AMAT · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 4m old+0.065%higher than 43% of spread values(window 1D)
long $364.0600 · short $364.2950(long 4m / short 3m old)
Entry Spread (order book)-0.155%on $10,000thin book — size does not fully fill
long $364.3376 · short $363.7738(average execution prices, not mark)
market median $364.0000· long +0.0%· short +0.1%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.06%, but entry and exit cost 0.26% of the position. The trade is a loss at entry regardless of how the spread moves afterwards. Reduce the size, or pick another pair.
Three scenarios: the current spread 0.06% 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 | +$6.45 | -$43.55 | -$93.55 |
| Round-trip fees | −$26.00 | −$26.00 | −$26.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.24 | +$0.24 | +$0.24 |
| Net potential | -$19.31 | -$69.31 | -$119.31 |
Breakeven move 0.2576%·Tradeability: 0.3× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.09%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 283 samples
Current
+0.065%
43 pct
Median
+0.071%
Average
+0.060%
P25 → P75
+0.036% … +0.130%
Range
-1.461% … +1.060%
Std dev
±0.203%
tf
LONG
WEEX(cex)
WEEX(cex)- Mark Price
- $364.0600
- Exchange Ticker
- AMATUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- -10.19%
- OI
- $6.05M
- 24h Vol
- $1.36M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
HTX(cex)
HTX(cex)- Mark Price
- $364.2950
- Exchange Ticker
- AMAT-USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +10.96%
- OI
- $24.23K
- 24h Vol
- $59.81K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short251 long / 258 short samples · 2 days · auto-refresh every 30s