Based on the disk data of futures, a quantitative model (including short, medium and long periods) is established, and trading decisions are made through program calculation, with unilateral speculative decision-making as the main factor and arbitrage strategy as the auxiliary factor, covering all commodities and stock index futures.

The energy level of the selected commodity is evaluated by the comprehensive model of price and quantity, and the maximum probability entry direction is given. The price group analysis model accurately calculates the entry price and stop loss price.

After admission, the approximate holding time is estimated according to the cycle model, and the take-profit price is calculated according to the price group analysis model. Any price that touches the stop loss or stop winning will be strictly executed to leave or reduce its holdings.