MSTR · Convergence Trade
Profit Calculator
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% | 0.5% | 1.0% |
|---|---|---|---|
| Gross profit | +$10.65 | -$39.35 | -$89.35 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.33 | −$0.33 | −$0.33 |
| Net potential | -$5.68 | -$55.68 | -$105.68 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.06% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 28 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 · 202 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.
TxFlow(dex)- Mark Price
- $97.6400
- Exchange Ticker
- MSTR
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.95%
- OI
- $9.61K
- 24h Vol
- $175.98K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
NADO(dex)- Mark Price
- $97.7439
- Exchange Ticker
- MSTR-PERP
- Taker / Maker
- 0.035% / 0.01%
- Funding APR(1h)
- -18.02%
- OI
- $22.23K
- 24h Vol
- $4.93K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short193 long / 191 short samples · 2 days · auto-refresh every 30s