Ethereum Band Projection: Short Opportunities Under Asymmetric Risk Structure
Derivatives Strategy Group | Periodic Volatility Model
3D Coordinate Positioning
Current Price Area (≈2870) has Triple Pressure Resonance:
► Weekly Liquidity Gap (2835-2890)
► CME Futures Open Interest Dense Area (Equivalent Spot 2892)
► Whale Address On-Chain Staking Release Threshold (2877)
Target Value Anchoring
■ T1: 2811
Corresponding ETH/BTC Exchange Rate Support Zone (0.0512) and Gamma Neutral Grid Center
■ T2: 2774
Derivatives Delta Exposure Imbalance Area, Spot Selling Pressure Surge Trigger Point
■ T3: 2599
May 2021 Pre-Crash High Turnover Platform, Institutional Liquidity Recovery Level
Chaos Margin Defense
◆ Hard Stop Loss: 2930
Breakout signals the failure of the descending wedge (Probability < 15%)
◆ Dynamic DCA Mechanism:
When the price reaches 2930, implement three-stage position management:
1. Close 40% of positions to lock in risk
2. Shift 30% of positions to 2900 Put Options (Hedge Upward Risk)
3. Convert the remaining 30% to Inter-Period Arbitrage (Short Current Season/Long Far Season Contracts)
Time-Space Probability Matrix
Model Estimates Current Downside Odds:
√ Probability of Reaching T1: 68%
√ Probability of Reaching T2: 42%
√ Probability of Reaching T3: 23%
√ Probability of Triggering Stop Loss: 29%
Key Monitoring Nodes
⚠️ If the 4-hour K-line entity closes below 2895, retreat procedures must be initiated
⚠️ A 200% surge in trading volume during the London morning session will strengthen trend momentum
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