ZEREBRO · Convergence Trade
Sparse data (35% 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
This spread does not cover its own costs
The spread is 0.08%, but entry and exit cost 0.18% 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 0.08% 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 | +$7.76 | -$42.24 | -$92.24 |
| Round-trip fees | −$18.00 | −$18.00 | −$18.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.45 | +$0.45 | +$0.45 |
| Net potential | -$9.79 | -$59.79 | -$109.79 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.21%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 154 samples
- Mark Price
- $0.02578
- Exchange Ticker
- ZEREBROUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +18.65%
- OI
- $3.97M
- 24h Vol
- $5.30M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.02580
- Exchange Ticker
- ZEREBROUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(4h)
- +58.44%
- OI
- $715.93K
- 24h Vol
- $34.33K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short100 long / 102 short samples · 2 days · auto-refresh every 30s