CLO · 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
This spread does not cover its own costs
The spread is 0.13%, but entry and exit cost 0.19% 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 0.13% 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 | +$13.18 | -$36.82 | -$86.82 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$5.82 | -$55.82 | -$105.82 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.31%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 159 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.
MEXC(cex)- Mark Price
- $0.06070
- Exchange Ticker
- CLO_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(4h)
- +10.96%
- OI
- $623.28K
- 24h Vol
- $138.61K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $0.06078
- Exchange Ticker
- CLO_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(8h)
- +10.96%
- OI
- $520.38K
- 24h Vol
- $745.52K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short87 long / 86 short samples · 1 day · auto-refresh every 30s