DATA · Convergence Trade
Sparse data (31% 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
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.18% 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 | +$18.23 | -$31.77 | -$81.77 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.01 | +$0.01 | +$0.01 |
| Net potential | +$2.24 | -$47.76 | -$97.76 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.15% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 40 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 · 148 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.
Bybit(cex)- Mark Price
- $0.2158
- Exchange Ticker
- DATAUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $1.67M
- 24h Vol
- $3.96M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Extended(dex)- Mark Price
- $0.2162
- Exchange Ticker
- DATA-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- +11.40%
- OI
- $1.27K
- 24h Vol
- $0.00
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short90 long / 90 short samples · 2 days · auto-refresh every 30s