Recently, while operating the $KAITO contract, I discovered an interesting trading pattern.

Although I am optimistic about $KAITO's advantages over InfoFI in terms of innovation and iteration, this time I mainly wanted to verify a trading idea, so I chose a long position. What truly benefited me was a new understanding of the 4-hour fee settlement cycle.

The key discovery is here—each time approaching the fee settlement, a large number of shorts tend to cancel their orders to avoid fee costs, and this moment is often accompanied by a rapid decline. If you are the fee collector (long holder), you can completely take profits in advance before this pressure arrives, then wait for the settlement storm to pass, and re-enter the market when the price drops to a low level. This cyclical operation significantly improves cost-effectiveness.

In this practical operation, I only earned 21 USDT in fees because I judged that the true market trend of $KAITO had not fully unfolded, so I exited early. But learning the logic of this trading window was worth the price.

Last night's $RIVER position also did not disappoint. Although the gains were modest, strictly closing positions according to the single-asset discipline was the right move. Next, I will continue to look for long opportunities in $RIVER. I only dare to chase longs for this asset and will no longer recklessly short.

Trading must go on, and tomorrow's market will provide more insights.