#我的交易风格 My Day Trading System and Execution Details

As a day trader, I focus on short-term opportunities at the 15-minute and 1-hour levels. The trading system is based on: 1) breakout of the opening range; 2) VWAP mean reversion; 3) liquidity pool identification. I only trade during the London and New York overlap periods (Beijing time 20:00 - 24:00), using the TWAP algorithm to split large orders. The key advantage is closing positions within the day without holding overnight, with an annual turnover rate exceeding 200 times. In the past 12 months, I achieved a 78% win rate on crude oil and NASDAQ index futures, with a Sharpe ratio of 2.1.