GRAM · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 2m old+0.081%higher than 80% of spread values(window 1D)
long $1.1061 · short $1.1070(long 13s / short 2m old)
Entry Spread (order book)-0.248%on $10,000
long $1.1087 · short $1.1060(average execution prices, not mark)
market median $1.1061· long +0.0%· short +0.1%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.08%, 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 0.08% 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 | +$8.14 | -$41.86 | -$91.86 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.30 | −$0.30 | −$0.30 |
| Net potential | -$11.16 | -$61.16 | -$111.16 |
Breakeven move 0.1930%·Tradeability: 0.4× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.12%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 280 samples
Current
+0.081%
80 pct
Median
-0.080%
Average
-0.057%
P25 → P75
-0.158% … +0.040%
Range
-0.765% … +0.712%
Std dev
±0.194%
tf
LONG
Gate.io(cex)
Gate.io(cex)- Mark Price
- $1.1061
- Exchange Ticker
- GRAM_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- -12.05%
- OI
- $13.94M
- 24h Vol
- $2.74M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
MEXC(cex)
MEXC(cex)- Mark Price
- $1.1070
- Exchange Ticker
- GRAM_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(4h)
- -38.57%
- OI
- $3.83M
- 24h Vol
- $2.25M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short255 long / 253 short samples · 2 days · auto-refresh every 30s