ZEREBRO · Convergence Trade
Sparse data (21% 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 0.15% 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 | +$15.02 | -$34.98 | -$84.98 |
| Round-trip fees | −$20.00 | −$20.00 | −$20.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.35 | +$0.35 | +$0.35 |
| Net potential | -$4.63 | -$54.63 | -$104.63 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.26%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 620 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
- $0.04062
- Exchange Ticker
- ZEREBRO_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- -14.45%
- OI
- $610.72K
- 24h Vol
- $75.00K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Pionex(cex)- Mark Price
- $0.04068
- Exchange Ticker
- ZEREBRO_USDT_PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +15.83%
- OI
- $1.61K
- 24h Vol
- $64.43K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short429 long / 602 short samples · 3 days · auto-refresh every 30s