SOFI · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.33% 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 | +$32.80 | -$17.20 | -$67.20 |
| Round-trip fees | −$28.00 | −$28.00 | −$28.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.12 | −$0.12 | −$0.12 |
| Net potential | +$4.68 | -$45.32 | -$95.32 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.27% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 111 comparable episodes over 7D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,346 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.
Toobit(cex)- Mark Price
- $18.2900
- Exchange Ticker
- SOFI-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- -0.00%
- OI
- $13.02K
- 24h Vol
- $91.03K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
WEEX(cex)- Mark Price
- $18.3500
- Exchange Ticker
- SOFIUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- -10.11%
- OI
- $20.30K
- 24h Vol
- $154.24K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1344 long / 1340 short samples · 6 days · auto-refresh every 30s