TQQQ · Convergence Trade
Sparse data (28% 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
Three scenarios: the current spread 0.17% 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 | +$17.06 | -$32.94 | -$82.94 |
| Round-trip fees | −$23.00 | −$23.00 | −$23.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.18 | +$0.18 | +$0.18 |
| Net potential | -$5.76 | -$55.76 | -$105.76 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.13% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 28 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 · 188 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.
KuCoin(cex)- Mark Price
- $76.2100
- Exchange Ticker
- TQQQUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- -15.55%
- OI
- $379.63K
- 24h Vol
- $691.40K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Bybit(cex)- Mark Price
- $76.3400
- Exchange Ticker
- TQQQUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $3.28M
- 24h Vol
- $1.69M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short81 long / 182 short samples · 2 days · auto-refresh every 30s