#eventcontract

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Recently, the "Event Contract" feature has been launched 🔥, allowing you to earn bonuses by betting on rises and falls without worrying about how much it goes up or down, nor fearing liquidation. It's similar to betting on high or low in a casino, but the odds are only 1:0.8. I've seen some clever individuals starting to play this and sharing their profit experiences, mainly by doubling down and continuing to bet long or short when they incur losses. However, what they don't know is that this could be a big pitfall. Quantitative trading is not easy; please see the analysis 🤧:

👉1. The odds are not high. It may seem like continuously betting in one direction or purchasing in accordance with the rise and fall of the previous K-line. Regardless, to ensure that this profit covers previous losses, you need to open positions at 2.25 times. The horror of Martingale will be revealed later.

👉2. A minimum of 5 units is required. This means if you make consecutive errors 12 times, you will need at least 6 units of capital to fill the hole. Backtesting this year shows that whether on the 30-minute or 1-hour K-line, there has been at least one instance of 12 consecutive errors, and many instances of 8-11 consecutive errors. From January 1, 2025, to June 23, the backtesting profit is 10 units, which is not proportional to the annualized return and risk.

What if there is one instance of 13 consecutive errors? You would need at least 140 units of capital. Would you dare to play? After the cloud quantification, there will be risk control and indicators added to the "Event Contract" for opening positions. If the backtesting results are not good, it will not be launched, and the research process will be released gradually