windows, skipping otherwise good trades to avoid a cost, or holding past the point our signal says to exit just to collect a credit - would mean fighting our own strategy against itself. It trades a focused, predictable system for a complicated one chasing a marginal cost, and complexity in trading is just more places to be wrong.
We would rather keep the strategy disciplined and let funding be what it is: a known, accepted cost. A short-lived scalping position usually is not open long enough for funding to dominate the move that drew us into it in the first place. We size and manage trades on their actual merits, not on shaving pennies off a structural cost everyone pays anyway.
Why this does not change the picture
The reassurance is simple, and you can check it yourself. The results on our verified Bybit profile are real, settled trades - which means funding is already in those numbers. We are not showing you a clean theoretical return and quietly leaving costs off the page. What you see is what actually happened, funding and all.
That is the honest framing. There is a cost we cannot remove, we do not hide it, we do not pretend our software outsmarts it, and it is already reflected in the only numbers that count - the ones the exchange records, not the ones we describe.
If you want to see the mechanics of the strategy itself, here is how it works, or you can always reach out and ask.