AUD · Convergence Trade
Sparse data (30% 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 0.01% 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 | +$1.41 | -$48.59 | -$98.59 |
| Round-trip fees | −$2.00 | −$2.00 | −$2.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.22 | +$0.22 | +$0.22 |
| Net potential | -$0.37 | -$50.37 | -$100.37 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.07%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 152 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
- $0.7101
- Exchange Ticker
- AUDUSD-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- +0.00%
- OI
- $118.00K
- 24h Vol
- $122.28
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.7102
- Exchange Ticker
- AUD_USDT
- Taker / Maker
- 0.01% / 0%
- Funding APR(4h)
- +19.71%
- OI
- $4.68M
- 24h Vol
- $120.78K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short87 long / 86 short samples · 2 days · auto-refresh every 30s