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The shift from pursuing efficiency to pursuing stability in leveraged trading is becoming a focal point of discussion across the industry.
This upgrade is not just a numbers game—the real key lies in system predictability. Many people misunderstand this concept. Predictability does not mean you can foresee market movements in advance, but rather that you can precisely understand how the system will react when the market turns. This requirement far exceeds performance in calm markets.
This is also why most leverage platforms are stuck on the same problem.
Can a highly structured trading system maintain rational operation under extreme pressure? This is not just a technical issue but also a matter of institutional design. When markets experience severe volatility, liquidity dries up, and chain reactions of risk are triggered, every layer of system protection will be tested. What you need to know is: Is your risk control mechanism truly effective, or does it only operate under ideal conditions?