📅 Time: December 5, 2025
📉 Market Status: Narrow Range Fluctuation / Garbage Time
🧠 Core Logic: Hengsheng Index Guidance + Funding Rate Arbitrage Walking
1. Reject anxiety, let data make decisions for you
The market has been sluggish these past few days, typical of 'garbage time.' Many traders not only haven't made money but have actually eroded their capital due to frequent trading.
However, in our view, this boring market is precisely the best time to validate the effectiveness of quantitative strategies.
Please see the latest **【HangSing Strategy Real-time Net Value Chart】 above, this chart hides our secret to 'avoiding the crash and locking in profits.'**
2. The secret of the orange curve: Why did we decisively adjust our positions in August?
Everyone pay attention to the **orange line (total net asset value)** below and the trend changes during August-September.
Many friends ask: "Why can your curve remain stable during market corrections?"
The answer lies in our 【Hengsheng Index (HS Index)】.
⚠️ Warning signal (HS Index > 150):
Looking back to mid-August, the Hengsheng Index broke through150 high-risk threshold (even peaked at 239). Our quantitative model issued a strong signal:The market is overheated, and the risk-reward ratio is extremely low.🛡️ Tactical action (from offense to defense):
At that time, we were not greedy but strictly adhered to discipline:
We originally had50% spot + 50% arbitrage aggressive position, and decisively adjusted it to25% spot + 75% arbitrage.
This means selling half of the spot and transferring the funds to the "stable arbitrage" pool indicated by the blue line.🎯 Result verification:
This round of operations allowed us to precisely achieve **"high-position reduction". In the subsequent market correction, due to our light spot position, the drawdown was minimal; while the arbitrage position of up to 75% remained stable every day throughcapital rates** generating income, continuously filling the volatility of the spot.
3. Why is the current allocation "75% arbitrage + 25% holding coins"?
This is our optimal solution for the current "boring market":
75% arbitrage position (blue line logic): As long as the rate is positive, regardless of whether the coin price rises or falls, this part of the capital is steadily growing. It is our safety cushion and cash cow.
25% spot position (orange line elasticity): We kept a quarter of the fire seed. If the market suddenly starts, we won't miss out; if the market continues to bottom out, the arbitrage returns are enough to cover the time cost of the spot.
4. The core philosophy of Hengsheng Quantitative
"Arbitrage" is our foundation, "index" is our vision.
Through Binance Unified Account technology, we achieved seamless capital switching.
Index low (<30): Expand spot exposure, earn Beta returns.
Index high (>150): Reduce spot exposure, earn Alpha arbitrage returns.
Investment is not gambling, but a calculation about probability and cycles.
📢 Disclaimer: This article presents Hengsheng quantitative live data for reference only. Past performance does not guarantee future results, the market has risks, and investment should be cautious.
