MSFT · Convergence Trade
Sparse data (24% 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
This spread does not cover its own costs
The spread is 0.07%, but entry and exit cost 0.43% 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 0.07% 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 | +$6.62 | -$43.38 | -$93.38 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(orderbook) | −$15.93 | −$15.93 | −$15.93 |
| Funding drag(est. 1h hold) | +$0.00 | +$0.00 | +$0.00 |
| Net potential | -$36.31 | -$86.31 | -$136.31 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.04% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 48 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 · 208 samples
Gate.io(cex)- Mark Price
- $528.9400
- Exchange Ticker
- MSFT_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(8h)
- +0.00%
- OI
- $1.81M
- 24h Vol
- $3.41M
Hotcoin(cex)- Mark Price
- $529.2900
- Exchange Ticker
- MSFTUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +0.12%
- OI
- $4.46M
- 24h Vol
- $2.80M
68 long / 206 short samples · 2 days · auto-refresh every 30s