#交易故事 #新闻交易 Analysis of Trading Cases and Response Speed Based on Market News

Trading Background: On May 12, 2025, following the announcement of easing tensions in the China-U.S. trade war, global risk assets rebounded rapidly. I observed that the offshore Chinese Yuan (CNH) appreciated by more than 400 basis points in a single day, while the technology sector of the A-share market (such as semiconductors and photovoltaics) opened with a jump of 3%-5%.

Trade Execution:

1. Information Acquisition: Within 5 minutes after the news push, confirm key details (tariff reduction, buffer period, industry impact).

2. Decision Basis: Based on technical aspects (Hang Seng Technology Index breaking through key resistance levels) and capital flow (net inflow of 18 billion from northbound funds in one day), decided to go long on Hong Kong technology ETF (3033.HK).

3. Entry Timing: Completed position building 15 minutes after the news was announced, with a cost price only 1.2% higher than the opening.

Results and Reflections:

- This ETF closed up 4.8% on the same day, and I took profit 24 hours later, earning 3.5%.

- Response Speed Rating: Relatively fast (B+), due to the lack of pre-positioning based on negotiation expectations, but with high information processing and execution efficiency.

- Improvement Points: In the future, monitor diplomatic trends to anticipate events and shorten the decision-making chain.

Conclusion: News-driven trading requires a balance between speed and verification; quickly filtering reliable sources and matching technical signals is key.