NBIS · Convergence Trade
Sparse data (40% 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 0.18% 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 | +$18.44 | -$31.56 | -$81.56 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$4.03 | −$4.03 | −$4.03 |
| Net potential | -$1.59 | -$51.59 | -$101.59 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.10% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 79 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 · 845 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.
- Mark Price
- $268.1400
- Exchange Ticker
- NBIS
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.95%
- OI
- $3.00K
- 24h Vol
- $207.23K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $268.6345
- Exchange Ticker
- NBIS-PERP
- Taker / Maker
- 0.035% / 0.01%
- Funding APR(1h)
- -342.32%
- OI
- $189.48K
- 24h Vol
- $62.81K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short812 long / 812 short samples · 4 days · auto-refresh every 30s