From 5000U to tens of millions: A professional trader's extreme rolling warehouse record
Moment of life and death
When LUNA's zero curve pierced my account, I made three decisions in front of the computer screen:
1. Never touch altcoin contracts again
2. Only use BTC/USDT perpetual on this "most brutal yet fairest" battlefield
3. Turn the last 5273U into a precise mathematical experiment
Core combat framework
Three principles for battlefield selection:
Liquidity abyss: BTC perpetual average daily trading volume exceeds 20 billion USD
Volatility rhythm: Daily level 3.7% is the historical average volatility
Rate arbitrage: During oscillation periods, average daily positive and negative 0.03% funding fee difference
5-15-30" rolling warehouse algorithm:
python
def rolling warehouse engine(principal):
First position = principal × 5% @20x leverage (triggered when breaking the ATR channel)
Add position = profit × 30% @(leverage multiple × 1.5) (must meet:
Volatility suddenly amplifies by 2 standard deviations
Exchange hot wallet anomaly alarm
Take profit = When the account reaches principal × 50 times, activate the "eye of the typhoon" protection mechanism
Three key battles
1. June CPI massacre (yield 376%)
On-chain warning: Coinbase Pro had consecutive 500 BTC sell orders
Key operation: After opening a short at 25300, confirm the trend using Deribit options volatility surface
Deadly detail: Closed position at 24000 not because of price, but because the market maker's Gamma position reversed
2. July SEC raid (yield 900%)
Data weapon: Monitored Binance's BTC reserves decrease by 12,000 coins in half an hour
Position magic: Use the profit portion to buy put options for hedging, forming a "contract + options" three-dimensional attack
Close signal: COT report shows commercial positions' short orders suddenly decreased by 40%
3. October CME gap battle (yield 9400%)
Opportunity discovered: CME futures had a $300 unclosed gap
On-chain evidence: A whale address transferred 8000 BTC to the exchange and immediately had market maker sell orders
Ultimate test: Closed position at 28500 only because of monitoring BitMEX insurance fund's abnormal withdrawal
Survival philosophy after a million dollars
When the account exceeded 2 million, I made the most counterintuitive decision of my trading career
1. Withdraw 100 times the principal (500,000 U)
2. Transfer the remaining 1.5 million U to a cold wallet
3. Sign a smart contract automatic closing agreement (conditional trigger)
If you don't understand cryptocurrencies yourself, it's recommended to follow Fangzhang!
Whether it's fresh goods or harmony
Success is not just about luck; choice may be greater than effort, and a quality circle changes fate #山寨季何时到来
