#美国就业数据表现强劲超出预期 Recently noticed an interesting phenomenon. Some traders like to boast about their large position operations, relying on probability to turn the tide, and their win rates look particularly impressive. But on second thought, if they really became KOLs and shut down their live trading accounts to demonstrate trading logic using small positions like Ant Wallet, how good could their win rate data really be?

The underlying issue is worth pondering—position size itself influences decision-making psychology. Small positions, like Ant Wallet, have less psychological pressure and are easier to stay rational; with large positions, a slippage or emotional fluctuation can break the entire logical chain. This is especially true during high-volatility events like Non-Farm Payrolls; when data exceeds expectations, the win rate of small trades and large trades are in completely different leagues.

So when looking at trading signals for $ICNT or other tokens, you should ask yourself: under what position size was this win rate achieved? If you try to replicate it proportionally in your own account, can your risk management logic still hold? Don’t be blinded by pretty data.