HomePremium scanner guidesBackwardation Reversal — Basis + Funding Squeeze

Backwardation Reversal — Basis + Funding Squeeze

Crypto Futures BUY signal Crypto Futures — OI vs Price Dynamics POSITIONAL

Perpetual mark price trading below the spot index price (basis_pct < -0.05%) COMBINED with negative funding (shorts paying carry). Two simultaneous mechanical forces drive the perp back up: (1) arbitrageurs buy the cheap perp and sell spot to close the gap; (2) shorts pay increasing carry until they cover. Strongest structural squeeze setup — basis arbitrage and funding unwind both push in the same direction. RSI 28–55 (downtrend exhausting, not yet recovered). Requires $10M+ daily volume for arbitrageur-grade liquidity. Ranked by deepest negative basis.

The edge — what this scanner is hunting

Quarterly futures < perp + negative funding = max pessimism across the curve. Rare but very high-conviction. Deep backwardation only triggers 2–3x per quarter and historically resolves UP within 1–3 weeks.

How it fires

basis_pct < -0.3% + funding rate < -0.005 + decent volume.

When to take this trade

HorizonPositional
Scanner timeframe1d
Confirm entry on4h / 1d
Typical hold1–3 weeks
Max hold / time-stopUntil basis flips back to contango
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Historical edge

65–70% over 1–3 week windows. Full breakdown in the premium app.

For educational purposes only — user discretion is advised. This screener identifies a statistical edge, not a guaranteed trade. Past performance does not predict future results. Crypto perpetuals are highly leveraged — position sizing, stops, and risk-per-trade discipline are non-negotiable. This is information, not financial advice. Always do your own analysis before entering a trade.

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