AVGO · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.12%, but entry and exit cost 0.16% 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 0.12% 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 | +$12.40 | -$37.60 | -$87.60 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$3.60 | -$53.60 | -$103.60 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.04% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 23 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 · 251 samples
KuCoin(cex)- Mark Price
- $338.7900
- Exchange Ticker
- AVGOUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $915.42K
- 24h Vol
- $80.15K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
MEXC(cex)- Mark Price
- $339.2100
- Exchange Ticker
- AVGOSTOCK_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(8h)
- +0.00%
- OI
- $3.33M
- 24h Vol
- $1.19M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short204 long / 210 short samples · 2 days · auto-refresh every 30s