Title: Spot + Contract | Gold Strategy without Fear of Market Fluctuations

Make wealth growth easier! 90% of the funds are allocated to long-term spot holding: choose high-quality assets (such as BNB), like "gold at the bottom of the box", lying steadily, and enjoying the dividends brought by the market rise. 10% of the contract hedges against fluctuations: use a small part of the funds to short high-volatility assets (such as other mainstream currencies), just like buying an "insurance" for your wealth to avoid "drawing water from a bamboo basket" when the market plummets. Operation rules Spot part: let the long line catch big fish, do not be disturbed by short-term fluctuations, do not make frequent transactions, and let time be your friend. Contract part: use a small leverage (1X-3X), strictly set stop loss (close the position when the loss is 5%). Remember, the contract is not a "cash machine", but a tool to help you reduce risks. Why can this strategy make you earn? High income certainty: 90% of the funds hold high-quality assets for a long time, and you can make a steady profit when the market rises. Risk controllable: 10% hedging operation protects your principal like a "seat belt" to avoid big losses. Low psychological pressure: no need to stare at the market 24 hours a day, the strategy is simple and easy to implement, suitable for long-termists

Rise

Suppose the price of BNB rises by 20% in the next six months.

Spot part (900 USD):

The price is X when purchased, becomes X after the rise, and becomes 1.2X after the rise. Profit = 900 × 20% = +180 USD.

Contract part (100 USD):

Suppose you short BTC contracts, but BTC rises less (for example, it only rises by 5%). Since you use a small leverage (for example, 3X), the loss = 100 × (5% × 3) ≈ -15 USD.

Total income: +180 USD -15 USD = +165 USD (net profit 16.5%).

Summary: When the market is rising, the 90% spot part brings stable returns, while the 10% futures hedge has limited losses.

Shock or decline

Suppose the price of BNB falls by 5% (for example, there is a correction in the market).

Spot part (900 USD):

The price is X when purchased, becomes X after the decline, and becomes 0.95X after the decline. Loss = 900 × 5% = -45 USD.

Contract part (100 USD):

Suppose you short BTC futures, and the price of BTC also falls by 10%. Because a small leverage (for example, 3X) is used, the profit = 100 × (10% × 3) ≈ +30 USD.

Total profit: -45 USD + 30 USD = -15 USD (net loss 1.5%).