风暴日管理

Record "Storm Days": Extreme Market Conditions Need to be Counted Separately

In the cryptocurrency market, there are some days that are "abnormal":
sharp rises, sharp falls, spikes, consecutive liquidations... I call these days "Storm Days".

My habit is:
1) To mark this day as a "Storm Day" on the calendar afterwards;
2) To count separately: the trading performance on storm days compared to ordinary days;
3) To write a set of specific rules for storm days, such as:

Only reducing positions, not increasing positions

Halving the position

Only doing very short-term trades, or simply not trading at all

The reason for this is simple:
Data from extreme market conditions should not be mixed with regular market conditions.
Only by looking at storm days separately can you know if your true failures really happen on these days.

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