CBRS · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.06% 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 | +$5.92 | -$44.08 | -$94.08 |
| Round-trip fees | −$8.00 | −$8.00 | −$8.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.04 | −$0.04 | −$0.04 |
| Net potential | -$2.12 | -$52.12 | -$102.12 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.22%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,866 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.
Lighter(dex)- Mark Price
- $254.8600
- Exchange Ticker
- CBRS-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- +3.50%
- OI
- $451.46K
- 24h Vol
- $255.60K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Aster(dex)- Mark Price
- $255.0110
- Exchange Ticker
- CBRSUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(8h)
- +0.00%
- OI
- $31.36K
- 24h Vol
- $122.16K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1595 long / 1595 short samples · 8 days · auto-refresh every 30s