WLFI · Convergence Trade
Current Spread (mark)
updated 33s ago+0.151%higher than 60% of spread values(window 1D)
long $0.04742 · short $0.04749
Entry Spread (order book)+0.029%on $10,000
long $0.04745 · short $0.04746(average execution prices, not mark)
market median $0.04748· long -0.1%· short +0.0%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.15%, but entry and exit cost 0.20% of the position. The trade is a loss at entry regardless of how the spread moves afterwards. Reduce the size, or pick another pair.
Three scenarios: the current spread 0.15% 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 | +$15.14 | -$34.86 | -$84.86 |
| Round-trip fees | −$10.00 | −$10.00 | −$10.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$5.27 | -$55.27 | -$105.27 |
Breakeven move 0.2041%·Tradeability: 0.7× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.14%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 284 samples
Current
+0.151%
60 pct
Median
+0.145%
Average
+0.145%
P25 → P75
+0.116% … +0.170%
Range
-0.093% … +0.431%
Std dev
±0.060%
tf
LONG
Variational(dex)
- Mark Price
- $0.04742
- Exchange Ticker
- WLFI
- Taker / Maker
- 0% / 0%
- Funding APR(4h)
- +10.96%
- OI
- $720.88K
- 24h Vol
- $385.51K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
Binance Futures(cex)
- Mark Price
- $0.04749
- Exchange Ticker
- WLFIUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $163.58M
- 24h Vol
- $15.41M
284 long / 284 short samples · 2 days · auto-refresh every 30s