Aergo Contract Arbitrage Strategy. Profit Sharing Version.

Core Contradictions:

1. Short-term Overbought (RSI 75) and Funding Rate Arbitrage Opportunity (-2%/2h) Game

2. Huge Trading Volume (24h Transaction Volume 5.1 Billion AERGO) and Price High Fluctuation Liquidity Risk

3. 2x Full Margin Leverage and 0.4556 Liquidation Price Safety Margin

Long and Short Signal Trigger Mechanism:

1. Bullish Signal: 4-hour Closing Price Breaks 0.235 (Previous High +2%) + Trading Volume Increases by 15%

2. Bearish Signal: 15-minute K-line Falls Below MA7 (0.2272) + MACD Death Cross Forms

3. Emergency Liquidation: Instantaneous Volatility > 5%/5 Minutes or Funding Rate Reverses to +0.5%

Risk Hedging Plan:

Recommend Using "Gamma Scalping" Strategy:

1. Open Long with 50% Margin

2. Simultaneously Buy Weekly Put Option with Strike Price 0.25 (Cost Approximately 8%)

3. Remaining Funds for Grid Trading (0.22-0.24 Range, 5 Levels)

Capital Management Recommendations:

- Waterfall Take Profit: 0.235 (30%), 0.245 (50%), 0.25 (20%)

- Dynamic Stop Loss: Initial Stop Loss 0.225, Move Up 0.5% for Every 1% Increase

- Rate Arbitrage: Manually Extend Every 2 Hours, Use -2% Rate for Hedging

Optimal Strategy Selection:

Under Current Parameters, Recommend Using "Pullback Long + Grid Hedge" Combination:

1. 60% of Funds Set Buy Limit Orders in 0.225-0.228 Range

2. 30% of Funds for Grid Trading Set at 0.22-0.24 (5% Interval)

3. 10% Margin for Rate Arbitrage Hedging

Expected 72-Hour Profit Curve Shows "J-shaped" Distribution, with Maximum Drawdown Controlled Below 18%. If Funding Rate Does Not Reverse by 8 AM Tomorrow, Recommend Reducing Leverage to 1.5x.