【AI Trading 001】Short Nasdaq 100 (NAS100)

#美伊局势影响
Updated Position (25,033 short positions, stop loss at 25,460). The 25,033 figure is exactly at the lower boundary of the long-short battle zone between 24,900 and 25,200, allowing for both offensive and defensive strategies. Since the goal is to capture a large wave and gradually lock in profits, we adopt a “three-stage scaling in, layered defense” strategy, breaking this battle into three phases.

📈 Complete Plan for Scaling In and Stop Loss Adjustments with Floating Profits

The core logic of the entire plan is: each time a key support level is broken, add to the position with profits and immediately raise the “life-saving line” of the total position. The target levels below incorporate views from Dongwu Securities’ research reports and key technical levels.

Phase One: Breakthrough of the Initial Defense Zone (Current → 24,644)

This is the first test to verify whether the downtrend can continue. The strategy’s core is to make the first trade a “risk-free position.”

· Trigger to add: When the price falls below 24,644 (the previous low point), add 0.5x of the initial position.
· Stop loss adjustment: Adjust the stop loss of the total position (original + first addition) to 25,033 (your original entry price). After this step, all subsequent battles are profit-based, with no possibility of loss.

Phase Two: Deepening into the Mid-term Adjustment Zone (24,644 → 24,015)

This phase corresponds to Dongwu Securities’ “index trigger adjustment signal, entering a consolidation and correction period,” which is the main profit accumulation zone.

· Trigger to add: When the price continues downward to around 24,015 (the widely recognized first target level by institutions), add a second time, with an addition ratio of 0.5x of the initial position.
· Stop loss adjustment: Raise the stop loss of the total position (original + first + second addition) to 24,644. This means locking in the profits from the first phase and using the market’s money to bet on a deeper correction.

Phase Three: Capturing Extreme Sentiment Zone (24,015 → 23,500 and below)

RBC Wealth Management points out that 24,000 is a key technical support level for the Nasdaq, and a break below could indicate a top formation.

· Trigger to add: If geopolitical risks or hawkish signals from the Federal Reserve cause the index to effectively break below 23,500, make the final addition, with a ratio of 0.3-0.5x of the initial position. This position carries higher risk and must be tightly controlled.
· Stop loss adjustment: Set the ultimate stop loss of the total position at 24,015. This ensures that even if the market rebounds sharply, you can still retain most of your gains.

🛡️ Defensive Discipline: Three Situations Requiring Exit

The core of large-wave positions is “sticking to the logic.” In the following situations, regardless of profit or loss, decisively exit:

1. Price touches 25,460: indicating your initial judgment was wrong; execute the first discipline.
2. Data reversal expectations: If CPI or PPI data in mid-March significantly underperform expectations, it will directly undermine the short thesis.
3. Unexpected Fed dovish signals: If, before the March 19 FOMC meeting, key officials intensively support rate cuts.

This scaling-in plan is characterized by each step building on existing profits. If the market truly reaches 24,015, you will have a “bottom position” at extremely low cost, making it very comfortable whether you continue holding or choose to exit at the right moment.