Marathon and Sprint: The Two Sides of the Portfolio!
🔵 Spot Strategy: “Build-and-Break Portfolio”
A balanced portfolio structure consisting of BTC (50%), ETH (25%), and liquid stablecoins (25%) can be adopted. In the event of sudden declines in macroeconomic news flow (e.g., NFP, FOMC), dip-buying opportunities can be evaluated using one-third of the stablecoin reserve.
The annual targeted maximum drawdown rate could be -25%. This target can be protected through gradual buy-sell blocks and structured sell strategies that do not require stops.
🟥 Futures Strategy: “Event-Driven Straddle & Basis Trade”
Volatility Straddle: A delta-neutral position can be opened 48 hours before high-impact data releases such as CPI (both long and short). When the direction becomes clear, the opposite position is closed to lock in potential profits.
Basis Arbitrage: By purchasing spot and simultaneously shorting futures, risk-free returns are sought when the annual basis difference is ≥ 10%.
Risk Discipline:
Open futures margin should not exceed 5% of the portfolio.
If the liquidation level approaches 10%, the trade should be canceled.
Volatility (%σ) and funding checks should be performed before each trade.
Note: A spot investor is like a marathon runner, while a futures trader is like a short-distance sprinter. Strategies should be designed accordingly.
