PROM · Convergence Trade
Sparse data (30% 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 1.07% 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 | +$107.06 | +$57.06 | +$7.06 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.21 | +$0.21 | +$0.21 |
| Net potential | +$85.27 | +$35.27 | -$14.73 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.29% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 12 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 · 204 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.
Gate.io(cex)- Mark Price
- $2.0550
- Exchange Ticker
- PROM_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- -69.42%
- OI
- $418.30K
- 24h Vol
- $1.52M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Bitunix(cex)- Mark Price
- $2.0770
- Exchange Ticker
- PROMUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- -50.98%
- 24h Vol
- $536.60K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short85 long / 153 short samples · 2 days · auto-refresh every 30s