ANTHROPIC · Convergence Trade
Profit Calculator
Three scenarios: the current spread 2.67% 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 | +$266.99 | +$216.99 | +$166.99 |
| Round-trip fees | −$38.00 | −$38.00 | −$38.00 |
| Slippage(orderbook) | −$15.28 | −$15.28 | −$15.28 |
| Funding drag(est. 1h hold) | +$0.16 | +$0.16 | +$0.16 |
| Net potential | +$213.87 | +$163.87 | +$113.87 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 2.38% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 16 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 · 282 samples
Live spread — order book
on size $10,000Rebuilt from stored order books (last 3h) and updated every ~15s while the page is open. IN is the spread to open the position, OUT is the spread to close it; positive means the trade works in your favour. Both are walked for your position size, so they already include what depth costs you.
- Mark Price
- $2,035.75
- Exchange Ticker
- ANTHROPIC-USD
- Taker / Maker
- 0.1% / 0.05%
- Funding APR(1h)
- -0.76%
- OI
- $672.99K
- 24h Vol
- $487.02K
- Mark Price
- $2,090.1
- Exchange Ticker
- io:ANTH
- Taker / Maker
- 0.09% / 0.03%
- Funding APR(1h)
- +12.92%
- OI
- $19.06M
- 24h Vol
- $5.49M
259 long / 239 short samples · 2 days · auto-refresh every 30s