I came across a ridiculous story in the square: an old brother posted a contract sheet, earning some pocket money with a 50% win rate, then immediately started selling some "sure-win secrets." My coffee almost spilled. Are the routines for harvesting retail investors becoming more and more blatant? Following this logic, if one day I have a 100% intraday win rate, should I also frame my trades and sell them by the gram?

Let's be honest—I've been in the crypto space for five years. I wouldn't dare call myself a master, but I definitely have practical experience. I've tried dozens of trading systems, from basic moving average signals and Bollinger Band breakouts to machine learning models and high-frequency hedging strategies... I've stepped on most of the pitfalls. The most ridiculous thing is, in the early days, I was especially naive—I spent real money on several so-called "big V strategies," only to get stuck for four weeks. In the end, the money I made wasn't even enough to cover transaction fees, basically just paying for someone else's bubble tea.

So today, I’ll be honest—why are most of these paid strategies costing hundreds or thousands of dollars just toys that burn money? The core issue is simple: **latency**. Many people treat strategies like magic, but they haven't grasped the essence of the crypto market—millisecond-level price fluctuations. The most exaggerated case I've seen claimed "nanosecond response," but in reality, from exchange data, signal calculation, to the order prompt you see, there's a delay of several hundred milliseconds. By the time you react, the profit window has already closed, or worse, you've gone from profit to loss.

And then there are those hyped-up backtest results. Feed historical candlesticks into a model, and the data looks stunning—80% win rate, 150% monthly return... But once you go live, it's a different story. Slippage, liquidity, market impact... these factors smash those dreams to pieces.