SMSN · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.13% 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 | +$12.72 | -$37.28 | -$87.28 |
| Round-trip fees | −$17.00 | −$17.00 | −$17.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.84 | −$0.84 | −$0.84 |
| Net potential | -$5.12 | -$55.12 | -$105.12 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.12%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,902 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.
TxFlow(dex)- Mark Price
- $199.9900
- Exchange Ticker
- SAMSUNG
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.95%
- OI
- $8.63K
- 24h Vol
- $63.67K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Aster(dex)- Mark Price
- $200.2444
- Exchange Ticker
- SAMSUNGUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(4h)
- -62.86%
- OI
- $135.13K
- 24h Vol
- $276.19K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1534 long / 1839 short samples · 8 days · auto-refresh every 30s