[Alpha Strategy Practical Experience Sharing]
Recently, during my exploration of on-chain trading volume strategies, I discovered a trading target that demonstrates relatively stable performance. Taking the BNB chain as an example, while conducting tests within a compliant framework, I found that PORT3 stands out in certain aspects, particularly in the dimension of Alpha-type trading volume. Compared to recently popular targets like B2 and ZKJ, PORT3 exhibits distinct characteristics in on-chain liquidity.
Trading Volume Structure: Without participating in any official trading incentive activities, PORT3's on-chain trading volume still ranks among the top ten in its category, fully demonstrating its solid foundation of natural liquidity.
Loss Performance: According to backtesting results from historical on-chain data, PORT3's BNB trading pair stabilizes its loss in a single interaction between 0.0002-0.0003 BNB (equivalent to 0.14-0.2 U based on the current on-chain price of 676 U/BNB). In practical tests, when the interaction scale is 3 BNB, the loss data is about 0.001 BNB (equivalent to 0.6 U).
Below are the parameter configuration references based on on-chain simulation tools (please note that the actual on-chain environment may experience dynamic changes):
Asset Selection: It is recommended to prioritize using BNB assets for interactions. Compared to USDT pairs, the on-chain liquidity pool depth of BNB trading pairs is better, and the protocol fee rate is as low as 0.01%.
Slippage Control: It is advisable to manually set this to 0.15%. Simulated tests show that this parameter achieves a good balance between execution efficiency and loss.
Routing Selection: It is preferred to execute interactions through the PCS Hub routing. Comparisons with historical data indicate that this routing has a relatively low probability of being captured by on-chain smart contracts.
Point Earnings Simulation:
Based on a frequency of 26 interactions per day (each interaction at a scale of 1 BNB): a single interaction generates about 0.57 points, accumulating approximately 15 points per day; based on the position size, the daily balance points generate about 2 points; therefore, the total theoretical point value is about 17 points/day.
Loss Cost: Calculating an average of 0.17 U per interaction, the total daily cost is about 4.42 U (with a range of 3.64-5.2 U). It is worth noting that in high-volume interaction scenarios (such as 3-5 BNB per transaction), due to sufficient liquidity pool depth, the loss rate can still maintain a stable level.
