$BTC 🔥 **BTC Trading Strategy｜Arbitrage Hedge Dual Engine**

**📊 Core Logic**

Utilize **BTC/ETH High Correlation** (coefficient > 0.9). When the price difference breaks historical volatility range, open a reverse position:

- **Price Difference Expands by 20%**: Buy undervalued coin + Short overvalued coin (e.g., when ETH/BTC price difference suddenly increases, long ETH and short BTC)

- **Price Difference Reverts by 10%**: Close both sides to lock in profits

**⚡ Practical Points**

1. **Timing Selection**: Peak liquidity in the US market (Beijing time 21:30) or during periods of spot premium on exchanges, where price difference volatility is the most intense

2. **Hedge Risk Control**: Perpetual contract leverage ≤ 5 times, set funding rate warning (＞0.1%/hour requires cost compensation)

3. **Stop-Loss Rules**: Force close when the price difference continues to expand to 30%, single loss < 2% of principal

**📈 Current Market Application**

- Current BTC price **$108,600**, ETH **$2,610**, price difference is at the one-month average

- If BTC breaks **$110,000** while ETH remains stagnant, it can trigger long ETH and short BTC arbitrage; if both coins break simultaneously, pause strategy and wait

BTC Trading Pair Statistical Arbitrage Cryptocurrency Hedge

> 💡 **Data Tools**: TradingView Price Difference Alerts + CoinGlass Funding Rate Heatmap, automatically capture opportunities!