NMR · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.14% 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 | +$13.75 | -$36.25 | -$86.25 |
| Round-trip fees | −$13.00 | −$13.00 | −$13.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.29 | −$0.29 | −$0.29 |
| Net potential | +$0.46 | -$49.54 | -$99.54 |
⏱ 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 307 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 · 1,620 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.
MEXC(cex)- Mark Price
- $8.0010
- Exchange Ticker
- NMR_USDT
- Taker / Maker
- 0.01% / 0%
- Funding APR(4h)
- +8.98%
- OI
- $4.04M
- 24h Vol
- $117.27K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Bybit(cex)- Mark Price
- $8.0120
- Exchange Ticker
- NMRUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- -16.21%
- OI
- $667.49K
- 24h Vol
- $98.16K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1296 long / 1332 short samples · 8 days · auto-refresh every 30s