US30 · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.30% 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 | +$29.93 | -$20.07 | -$70.07 |
| Round-trip fees | −$14.00 | −$14.00 | −$14.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.09 | +$0.09 | +$0.09 |
| Net potential | +$16.02 | -$33.98 | -$83.98 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.19% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 72 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 · 1,634 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.
MEXC(cex)- Mark Price
- $53,491.17
- Exchange Ticker
- US30_USDT
- Taker / Maker
- 0.01% / 0%
- Funding APR(1440m)
- +0.00%
- OI
- $7.28M
- 24h Vol
- $446.02K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Toobit(cex)- Mark Price
- $53,651.27
- Exchange Ticker
- US30-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +7.67%
- OI
- $30.79K
- 24h Vol
- $11.30M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1308 long / 1299 short samples · 8 days · auto-refresh every 30s