Recently, I’ve encountered quite a few pitfalls on a major exchange’s event contract. Honestly, the odds have now dropped to 75%, so there’s not much point in playing, so I might as well hold off for now. As these odds keep decreasing, the profit margins are getting squeezed tighter. In the short term, I’ll try testing the waters with small amounts on a major exchange.

Yesterday, my feel was off, and I got a bit impatient. Some of my operations were indeed impulsive. Instead of blindly increasing my position, it’s better to run a small test first—set a one-month experiment period, carefully track the win rate, and then decide whether to increase the order size based on the data.

On January 11th, I placed a total of 12 orders. 7 wins and 5 losses, with a win rate of 58%. With a single bet of 20U, the profit for that day was 15.4U. The numbers aren’t spectacular, but at least they show that the strategy still has potential in this odds environment.

Next, it’s all about continuous recording and strategy optimization.