After the autoregressive model fitting is completed, the model with determined regression coefficients can be used to predict the next day's rate of return day by day under the same sample, and then determine the trading direction and obtain the corresponding trading situation under lookback conditions. What needs to be emphasized is that since the strategy is judged on a day-by-day basis, and we also want to ensure that the "leverage ratio for stock index futures trading is 100%", we agree to readjust the leverage ratio to 100% after each short-selling day. It is different from the previous situation of no adjustment during the short selling period of the moving average strategy, so special attention should be paid to it. #ETH #crypto2023 #Binance #Web3 #xiaoyiclub