Experience discussion, setting up a spot grid for LTC, range from 40 to 70, current price at 56, arithmetic grid with 40 grids. Assuming the price fluctuates around 56, daily volatility is 3%. Long-term, how many complete grid arbitrages can be executed daily (buying and selling counts as one)? My experience suggests calculating 56*3% to get the oscillation width, then dividing by each grid width of 0.75. After that, divide the result by 2 to get the pairing arbitrage frequency. Do the parameters need adjustment? Those with experience can discuss.