Skip, no drift
The pool tracks the real price. Little to earn.
Market closedpool read 53m agoreal print Thu 3:59 PM ET
pool $376.47+0.35%
real $375.17
$370.28$377.30
Where to quote
$370.28 to $377.30: the real price plus the usual drift each side, on this pool's tick grid (ticks -217200 to -216800).
At today's pool price that is 12% VTI and 88% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.35%
usual −1.3% to +0.6%
Reverts in
40 min
4.8 crossings a session
Stock's daily move
0.6%
the cost
Pool's daily move
2.7%
stock plus drift
The tape
since Sun 6:35 AM ET · 48 five-minute candles · studied 53m ago+1.6%+0.8%real−0.8%−1.6%
Mon, Sep 28Tue, Sep 29Wed, Sep 30Thu, Oct 1Fri, Oct 2
usual band pre and after hours market closed
Hover the tape for a reading.
Fees / day
$51
$5.1k volume × 1%
Pool size
$65.6k
28% a year, pool average
Fee yield, this band
47%
a year in range, 101× vs the pool's 61×
Cost of the stock moving
13%
a year. Fees cover 358% of it.
Volume outside hours
88%
46% while the market is closed
Before you quote
- Market closed. The real price is the last print, so part of the gap may be news the tape has not priced.