KWEB · Convergence Trade
Sparse data (31% 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
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 1.04% 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 | +$103.59 | +$53.59 | +$3.59 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | +$76.59 | +$26.59 | -$23.41 |
⏱ Hold time (estimated from history)
Over 1D the spread rarely converged to the median 0.53% (100% of episodes never did). The spread may be structural rather than mean-reverting — do not count on a quick exit; take profit on actual compression, not on a timer.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 119 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.
Bitget(cex)- Mark Price
- $23.8430
- Exchange Ticker
- KWEBUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $447.36K
- 24h Vol
- $107.55K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $24.0900
- Exchange Ticker
- KWEB_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- +0.00%
- OI
- $34.94K
- 24h Vol
- $1.76K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short88 long / 88 short samples · 2 days · auto-refresh every 30s