Festival Trading Historical Data Reveals
Overview of Five Years of Festival Market Data
1. Major Festival Rise and Fall Statistics (2020-2024):
Festival Average Drop in the Previous 5 Days Maximum Single Day Volatility Liquidation Multiple
Spring Festival -4.8% ±12% 3.2x
National Day -3.2% ±9% 2.7x
New Year -5.1% ±15% 4.1x
Mid-Autumn Festival -2.7% ±7% 2.3x
2. Key Findings:
Volatility increases by 47% in the 3 days before the festival
The probability of a rebound on the first day after the festival is only 38%
Liquidity of mainstream coins decreases by 52%
Three Major Risk Aversion Time Windows
1. Pre-festival Position Reduction Schedule:
T-7 Days: Reduce 30% Position
T-3 Days: Further reduce 20% to Half Position
T-1 Day: Retain ≤10% Position
2. Post-festival Position Building Signals:
Volatility returns to pre-festival levels
Net inflow to exchanges turns positive
Stablecoin market cap rebounds
Specific Operation Plan for 2024
1. Spring Festival Special Strategy (February 10):
February 1: Start reducing positions
February 7: Transfer out 50% of funds
Retained Position: ≤5x Leverage
2. National Day Defense Plan (October 1):
September 20: Hedge 50% of Risks
September 27: Switch to Stablecoin Wealth Management
Retain 3% Spot Observation Position
IV. Historical Classic Battles
1. 2021 Spring Festival Market:
Week before the festival: BTC plummeted 23%
Liquidation Amount: $3.8 Billion
Survivor Characteristics: No Position/Hedging
2. 2023 New Year Flash Crash:
December 28: Mainstream coins collectively plunged
Maximum Drop: ETH single day -18%
Trigger: Year-end liquidity exhaustion at exchanges
V. Institutional-Level Defense Toolkit
1. Hedge Combination Recommendations:
50% Spot + 50% Quarterly Contract Short
Buy Out-of-the-Money Put Options
Allocate Stablecoin Wealth Management (Annualized 5-8%)
2. Intelligent Early Warning Settings:
Activate "Circuit Breaker Mechanism" 3 Days Before the Festival
Automatic Liquidation if Daily Volatility > 7%
Alarm when Exchange Balance < 60% of Average
(The market is always open, staying alive gives you a chance)
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