The trading strategy of #我的策略演变 has undergone three paradigm iterations: Initially relying on moving average crossovers and RSI oversold signals, it fell into the trap of overfitting, with an annualized return volatility of 45%; In the mid-term, it integrated fundamental cycle judgments and on-chain data to construct a multi-factor quantitative model, improving the Sharpe ratio to 1.8, but neglected market sentiment resonance, leading to liquidation during the 2024 black swan event; Currently, it is shifting towards a dynamic adaptive framework, introducing LSTM to predict market sentiment curves, combined with the Kelly formula for dynamic portfolio adjustments, validated through cross-cycle stress testing, stabilizing annualized returns at 27% and controlling maximum drawdown at 8%. The core transformation lies in shifting from mechanical rule obedience to dynamic balance of risk-reward ratios, essentially evolving cognition from linear causality to nonlinear complex systems.