ASR · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.01% 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 | +$0.85 | -$49.15 | -$99.15 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.13 | +$0.13 | +$0.13 |
| Net potential | -$21.02 | -$71.02 | -$121.02 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.06%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 191 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.
Toobit(cex)- Mark Price
- $0.8500
- Exchange Ticker
- ASR-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- -0.00%
- OI
- $2.51K
- 24h Vol
- $392.88K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Binance Futures(cex)- Mark Price
- $0.8501
- Exchange Ticker
- ASRUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +10.95%
- OI
- $1.44M
- 24h Vol
- $217.30K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short147 long / 95 short samples · 2 days · auto-refresh every 30s