#我的交易风格 I personally prefer 15-minute intraday swing trading.

My intraday trading system and execution details

As an intraday trader, I focus on 15 minutes. The trading system is based on: 1) breakout of the opening range; 2) VWAP mean reversion; 3) liquidity pool identification. I only trade during the overlapping hours of London and New York sessions (Beijing time 20:00-24:00), using the TWAP algorithm to split large orders. The key advantage is closing positions on the same day without holding overnight, with an annual turnover rate of over 200 times. In the past 12 months, I achieved a 78% win rate on crude oil and Nasdaq index futures, with a Sharpe ratio of 2.1.