XCU · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.19% 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 | +$19.47 | -$30.53 | -$80.53 |
| Round-trip fees | −$15.00 | −$15.00 | −$15.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.28 | +$0.28 | +$0.28 |
| Net potential | +$3.81 | -$46.19 | -$96.19 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.17% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 131 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 · 1,769 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.
Extended(dex)- Mark Price
- $6.6984
- Exchange Ticker
- XCU-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- +3.50%
- OI
- $674.93K
- 24h Vol
- $6.29M
OKX(cex)- Mark Price
- $6.7114
- Exchange Ticker
- XCU-USDT-SWAP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +27.62%
- OI
- $480.50K
- 24h Vol
- $1.45M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1598 long / 1615 short samples · 8 days · auto-refresh every 30s