Funding Extremes Fade
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 4H candles, long and short, category Funding and Flow.
Rules
Entry. On a closed 4H candle, go long when the last funding rate was below -0.005% and the close crosses above EMA(20). Go short when the last funding rate was above 0.03% and the close crosses below EMA(20).
Managing the trade. Close after 48 candles (8 days) at most.
Stop and target. Stop 2 x ATR(14) from the entry. Take profit at 3R.
Exact rules
Funding is BloFin's last settled rate, in percent per 8 hours.
[EXACT RULES]
timeframe: 4H
long entry: FUNDING_PCT < -0.005
long entry: CROSS_UP(close, EMA(20))
short entry: FUNDING_PCT > 0.03
short entry: CROSS_DOWN(close, EMA(20))
stop: 2 ATR(14)
take profit: 3R
max bars: 48
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 207 | +68.1% | 1.50 | 15.8% | 41.5% |
| Judged on | 105 | +3.0% | 1.05 | 18.8% | 38.1% |
| Whole period | 312 | +73.0% | 1.30 | 18.8% | 40.4% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.