Futures screener cases

A futures arbitrage case that shows the sequence of correctly entering a trade with a good spread.

An arbitrage case on the spot + futures strategy with a detailed explanation of all the nuances and a demonstration of earnings using the SILLY token as an example.

In this case you will see the simplest type of arbitrage - arbitrage on the spot + futures strategy. The ArbitrageScanner service allows you to find not only combinations on the CEX/DEX spot, but also on the futures.

This video shows in detail from start to finish the arbitrage strategy for spot plus futures or perpetuals. You will see the arbitrage process and profit calculation. This case will be useful for people who operate with small capital. Or who are just starting out and learning how to arbitrage using this strategy.

In this article we will look at a case study of futures arbitrage, talk about potential pitfalls and strategies to avoid them. This case demonstrates a strategy with a limited budget - spot + futures and 2x leverage.

Learn how to arbitrage tokens using the spot + futures strategy on the example of the MOBILE token case. In the article we have described in detail the settings, calculations and profit scenarios on the Bybit and Mexc exchanges.

We'd like to remind you that arbitrage is just one of the functions of our service. In this example, a person managed to capture 5 types of arbitrage in 4 hours. They actively worked for an hour and a half, making over $6000.

This is a case study on the $SPA coin, our user also entered a small capital trade on a spot + futures strategy. He entered for a total of $4k $USDT and hedged for $3k $USDT. He waited for the price to equalize and exited. As a result, his profit amounted to $1000 for one round. And all this with minimal risk.

In this example, we will look at how you can earn over $1700 on the STRK token using a spot + futures strategy.

This is a private case study for our community. How our clients made money using our Arbitrage Perpetuals. On this case, it was possible to earn 15% of the total capital without arbitrage risks.

In this case, we're showing arbitrage on the funding rate using the futures plus futures strategy. This strategy involves opening a long position (buying) on the exchange where the price is lower, and opening a short position on the exchange where the price is higher. After that, you wait for the prices to converge and close the trade.

This is a case about cryptocurrency arbitrage and one of the profitable strategies - arbitrage of funding rate. In this video, we will show how our user earns money with Arbitrage of Funding rate. We will explain what a funding rate is, what to do in case of a negative funding rate, and how to enter a trade correctly to profit from it.

This case study examines arbitrage opportunities on the Story token (IP) between the Kucoin and Bybit exchanges. The core of the method involves opening a long position on the exchange with the lower price and a short position on the exchange with the higher price, followed by waiting for price convergence to lock in profits.

Learn how to arbitrage tokens using the futures + futures strategy with the example of the SUNDOG token case. In the article, we'll show how a user was able to capture a 5.3% profit using our service.

In this case study, the client identified a pattern and entered the trade multiple times, gradually increasing the working deposit with each entry. This describes one of the ways to earn using the ArbitrageScanner service.

This video shows real-time arbitrage using 3 strategies: Spot + Futures, Futures + Spot, and Spot + Spot. All of this is in a falling market. Our scanner shows spreads on all these strategies as well as strategies with DEX exchanges.

This is a simple example of how arbitrage works on spot+spot or futures+spot strategies. Futures+spot is when you sell tokens and go long on futures. The example shows how the DYDX token was sold on one exchange and bought on another at a lower price using the spot+spot strategy.