【Alpha Strategy Practical Sharing】

Recently, while exploring on-chain volume strategies, a relatively stable interaction target was discovered. Taking the BNB chain as an example, it was tested within a compliant framework, and the slippage loss performance of certain tokens is noteworthy. Regarding the selection of interaction targets based on on-chain data observation, PORT3 stands out in the Alpha category trading volume dimension on the BNB Chain. Compared to recently popular targets like B2 and ZKJ, its on-chain liquidity exhibits different characteristics:

Transaction volume structure: Without participating in official trading incentive activities, the on-chain trading volume ranks among the top 10 in its category, reflecting a natural liquidity base.

Loss performance: Based on historical on-chain data backtesting, the single interaction loss for BNB trading pairs stabilizes in the range of 0.0002-0.0003 BNB (based on the current on-chain price of 676 U/BNB, approximately 0.14-0.2 U). In practical tests of interactions with a scale of 3 BNB, the loss data was approximately 0.001 BNB (equivalent to 0.6 U). Strategy parameter settings are as follows, based on the parameter configuration reference from the on-chain simulation tool (Note: The actual on-chain environment is subject to dynamic changes):

Asset selection: Preferably use BNB assets for interaction, as the liquidity pool depth of this trading pair is better than that of USDT, and the protocol fee rate is as low as 0.01%.

Slippage control: Manually set to 0.15%, and simulation tests showed that this parameter balances transaction efficiency and loss well.

Routing choice: Prefer to execute interactions through PCS Hub routing, as compared to other routes like LiquidMesh, historical data shows a lower probability of being captured by on-chain smart contracts. Point earnings simulation is calculated based on a single day frequency of 26 interactions (1 BNB scale each):

Transaction points: Approximately 0.57 points generated per interaction, totaling about 15 points per day;

Balance points: Based on position size, approximately 2 points generated per day;

Total points: Theoretical value of about 17 points/day;

Loss cost: Calculated at an average of 0.17 U per interaction, total daily cost is approximately 4.42 U (range 3.64-5.2 U).

In large interaction scenarios (e.g., 3-5 BNB per transaction), due to sufficient liquidity pool depth, the loss rate remains stable. #Port3的AI社交数据层 #Port3