Recently, I've been frequently asked by my fren about my thoughts on contracts, and actually, it's quite different from what everyone thinks — when we use quantitative tools, the so-called "hold a losing position" is never an emotional struggle, but rather a "buffer zone" preset in the strategy.

Market volatility is like the weather; it can't always be clear skies. The quantitative model has already accounted for extreme situations during backtesting: which fluctuations are temporary "showers" and which ones are the "typhoons" that need to be avoided immediately. So when the market goes against the trend in the short term, it’s not about passively waiting, but rather the system executing the pre-set response plan—just like a ship encountering waves, first stabilizing its course and then adjusting to the momentum, which can avoid the pitfall of blind stop-losses. #BTC重返12万#