According to Swyftx's Q3 2026 industry report released today, the exchange's self-managed superannuation fund (SMSF) customers' buy/sell ratio reached a record 3.36 to 1 in the September quarter, up from 3.2 to 1 in Q2. SMSF trading volume rose 16% quarter-on-quarter, outperforming broader

The essence of short-term trading is to capture gains from price fluctuations within a limited time window. The cryptocurrency market operates nonstop 7 × 24 hours, and daily price swings of more than 10% in major assets are not uncommon, providing short-term traders with abundant trading opportunities. However, the flip side of opportunity is risk. Although traditional leveraged contracts can amplify gains, they also expose traders to multiple pressures, including forced liquidation, margin calls, and funding rates. A trade with the correct directional prediction may be forced out because short-term violent fluctuations trigger liquidation. This tension between efficiency and risk constitutes the core dilemma that short-term traders face over the long term. The emergence of event contracts offers a new approach to solving this problem. The operating logic of event contracts: turning directional predictions into priceable contracts Event contracts are a lightweight trading product centered on “price-direction predictions.” Traders only need to predict