SKHYNIX · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.18%, but entry and exit cost 0.23% 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 0.18% 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 | +$17.74 | -$32.26 | -$82.26 |
| Round-trip fees | −$17.00 | −$17.00 | −$17.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$5.14 | +$5.14 | +$5.14 |
| Net potential | -$5.12 | -$55.12 | -$105.12 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.15% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 34 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 · 281 samples
- Mark Price
- $1,055.83
- Exchange Ticker
- SKHYNIX
- Taker / Maker
- 0.045% / -0.005%
- Funding APR(1h)
- -273.00%
- OI
- $1.55K
- 24h Vol
- $95.81K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $1,057.7
- Exchange Ticker
- SKHYNIX-USD
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(1h)
- +176.89%
- OI
- $143.97K
- 24h Vol
- $129.80K
275 long / 277 short samples · 2 days · auto-refresh every 30s