This chart gives users indicator that how the quotation gap between future and Perpetual SWAP on BitMEX.
Several conclusions base on simulation:
1. Both uptrend trend and downtrend could be used to gain profit;
2. During uptrend, quotation gap expanded, Long on SWAP and short on future came with loss and short on SWAP while long on future will be profitable;
3. During downtrend, quotation gap narrowed, Long on SWAP and short on future came with profit and short on SWAP while long on future will come to loss;
4. Price fluctation compound effect, the price fluctuation of underlying asset will have positive compound effect.