坚守适合自己的交易策略

Core Insights - Wu Xuetao achieved second place in the 19th National Futures (Options) Live Trading Competition, showcasing a unique trading strategy and strong conviction in his positions [1] - His trading journey began in 1997, evolving from stock trading to futures, with significant challenges faced between 2011 and 2012, leading to a pivotal change in strategy in 2018 [1][2] Group 1: Trading Strategy - Wu's strategy involves a dual approach of "long-term profit from basis + intraday stable trading," particularly focusing on the CSI 500 index futures due to its attractive basis [1][2] - In the recent competition, he allocated 70% of his capital to long positions and 30% to intraday trades, adopting a "never stop-loss" philosophy, which is contrary to conventional wisdom in the futures market [2][3] - His approach includes frequent trading, with 10 to 30 trades daily, emphasizing that proper capital management can mitigate the risks associated with high-frequency trading [3] Group 2: Market Conditions and Performance - The introduction of the CSI 1000 index futures in the second half of 2022 presented an opportunity for Wu, who switched his trading focus to this product due to its higher basis and volatility [2] - During the competition, the favorable market conditions contributed to his success, particularly in the options segment, where he utilized long positions in deep in-the-money options [2] - Wu's performance reflects a personalized trading strategy that diverges from mainstream practices, highlighting the importance of finding a suitable approach that aligns with individual strengths [3]