AMAT · Convergence Trade
Sparse data (37% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
Profit Calculator
Three scenarios: the current spread 0.31% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.5% | 1.0% |
|---|---|---|---|
| Gross profit | +$31.26 | -$18.74 | -$68.74 |
| Round-trip fees | −$13.00 | −$13.00 | −$13.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$1.60 | +$1.60 | +$1.60 |
| Net potential | +$19.86 | -$30.14 | -$80.14 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.10% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 19 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 · 203 samples
MEXC(cex)- Mark Price
- $563.0700
- Exchange Ticker
- AMATSTOCK_USDT
- Taker / Maker
- 1 / 0 bps
- Funding APR(8h)
- +0.00%
- OI
- $2.34K
- 24h Vol
- $163.60K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Bybit(cex)- Mark Price
- $564.8300
- Exchange Ticker
- AMATUSDT
- Taker / Maker
- 5.5 / 2 bps
- Funding APR(8h)
- +139.83%
- OI
- $939.85K
- 24h Vol
- $1.19M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short107 long / 184 short samples · 2 days · auto-refresh every 30s