---

Forex multi-account manager Z-X-N
Accepts global forex account operation, investment, and trading
Assists family office investment and autonomous management

---

---

Positioning ability is a core position management skill for forex traders. A strategy for position-scaling during an uptrend is to leverage the trend and gradually increase positions to accumulate profits. A strategy for position-scaling during a downtrend is to follow the trend and combine position reductions with position increases. The advantages and limitations of position-scaling are to accumulate small amounts to control drawdowns and avoid excessive position-scaling that distracts attention. The core purpose of position reduction is to lock in profits, mitigate risks, and reserve funds for position increases. For retail traders with small capital, position-scaling and position control are essential.

---

In forex trading, position-scaling ability (i.e., the ability to enter and adjust positions in batches) is a key skill for traders to achieve long-term, stable profits, and its importance is no less than technical analysis and mindset management. Position splitting isn't simply "splitting positions," but rather a systematic approach to position planning based on market trends, risk exposure, and profit targets. By investing capital in a proportionate and phased manner, it can avoid the extreme risks associated with a single, heavy position while also gradually expanding profits as the trend continues. It's a key means of balancing "aggressiveness" and "safety." For traders, mastering a sound position splitting strategy directly determines their efficiency in accumulating profits during trending markets and their resilience to risk during pullbacks, serving as a key differentiator between experienced traders and ordinary retail investors.
In a bullish forex market (i.e., a market with a sustained upward price movement), the core principle of a position splitting strategy is to "follow the trend, add to positions on dips, and avoid shorting against the trend." During a sustained bullish trend, even if a short-term pullback occurs, only partially reduce previously profitable positions (rather than completely liquidating or going short), maintaining core long-term positions. Once the price retraces to key support levels (such as previous consolidation levels or important moving averages), positions can be added in batches according to a pre-set ratio. The core purpose of this strategy is, firstly, to avoid missing out on profit opportunities from a continued trend due to "premature liquidation" and, secondly, to reduce the cost risk of a single entry by "increasing positions in batches," laying the foundation for long-term profit accumulation. For example, during a sustained upward trend in the EUR/USD pair, if the price rises from 1.08 to 1.12 and then experiences a pullback near 1.10, traders can initially reduce their profitable positions by 20%. Once the price falls back to the 1.10 support level, they can gradually increase their positions in two or three batches. This not only preserves the profit potential of most of the positions, but also dilutes the overall holding costs through increased positions.
During a bearish trend in forex trading (i.e., a market in which prices continue to decline), a position-scaling strategy should adhere to the principle of "following the short trend, combining reducing and increasing positions at rallies, and avoiding going long against the trend." When the bearish trend continues, if prices experience a short-term rebound (retracement), only partially reduce profitable short positions (rather than closing them entirely or going long), maintaining the core short position. Once the price rebounds to key resistance levels (such as previous resistance levels or important moving averages), then increase short positions in batches as planned. The core logic of this strategy aligns with that of an upward trend: "Partially reducing positions" locks in existing profits and reduces rebound risk, while "increasing positions at rallies" maximizes profits as the trend continues, laying a solid foundation for long-term accumulation of short profits. Taking the downward trend of GBP/USD as an example, if the price falls from 1.25 to 1.20 and then rebounds to 1.22, traders can first reduce their short profitable positions by 30%, and then increase their short positions in two batches when the price rebounds to the 1.22 pressure level. This not only avoids short-term losses caused by the rebound, but also further amplifies profits when the trend continues.
In forex trading, the core advantages of a split-position strategy lie in its dual dimensions of risk control and profit accumulation. From a risk perspective, split-positioning reduces the capital required for a single entry by building positions in batches. Even in the event of a short-term market reversal, subsequent positions can be added to spread the cost, effectively controlling the extent of account drawdowns. While split-positioning lacks the aggressiveness of a single, heavy position, which results in either a large profit or a large loss, allows the account to maintain stability during volatility or drawdowns, preventing a single misstep from leading to a desperate situation. From a profit perspective, split-positioning relies on the principle of "small gains add up over time," gradually expanding the size of the position as the trend continues, allowing profits to grow in tandem with the trend. This strategy is particularly suitable for traders seeking long-term, stable returns.
