RSR · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 6m old+0.036%higher than 73% of spread values(window 1D)
long $0.001900 · short $0.001901(long 6m / short 9s old)
Entry Spread (order book)order book loading (~30s) — refresh to see it
market median $0.001902· long -0.1%· short -0.1%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.04%, but entry and exit cost 0.18% 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 0.04% 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 | +$3.58 | -$46.42 | -$96.42 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.70 | +$0.70 | +$0.70 |
| Net potential | -$14.72 | -$64.72 | -$114.72 |
Breakeven move 0.1830%·Tradeability: 0.2× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.11%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 283 samples
Current
+0.036%
73 pct
Median
-0.051%
Average
-0.049%
P25 → P75
-0.148% … +0.051%
Range
-0.799% … +0.777%
Std dev
±0.205%
tf
LONG
Binance Futures(cex)
Binance Futures(cex)- Mark Price
- $0.001900
- Exchange Ticker
- RSRUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- -130.40%
- OI
- $6.75M
- 24h Vol
- $16.38M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
Hyperliquid(dex)
Hyperliquid(dex)- Mark Price
- $0.001901
- Exchange Ticker
- RSR
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- -68.95%
- OI
- $830.01K
- 24h Vol
- $468.28K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short256 long / 283 short samples · 2 days · auto-refresh every 30s