Our trading strategy is driven by real-time market data streams, and all signals and order operations dynamically respond to the latest market conditions. During the execution of the strategy, the system continuously optimizes open orders, cancellations, and re-placements based on a preset quantitative model. This is the standard process for the strategy to dynamically capture the best get on board points and manage Slippage risks.

Currently, no position has been established, indicating that the market conditions have not fully met the strict entry threshold of our model. The recent market has been in a narrow fluctuation pattern, resulting in a large number of orders being actively canceled and readjusted due to price fluctuations or changes in liquidity after being placed (i.e., "open orders cancel, cancel open orders"). This itself reflects the strategy's ability to filter high-probability opportunities in a complex environment.
Once the position is successfully built, it means that the model has identified and captured potential opportunities that meet our risk-reward ratio requirements, providing room for profit. Conversely, if we fail to get on board, it indicates that the current environment has not provided clear signals that meet the strategy standards. At this point, we choose to remain patient, strictly adhere to the model's discipline, and wait for a high-certainty window brought by increased market volatility or confirmed trend signals (that is, "waiting for the wind to come"). Rest assured, we always operate based on rigorous quantitative logic. When market opportunities that meet the strategy standards arise, we will act decisively, striving to capture profit potential for all investors.