Funding is a positioning tax
Perpetual futures use funding to keep contract prices anchored to spot. When one side is crowded, that side often pays. Aegium uses that as a market structure input rather than a simple long/short trigger.
A positive or negative funding rate does not mean much in isolation. Aegium compares funding pressure across the liquid perps, then checks whether crowded positioning is being rewarded or punished by flow.
Perpetual futures use funding to keep contract prices anchored to spot. When one side is crowded, that side often pays. Aegium uses that as a market structure input rather than a simple long/short trigger.
A high-funding long can still work when flow and momentum are strong. A negative-funding short can still be dangerous if the squeeze pressure is building. The dashboard makes those tradeoffs visible in the same cross-sectional view.
One of Aegium's live books is built around funding carry. It is paper-traded in the open alongside the rest of the market-neutral book, so funding is judged by realized behavior, not by a neat theory chart.
You can, but Aegium does not treat funding as enough. It is stronger when paired with flow, momentum, liquidity and observed book performance.
Yes. The public track record shows the live paper book at portfolio level, and paid views expose deeper book and symbol context.