XLU · Convergence Trade
Sparse data (27% 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 0.07% 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 | +$6.56 | -$43.44 | -$93.44 |
| Round-trip fees | −$26.00 | −$26.00 | −$26.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.09 | −$0.09 | −$0.09 |
| Net potential | -$19.53 | -$69.53 | -$119.53 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.11%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 203 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.
Gate.io(cex)- Mark Price
- $44.2200
- Exchange Ticker
- XLU_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +10.95%
- OI
- $2.69K
- 24h Vol
- $1.85K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
WEEX(cex)- Mark Price
- $44.2490
- Exchange Ticker
- XLUUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- +2.74%
- OI
- $1.92M
- 24h Vol
- $182.02K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short78 long / 193 short samples · 2 days · auto-refresh every 30s