Recently, I have been adjusting the position structure, transferring some holdings from one asset to another. This is not just a simple switch of assets, but more importantly, an operation to optimize the overall position layout.

From a numerical perspective, the new holdings have increased by 25%, which is a significant enhancement in scale. If the new asset rises as expected, this base advantage will directly amplify our returns. The key point is that the new holdings are currently in a strong upward cycle, while the original assets have entered a correction phase. This switch not only improves the quality of the positions but also shifts the funds from passive defense to active offense.

The essence of position adjustment is actually a game of cost-effectiveness. When the growth potential of one asset begins to decline, and the value of another asset starts to become apparent, switching becomes the most rational choice. The technical outlook of the new asset is currently good, and its popularity is relatively high, ensuring that liquidity will not be an issue. Based on the scale of the position and the current momentum, I set the target price for the new asset at around 14 million.

Interestingly, even if the final increase does not fully meet expectations, the 25% increase in the position base itself can compensate for some of the shortfall through the advantage in quantity. This way, the overall profit space is locked within a relatively stable range. As market indicators, BTC and ETH have a significant influence on the execution rhythm of such adjustment strategies.