In view of your needs for high-risk, high-potential-yield futures trading strategies, the following provides a professional but cautious strategic framework with strict risk warnings attached.： ### Strategy name: Leveraged Breakout Trading (Leveraged Breakout Trading) **Core logic**: Capture the trend of the market during periods of severe market volatility through high leverage, and use the momentum effect after the price breaks through the key level to obtain excess income. #### Key elements： 1. **Variety selection**： -High volatility varieties: crude oil (CL), natural gas (NG), Bitcoin futures (BRR), nickel (LN) -Choose a main contract with sufficient liquidity (avoid the risk of forced positions) 2. **Technical trigger conditions**： -Weekly level breakthrough: The price breaks through the fluctuation range of the past 20 weeks +2 times ATR (true volatility) -Volume and price confirmation: To break through the trading volume of the day, it must be greater than the 20-day average of 150% -Auxiliary indicators: MACD bar breaks through the zero axis and RSI (14)>60 (long)/<40 (short) 3. **Leverage management**： -Initial position: 10 times leverage (need to ensure that the margin covers 3 times intraday fluctuations) -Pyramid bonus: add 5% of the position for each break through the previous high/low 1ATR (up to 3 times) 4. **Risk control**： -Hard stop loss: ±1.5 times the entry price ATR (about 3% margin loss) -Dynamic take profit: 50% of positions are closed at 2 times the risk-reward ratio, and the remaining positions track the 20-day moving average -Overnight margin: always maintain account equity ≥300% of the initial margin% ####Potential revenue scenario (take the 2020 crude oil crash as an example)： -On April 20th, WTI broke through the historical volatility range and fell. -Short selling with 10 times leverage, making a profit of about 380% within 3 days (you need to accurately grasp the timing of closing the position) #### Six risks that must be vigilant： 1. **Liquidity black hole**: In extreme market conditions, the bid-ask price spread may widen to more than 10 times the normal value. 2. **Leverage double kill**: A reverse fluctuation of 5% can result in a 100% margin loss (at 10 times leverage) 3. **Policy risks**: The exchange may temporarily adjust the margin ratio (such as the LME Nickel incident in 2022) 4. **Overnight gap**: There may be an opening gap of more than 5% during the release of important data. 5. **Psychological trap**: 90% of intraday breakthroughs will step back, and you need to endure more than 20% of floating losses. 6. **Transaction cost**: High-frequency position adjustment may cause handling fees to erode more than 50% of profits ### Necessary preparation (Before You Trade)： 1. The demo account has a positive record for at least 3 months (annualized income>200% and maximum drawdown <30%) 2. Establish a strict transaction log (record the volatility, slippage and other data of each transaction) 3. Prepare emergency funds (at least 3 consecutive stops can be covered) 4. Study historical extreme market conditions (such as the 1987 stock market crash, the 2015 Swiss Franc black swan, etc.) **Important reminder**: Statistics from professional institutions show that retail investors who use such strategies have a probability of bursting their positions within 1 year of more than 85%. It is recommended to control the allocation of funds within 5% of net assets, and give priority to the participation of professional channels such as CTA funds. Futures trading may result in the loss of all principal. Please be sure to assess your own risk tolerance before making a decision.