Anti-equivalent martingale strategy model in fund management;
The most important premise is that the single loss is the biggest.
One unit model for each fixed amount.
For example, if you have 654.38+ 10,000 yuan of funds, you decide to use only 654.38+05% of the funds for each transaction, that is, 654.38+05,000 yuan, so that you can only make 2 lots of natural rubber or 4 lots of soybeans for each transaction, and the loss of each transaction will be controlled between 2% and 5% of the total funds. After trading for a period of time, if the profit is 30% and the total capital reaches 130000 yuan, you will still use 15% for each transaction, that is, 19500 yuan, so you can either make 3 lots of natural rubber or 6 lots of soybeans for each transaction. Increase the position after profit, and reduce the position after loss, which is in line with the anti-equivalent martingale strategy.
Risk percentage operation model structure:
Fixed share of each loss in total funds (risk control)
Looking for buying and selling points through trading mode
According to the initial stop loss and exit strategy, determine the size of the position (position adjustment).
Position = total unit loss/1 hand loss value
Strict implementation (guarantee of ultimate success)
Research on fluctuation risk control mode
General principles of risk control
The maximum potential loss of a unit is controlled at 1-5% of the total funds (depending on the amount of funds and risk tolerance).
The size of stop loss in medium and long-term trading often depends on the timing of entry, which is the key to determine whether the stop loss is reasonable and control the position. When you are uncertain about the timing of entry and stop loss, it is recommended to consult your broker or professional trading service personnel.