XIAOMI · Convergence Trade
Sparse data (29% 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
Three scenarios: the current spread 0.97% 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 | +$97.23 | +$47.23 | -$2.77 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | +$78.23 | +$28.23 | -$21.77 |
⏱ Hold time (estimated from history)
Over 1D the spread rarely converged to the median 0.25% (100% of episodes never did). The spread may be structural rather than mean-reverting — do not count on a quick exit; take profit on actual compression, not on a timer.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 195 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.
- Mark Price
- $3.3187
- Exchange Ticker
- XIAOMIUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(8h)
- +0.00%
- OI
- $65.93K
- 24h Vol
- $6.57K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $3.3510
- Exchange Ticker
- XIAOMIUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $115.02K
- 24h Vol
- $50.60K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short84 long / 190 short samples · 2 days · auto-refresh every 30s