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CrossMarketFndArb SPY-ES (I)

Strategy Performance
Ann. Ret.

52.42%

Sharpe R.

78.18

YTD Ret.

6.38%

Max DD.

0%

NAV

1.0638

RFR

6.38%

About The Strategy
Invest Asset(s): S&P 500 ETF(SPY) and S&P 500 Index Future Contract(ESmain)
Strategy Type: arbitrage/fndarb/crossmktfndarb/
Strategy Conception: Take long or short positions on the price spread when the price ratio between different futures contracts in different markets deviates from normal.
Strategy Attributes: MAXE AI's CrossMarketFndArb SPY-ES (I) uses self-developed Tailored Arbitrage Rule-Based model technology, combined with the price spread relationship between the SP500 ETF (SPY) on the ARCA market and the SP500 index futures contract (ESmain) on the CME exchange, accurately establishes and timely adjusts positions, allowing investors to seize arbitrage opportunities when asset relationships deviate.
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