AAVE · Convergence Trade
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.83% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$83.22 | +$33.22 | -$16.78 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.19 | +$0.19 | +$0.19 |
| Net potential | +$67.41 | +$17.41 | -$32.59 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.56% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 21 comparable episodes over 1D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 284 samples
- Mark Price
- $106.9500
- Exchange Ticker
- AAVE/USD
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- -5.66%
- OI
- $39.10K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $107.8400
- Exchange Ticker
- AAVE
- Taker / Maker
- 0.035% / 0.005%
- Funding APR(1h)
- +11.38%
- OI
- $28.48K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short281 long / 148 short samples · 2 days · auto-refresh every 30s