Frequently asked questions
These come up the most. Where an answer involves a number, that number has a source elsewhere on this site; where the answer is no, it is written here as no.
What investors ask first
Whether this operation is worth trusting — the questions below all circle that one thing.
Why is this called risk-free arbitrage?
Because the position carries no directional exposure. The futures leg and the spot leg run opposite each other at matched notional: when price rises one side gains and the other loses, and the reverse when it falls. The only source of return is the funding rate, settled by exchange rules on a fixed schedule. To be precise about the claim: what it removes is directional price risk. It does not remove exchange risk, and it does not remove liquidity risk in extreme conditions.
Are the published returns net of costs?
Four lines are deducted: the futures-leg fee, the spot-leg fee, the cost of the capital used to scale principal, and slippage. A fifth item — the estimated exit fee, current notional times the exit fee rate — is shown on its own rather than folded into the net figure, because it is an estimate.
Is the interest-free 10x principal borrowed?
No. The multiple comes from the exchange's own position rules; nothing has been borrowed and pledged. There is no hourly-interest liability on the account, and therefore no path by which a rise in rates eats the return. What scales is the size of the principal, not the directional exposure — matched notional on both legs is unchanged.
What does "no interest" mean, and will that line always be zero?
The capital used to scale principal does not accrue interest, so that line in the four-part cost breakdown settles at zero for the period. It has not been deleted from the cost table for that reason — it stays where it is, and the number returns to it the moment the funding arrangement changes. A zero that can speak is worth more than a claim that there is no cost.
Does past performance indicate future returns?
No. Funding tracks market sentiment: positive periods are frequent and rich through bull markets and fall off sharply when the market goes flat or turns. Every year is published, including the 7.873% that ETHUSDT returned in 2022 — the point of showing it is that you see the variance rather than remembering only the average.
How do I check that the platform can pay?
Look at the solvency ratio — platform funds available against liabilities committed. An end-of-day job records it daily, and the last 30 days are plotted against the threshold line on one chart. It is not a figure disclosed once a quarter; it is a curve that moves every day.
What do the three plans differ on?
Only on how much protection you take and how much of the upside you give up. All three custody funds in a dedicated platform account and all three charge the same 2% annual management fee, taken out of returns rather than billed separately. Plan one adds a 7% floor APR on top of a full principal guarantee, and the entire excess goes to the platform. Plan two keeps the principal guarantee without the floor and splits the excess 7:3 with the platform first. Plan three has neither guarantee and splits the excess 3:7, so you take the larger share.
What is the minimum, and how long is the term?
The minimum is 5,000 USDT and terms run 1-5 年, set by the tier the amount falls into. Longer tiers carry an explicitly written early-exit clause rather than an informal promise.
Not the question you had?
How the numbers are computed, what the costs are, and how the floor is actually paid are covered in more detail on the mechanics and plans pages. Anything specific to your own money is visible period by period in the console once an account is open — subscribing first is not required.