INTC · Convergence Trade
Current Spread (mark)
updated 1m ago+0.105%higher than 80% of spread values(window 1D)
long $64.4448 · short $64.5127(long 1m / short 1m old)
Entry Spread (order book)-0.523%on $10,000
long $64.8851 · short $64.5460(average execution prices, not mark)
market median $64.5600· long -0.2%· short -0.1%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.11%, but entry and exit cost 0.91% 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 0.11% 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 | +$10.53 | -$39.47 | -$89.47 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(orderbook) | −$75.29 | −$75.29 | −$75.29 |
| Funding drag(est. 1h hold) | −$0.09 | −$0.09 | −$0.09 |
| Net potential | -$80.85 | -$130.85 | -$180.85 |
Breakeven move 0.9138%·Tradeability: 0.1× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
~18mintypical time to exit(usually ~6min–~24min)
Exit target: spread compresses to the median 0.07% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 37 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 · 284 samples
Current
+0.105%
80 pct
Median
+0.059%
Average
+0.057%
P25 → P75
-0.006% … +0.092%
Range
-0.825% … +1.311%
Std dev
±0.168%
tf
LONG
Aftermath(dex)
Aftermath(dex)- Mark Price
- $64.4448
- Exchange Ticker
- INTC
- Taker / Maker
- 0.045% / -0.005%
- Funding APR(1h)
- -23.95%
- OI
- $2.27K
- 24h Vol
- $124.84K
SHORT
NADO(dex)
NADO(dex)- Mark Price
- $64.5127
- Exchange Ticker
- INTC-PERP
- Taker / Maker
- 0.035% / 0.01%
- Funding APR(1h)
- -31.66%
- OI
- $176.88K
- 24h Vol
- $646.05K
284 long / 284 short samples · 2 days · auto-refresh every 30s