Carrying positions or Martingale strategies are the easiest to deceive people. This is because people face a linear and normal world daily and have a serious lack of understanding when dealing with non-linear and skewed events. Carrying position strategies have a very high win rate and appear very attractive before a margin call, but ultimately they will all lead to a margin call. Any method aimed at improving the position size of a margin call cannot change the fate of a margin call; this has been thoroughly studied long ago. Therefore, the only way is to lower the leverage significantly, which seems like a slow and steady approach, claiming to rely on the power of compound interest, but in fact, it is merely an attempt to extend the timeline and attract enough people to bite. This strategy can only slowly grind out profits with large capital; the absolute returns shown are very high, but the rate of return must be very low because fundamentally, it is about being unable to accurately predict the market. With a high-risk strategy using large sums to gain small returns, how can the rate of return be high? Sacrificing the rate of return is not impossible, but it must be exchanged for other benefits, such as reducing portfolio volatility through risk parity. However, carrying positions only amplify volatility and provide no benefits at all.