GRAM · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 2m old+0.063%higher than 62% of spread values(window 1D)
long $1.1070 · short $1.1077(long 2m / short 1m old)
Entry Spread (order book)-0.136%on $10,000
long $1.1070 · short $1.1055(average execution prices, not mark)
market median $1.1061· long +0.1%· short +0.1%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.06%, but entry and exit cost 0.29% 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 0.06% 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 | +$6.32 | -$43.68 | -$93.68 |
| Round-trip fees | −$20.00 | −$20.00 | −$20.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.68 | +$0.68 | +$0.68 |
| Net potential | -$22.68 | -$72.68 | -$122.68 |
Breakeven move 0.2900%·Tradeability: 0.2× 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 · 279 samples
Current
+0.063%
62 pct
Median
+0.018%
Average
+0.033%
P25 → P75
-0.089% … +0.151%
Range
-0.683% … +0.871%
Std dev
±0.209%
tf
LONG
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 LongSHORT
WEEX(cex)
WEEX(cex)- Mark Price
- $1.1077
- Exchange Ticker
- GRAMUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(4h)
- +20.64%
- 24h Vol
- $5.45M
253 long / 247 short samples · 2 days · auto-refresh every 30s