ANTHROPIC · Convergence Trade
Profit Calculator
Three scenarios: the current spread 4.99% 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 | +$498.58 | +$448.58 | +$398.58 |
| Round-trip fees | −$20.00 | −$20.00 | −$20.00 |
| Slippage(orderbook) | −$9.34 | −$9.34 | −$9.34 |
| Funding drag(est. 1h hold) | +$0.04 | +$0.04 | +$0.04 |
| Net potential | +$469.28 | +$419.28 | +$369.28 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 4.56% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 10 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 · 235 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
- $2,038.56
- Exchange Ticker
- ANTHROPIC-USD
- Taker / Maker
- 0.1% / 0.05%
- Funding APR(1h)
- +0.06%
- OI
- $786.95K
- 24h Vol
- $82.30K
- Mark Price
- $2,140.2
- Exchange Ticker
- ANTHROPIC-USDG
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- +3.51%
- OI
- $6.75M
- 24h Vol
- $23.32M
235 long / 235 short samples · 1 day · auto-refresh every 30s