ZRO · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 2m old+0.033%higher than 55% of spread values(window 1D)
long $1.5221 · short $1.5226(long 2m / short 1m old)
Entry Spread (order book)-11.260%on $10,000
long $1.7075 · short $1.5152(average execution prices, not mark)
market median $1.5207· long +0.1%· short +0.1%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.03%, but entry and exit cost 0.21% 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 0.03% 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 | +$3.28 | -$46.72 | -$96.72 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.92 | +$0.92 | +$0.92 |
| Net potential | -$17.80 | -$67.80 | -$117.80 |
Breakeven move 0.2108%·Tradeability: 0.2× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.15%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 277 samples
Current
+0.033%
55 pct
Median
+0.013%
Average
+0.011%
P25 → P75
-0.143% … +0.150%
Range
-1.743% … +1.514%
Std dev
±0.289%
tf
LONG
Crypto.com(cex)
Crypto.com(cex)- Mark Price
- $1.5221
- Exchange Ticker
- ZROUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- -40.16%
- OI
- $13.95K
- 24h Vol
- $44.37K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
BloFin(cex)
BloFin(cex)- Mark Price
- $1.5226
- Exchange Ticker
- ZRO-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +40.14%
- OI
- $1.10M
- 24h Vol
- $197.67K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short254 long / 253 short samples · 2 days · auto-refresh every 30s