US100 · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.07% 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 | +$6.74 | -$43.26 | -$93.26 |
| Round-trip fees | −$9.50 | −$9.50 | −$9.50 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.11 | +$0.11 | +$0.11 |
| Net potential | -$7.47 | -$57.47 | -$107.47 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.08%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,255 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.
- Mark Price
- $29,985.19
- Exchange Ticker
- US100-USD-PERP
- Taker / Maker
- 0.0075% / 0%
- Funding APR(8h)
- -9.39%
- OI
- $995.51
- 24h Vol
- $1.00K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $30,005.41
- Exchange Ticker
- US100-USD
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(1h)
- +0.00%
- OI
- $9.22K
- 24h Vol
- $7.86K
1095 long / 1098 short samples · 8 days · auto-refresh every 30s