Weekend CME Gap Oscillation Strategy Trading
#短线策略 #BTC
1. Last weekend's strategy situation
It has been almost a month since my first post. Last time I proposed a very simple trading method: after the CME futures close on weekends, shorting when the price rises and going long when it falls, settling when it reverts.
First, let's look at this weekend's market, as shown in the picture; the closing time is 6:00 on January 11 (UTC+8), with a closing price of 94582.
My initial plan was to place orders around the range of extreme oscillation (93200-95850), but I found that although the market was quite volatile from January 1-5, the weekend still maintained a consistent narrow range. So, I adjusted the operating range to (94000-95200) and opened a neutral grid trade.
