Neutrl OTC Trade Simulator

Simulate delta-neutral OTC yield strategies — buy discounted tokens, hedge with a 1x short

How does this strategy work?
  1. Buy OTC tokens at a discount — e.g., purchase ARB at 50% below market price with a vesting lock-up.
  2. Hedge with a 1x short perpetual — open a short position equal to the token notional, neutralizing price exposure.
  3. Earn yield from the discount + funding — the discount is locked-in profit. Positive funding rates on the short add extra yield.
  4. Risk: liquidation — if the token price rises enough, the short gets liquidated and the hedge breaks.

Capital model: Total capital = OTC purchase cost + short margin (1x). Yield is calculated on this total capital base.

Trade Parameters

Exchange for historical funding rate data
Discount off market price at entry
Exchange maint. margin for the short

Token Price vs Liquidation Price

Daily Funding Rate

Cumulative Yield Breakdown

Trade Summary