W · Convergence Trade
Sparse data (27% 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 2.06% 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 | +$206.08 | +$156.08 | +$106.08 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.09 | −$0.09 | −$0.09 |
| Net potential | +$178.99 | +$128.99 | +$78.99 |
⏱ Hold time (estimated from history)
Not enough comparable episodes in the 1D history to estimate timing — pick a larger window (7D / 30D) where the spread has been this wide before.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 225 samples
- Mark Price
- $0.01407
- Exchange Ticker
- W_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- -37.47%
- OI
- $699.89K
- 24h Vol
- $956.10K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.01436
- Exchange Ticker
- WUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- -45.51%
- OI
- $683.41K
- 24h Vol
- $1.18M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short78 long / 204 short samples · 2 days · auto-refresh every 30s