Arbitrage scanner cases

Scanner cases focus on arbitraging tokens from existing portfolio. Documented scenarios: turning passive holdings into active earners, reducing effective acquisition cost through arbitrage, 'earn twice on growth' strategies. Example: investor bought token for $10000, arbitraged 15 times in 6 months, earned additional $2400, reducing effective price by 24%.

Trader wanted to buy 10 ETH. Checked Scanner: Binance $3245, Kraken $3232, Bybit $3228. Bought on Bybit, saved $170 instantly (0.52%). This scales: on $100000 purchase, savings would be $520.

User had 15-token portfolio ($45000). Set Scanner alerts for >1.5% spread. Over 3 months: 28 notifications, executed 12 trades, average profit $185/trade, total $2220 (4.9% quarterly, ~20% annualized additional yield on top of holding).

User tracked whale buying 500K LINK tokens to cold storage. Checked Scanner — heightened interest created 2.3% spread. Arbitraged LINK between exchanges for $680 profit on $30000, then held LINK position following the whale. Double benefit: instant arbitrage profit + subsequent growth.

Beginner with $3000 portfolio of 5-6 popular tokens. Added to Scanner for passive monitoring. After 2 weeks observing, first test: 2.1% ETH spread, $500 trade, $8 profit. Confidence grew, scaled gradually. After 3 months: regular 5-7% additional monthly returns.

User saw 3.5% spread on low-liquidity altcoin. Started arbitrage, during 45-min transfer a large holder sold, price crashed 8%, spread inverted. Lesson: Scanner shows static snapshot; check liquidity and order book depth; always hedge; use fast networks; start with top-50 liquid tokens.

Log all arbitrage operations. Calculate cumulative profit per period. Effective return = (arbitrage profit / average portfolio) x 100%. Example: $30000 portfolio, quarterly arbitrage profit $2100 (7%), annualized ~28%. Portfolio without arbitrage: +15%, with arbitrage: +43%. Scanner added 28 percentage points annual return.