HANA · Convergence Trade
Sparse data (35% 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
Three scenarios: the current spread 0.01% 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 | +$0.89 | -$49.11 | -$99.11 |
| Round-trip fees | −$23.00 | −$23.00 | −$23.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.80 | +$0.80 | +$0.80 |
| Net potential | -$136.66 | -$186.66 | -$236.66 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.13%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 160 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
- $0.03373
- Exchange Ticker
- HANAUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- +53.88%
- OI
- $1.01M
- 24h Vol
- $149.54K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
KuCoin(cex)- Mark Price
- $0.03373
- Exchange Ticker
- HANAUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +124.39%
- OI
- $1.77M
- 24h Vol
- $1.02M
100 long / 86 short samples · 2 days · auto-refresh every 30s