KODEX200 · Convergence Trade
Sparse data (46% 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 1.25% 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 | +$124.50 | +$74.50 | +$24.50 |
| Round-trip fees | −$28.00 | −$28.00 | −$28.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.03 | +$0.03 | +$0.03 |
| Net potential | +$96.53 | +$46.53 | -$3.47 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.92% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 109 comparable episodes over 7D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 923 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
- $81.9300
- Exchange Ticker
- KODEX200-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +132.12%
- OI
- $6.04K
- 24h Vol
- $52.25K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
WEEX(cex)- Mark Price
- $82.9500
- Exchange Ticker
- KODEX200USDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- +134.90%
- OI
- $1.12K
- 24h Vol
- $4.96K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short920 long / 919 short samples · 4 days · auto-refresh every 30s