Contract Trading Anti-Liquidation Practices;

After years of deep involvement in contract trading, I have developed a quantitative risk control system to fundamentally reduce the probability of liquidation.

1. Leverage and Risk Control
Actual risk = Leverage × Position. High leverage does not equal high risk; the key is a light position. Control total exposure and avoid full-position gambling.

2. Single Loss Limit
78% of liquidations are caused by holding onto floating losses. Hard rules must be set: single loss must not exceed 2% of principal; stop loss when triggered, no exceptions.

3. Position Calculation Formula
Must calculate before opening: Maximum position = (Principal × 2%) ÷ (Stop-loss percentage × Leverage)
For example, with 50k principal, 10x leverage, 10% stop-loss, single position ≈ 1,000 yuan.

4. Staged Profit-Taking
Reduce position by 1/3 when profit reaches 20%, reduce another 1/3 when profit reaches 50%, and use the 5-day moving average for trailing stop-loss on the remaining position to avoid profit drawdown.

5. Hedge Extreme Risk
Use 1% of principal to allocate put options to hedge against black swan events, reducing systemic risk impact.

Profit logic: Expected return = (Win rate × Average profit) - (Loss rate × Average loss)
Under the structure of single loss 2% and profit 20%, even with a 34% win rate, positive expectation can be maintained in the long run.

The essence of trading is not prediction but risk control; only by surviving can compound interest be achieved.
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