KODEX200 · Convergence Trade
Profit Calculator
Three scenarios: the current spread 1.02% 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 | +$101.87 | +$51.87 | +$1.87 |
| Round-trip fees | −$28.00 | −$28.00 | −$28.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.23 | +$0.23 | +$0.23 |
| Net potential | +$74.10 | +$24.10 | -$25.90 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.53% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 18 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 · 194 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.
Toobit(cex)- Mark Price
- $81.4800
- Exchange Ticker
- KODEX200-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +36.15%
- OI
- $6.30K
- 24h Vol
- $52.59K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
WEEX(cex)- Mark Price
- $82.3100
- Exchange Ticker
- KODEX200USDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- +56.50%
- OI
- $767.13
- 24h Vol
- $4.97K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short183 long / 183 short samples · 2 days · auto-refresh every 30s