XAUT · 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 | +$7.46 | -$42.54 | -$92.54 |
| Round-trip fees | −$12.00 | −$12.00 | −$12.00 |
| Slippage(orderbook) | −$6.09 | −$6.09 | −$6.09 |
| Funding drag(est. 1h hold) | +$0.57 | +$0.57 | +$0.57 |
| Net potential | -$10.06 | -$60.06 | -$110.06 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.06% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 38 comparable episodes over 1D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 282 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.
Variational(dex)- Mark Price
- $4,040.39
- Exchange Ticker
- XAUT
- Taker / Maker
- 0% / 0%
- Funding APR(4h)
- +7.79%
- OI
- $34.58M
- 24h Vol
- $3.51M
BloFin(cex)- Mark Price
- $4,043.4
- Exchange Ticker
- XAUT-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +57.62%
- OI
- $2.79M
- 24h Vol
- $749.50K
282 long / 265 short samples · 2 days · auto-refresh every 30s