TAC · Convergence Trade
Sparse data (32% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
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% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$32.76 | -$17.24 | -$67.24 |
| Round-trip fees | −$23.00 | −$23.00 | −$23.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.79 | +$0.79 | +$0.79 |
| Net potential | +$10.55 | -$39.45 | -$89.45 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.91%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 149 samples
- Mark Price
- $0.001221
- Exchange Ticker
- TACUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $1.12M
- 24h Vol
- $5.95M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.001225
- Exchange Ticker
- TACUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +80.21%
- OI
- $776.51K
- 24h Vol
- $881.05K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short91 long / 89 short samples · 2 days · auto-refresh every 30s