RSR · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 8m old+0.054%higher than 74% of spread values(window 1D)
long $0.001838 · short $0.001839(long 3m / short 8m old)
Entry Spread (order book)order book loading (~30s) — refresh to see it
market median $0.001839· long -0.1%· short -0.0%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.05%, but entry and exit cost 0.16% 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 0.05% 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 | +$5.44 | -$44.56 | -$94.56 |
| 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 | -$10.23 | -$60.23 | -$110.23 |
Breakeven move 0.1567%·Tradeability: 0.3× 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 · 261 samples
Current
+0.054%
74 pct
Median
-0.051%
Average
-0.037%
P25 → P75
-0.159% … +0.101%
Range
-0.682% … +0.542%
Std dev
±0.211%
tf
LONG
MEXC(cex)
MEXC(cex)- Mark Price
- $0.001838
- Exchange Ticker
- RSR_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(8h)
- -60.49%
- OI
- $172.69
- 24h Vol
- $471.25K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
Bitget(cex)
Bitget(cex)- Mark Price
- $0.001839
- Exchange Ticker
- RSRUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- -31.89%
- OI
- $1.29M
- 24h Vol
- $1.42M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short225 long / 224 short samples · 2 days · auto-refresh every 30s