#Copy Trading Diary
Practical Tips for Avoiding Pitfalls in Copy Trading
1 Start with a small amount of capital: Test with a small amount first, and increase your investment after becoming familiar with it
2 Diversify your copy trading: Do not allocate all your funds to copy one person
3 Review regularly: Check the results of your copy trading and adjust or stop in time
4 Keep learning: Understand the trading logic and do not rely entirely on others5 Use Smart Mode: Beginners are advised to use Smart Mode and fully follow the lead trader's portfolio strategy
Risk Warning
Copy traders incur losses simultaneously when the lead trader loses money
Copy trading for contracts carries a liquidation risk under high leverage
Lead trader recommendations are based only on historical data and do not constitute investment advice
If you want to start copy trading, it is recommended that you first check the lead traders' detailed data and historical performance on the Gate platform and choose a trading strategy that suits your risk preference.

#10年期国债收益率再跌破1.7% Market Divergence Widens, Short-Term Trading Enters a Wait-and-See Phase
As the 10-year government bond yield broke through the key 1.7% level, the market's bullish-bearish divergence rapidly widened, institutions generally slowed their trading pace, and the bond market officially entered a wait-and-see phase, making short-term trend-driven moves more difficult.
Bosera Funds analyzed that month-end liquidity in July was loose and expectations for easing policies strengthened, driving a rapid compression in ultra-long-end spreads and pushing the 10-year government bond yield below 1.7%. However, the market currently lacks the implementation of substantive incremental policies. The bond market is expected to remain range-bound in the short term, and further declines in yields will require the concrete implementation of easing policies such as reserve requirement ratio cuts and interest rate cuts.
Liang Weichao, chief fixed-income analyst at China Post Securities, further pointed out that the downward breakout in the 10-year government bond yield was largely a byproduct of trading sentiment in the ultra-long end. There is considerable divergence in expectations regarding the upside potential after the breakout. Interbank negotiable certificate of deposit rates have already shown a rigid tendency to be “easier to rise than fall,” with market expectations even pointing to a test of 1.5%; meanwhile, persistently expensive funding costs will continue to create marginal pressure on banks’ funding costs, thereby affecting banks’ demand for short-duration bonds and placing some constraints on the bond market’s short-term performance.
In summary, the bond market is currently in a phase of trading driven by “expectations first, fundamentals lagging,” and the risk-reward profile has declined somewhat after long-end yields broke through key levels. In the short term, the market will repeatedly trade around the pace of policy implementation, economic recovery data, and changes in liquidity conditions. One-way trend moves will be difficult to sustain, so a range-trading approach is recommended, with a focus on tracking the subsequent implementation of monetary policy and monthly macroeconomic data to capture structural allocation opportunities.$CHCUSD ‌

$MSTR $MSTR3S
7% drop after my post in 3s that is around 20% profit running