Daily no-capital forward test. Pulls live Binance USDT-perp funding (public API, no key),
applies validated filter (liquid + trailing-30d mean daily funding > 5bp, hysteresis), computes
intended equal-weight delta-neutral book, tracks realized funding on prior book -> forward track
record on unseen data. Modes: paper|status. cwd-independent, state-persisted, cron-ready.
Day-1 live run: 19 of 247 liquid perps qualify (regime filter working in real time). Cron added
at 01:17 UTC daily (after 00:00 funding settlement). Validates the one open question: does
positive funding carry persist forward? Honest scope: tracks gross carry + turnover; does NOT
model basis vol (needs live fills) or counterparty risk (un-simulable).
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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