XAU · Convergence Trade
Current Spread (mark)
updated 43s ago+0.092%higher than 55% of spread values(window 1D)
long $3,816.94 · short $3,820.44
Entry Spread (order book)-0.046%on $10,000
long $3,822.82 · short $3,821.07(average execution prices, not mark)
market median $3,818.86· long -0.1%· short +0.0%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.09%, but entry and exit cost 0.32% 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 0.09% 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 | +$9.17 | -$40.83 | -$90.83 |
| Round-trip fees | −$14.00 | −$14.00 | −$14.00 |
| Slippage(orderbook) | −$18.04 | −$18.04 | −$18.04 |
| Funding drag(est. 1h hold) | −$0.09 | −$0.09 | −$0.09 |
| Net potential | -$22.96 | -$72.96 | -$122.96 |
Breakeven move 0.3213%·Tradeability: 0.3× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.09%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 285 samples
Current
+0.092%
55 pct
Median
+0.081%
Average
+0.106%
P25 → P75
+0.034% … +0.139%
Range
-0.262% … +1.249%
Std dev
±0.169%
tf
LONG
TxFlow(dex)
TxFlow(dex)- Mark Price
- $3,816.94
- Exchange Ticker
- XAU
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.96%
- OI
- $1.62M
- 24h Vol
- $6.05M
SHORT
Extended(dex)
Extended(dex)- Mark Price
- $3,820.44
- Exchange Ticker
- XAU-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- +3.51%
- OI
- $3.96M
- 24h Vol
- $18.61M
285 long / 284 short samples · 2 days · auto-refresh every 30s