ZRO · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 5m old+0.032%higher than 53% of spread values(window 1D)
long $1.5420 · short $1.5425(long 5m / short 43s old)
Entry Spread (order book)-0.263%on $10,000
long $1.5434 · short $1.5394(average execution prices, not mark)
market median $1.5428· long -0.1%· short -0.0%
Size per leg$= $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 0.27% 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 | +$3.24 | -$46.76 | -$96.76 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.38 | +$0.38 | +$0.38 |
| Net potential | -$23.38 | -$73.38 | -$123.38 |
Breakeven move 0.2662%·Tradeability: 0.1× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.11%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 279 samples
Current
+0.032%
53 pct
Median
+0.025%
Average
+0.023%
P25 → P75
-0.099% … +0.137%
Range
-1.030% … +1.232%
Std dev
±0.253%
tf
LONG
Gate.io(cex)
Gate.io(cex)- Mark Price
- $1.5420
- Exchange Ticker
- ZRO_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- +10.96%
- OI
- $8.10M
- 24h Vol
- $682.44K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
BloFin(cex)
BloFin(cex)- Mark Price
- $1.5425
- Exchange Ticker
- ZRO-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +43.83%
- OI
- $1.11M
- 24h Vol
- $208.81K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short255 long / 253 short samples · 2 days · auto-refresh every 30s