However, it's important to note that "more is better" isn't the correct approach. Excessive tranches (e.g., splitting funds into 10 or more tranches) will result in a low position size in each tranche, making it difficult to quickly accumulate substantial profits during a trend. Frequent position adjustments can also confuse the core logic of long-term position management. For example, in a bullish trend, excessive tranching can cause traders to obsess over the accuracy of adding positions in a particular tranche, neglecting the key consideration of whether the trend is continuing. Therefore, traders need to strike a balance between the number of tranches and the clarity of their positions. It's generally recommended to split funds into 3-5 tranches to ensure risk control while maintaining focus on the long-term trend. This skill requires continuous improvement through long-term, real-world trading.
In the tranching system for forex trading, "reducing" (i.e., taking a profit on a portion of a position) isn't simply about locking in profits; it serves a crucial role in long-term position planning. This operation typically occurs before a trend reaches a critical point and a significant pullback is expected. The core purposes of reducing positions are twofold: first, risk control and partial profit-taking. By reducing profitable positions, traders can lock in some of their previously accumulated profits, reducing the risk of profit-taking in the event of a subsequent major pullback and avoiding the passive situation of "turning profits into losses." Second, it provides funds for increasing positions. The funds released after reducing positions can be used to gradually increase long-term positions when the market retraces to key support/resistance levels. This not only expands profit potential in subsequent trends but also avoids missing opportunities to increase positions due to "running out of funds." For example, in a bullish gold trend, if the price rises from $1,900 to $2,000 (near the previous historical resistance level, which may lead to a major pullback), traders can reduce their profitable positions by 40%, both locking in some profits and reserving funds for further increase in positions when the price retraces to the $1,950 support level, thus completing a closed-loop "take-profit-and-increase" operation.
For 99% of retail forex traders with small capital, "scaling" and "position control" aren't just optional strategies; they're essential for survival in the market. Retail investors have limited capital and are far less resilient to risk than institutional traders. If they don't adopt a scalping strategy and instead arbitrarily overweight their positions, they risk being wiped out or deeply trapped in a market downturn (e.g., a gap in the exchange rate triggered by macroeconomic news or a sharp trend reversal) due to a single loss exceeding their account's tolerance limit, completely eliminating future trading opportunities. For example, if a retail investor places all their funds in a single long position against the euro against the dollar, and the euro plummets due to a sudden ECB interest rate cut, their account could lose over 50% within one or two trading days, with little immediate recovery. However, if they adopt a scalping strategy (e.g., dividing funds into three tranches, with only 30% invested in the first tranche), even if they experience the same drawdown, the single loss will only represent approximately 10% of their account, leaving them with funds to adjust their strategy and recover losses in subsequent market fluctuations. Therefore, for retail investors, failing to split and control their positions is essentially "gambling with market trends," making long-term survival in the highly volatile forex market nearly impossible.

In forex trading, a trader's most formidable outcome is a loss of confidence. Confidence is crucial for maintaining a stable mindset in a complex and volatile market. Once confidence is lost, traders may fall into extremes of over-caution or impulsiveness, compromising their decision-making.

---

In forex trading, a trader experiencing significant gains followed shortly by significant losses can experience a significant psychological shock, leading to a prolonged period of frustration. Recovery from this emotional state can take six months or even a year. This psychological blow not only impacts a trader's trading decisions but can also negatively impact their overall mental health.
In real life, psychological phenomena indicate that what people truly fear is not loss, but the return of gains. This phenomenon is similar to someone finally climbing to the edge of a well, glimpsing the vast expanse outside, only to fall back down. The psychological impact of this experience is far more intense than simply experiencing loss.
Trader confidence is crucial in forex trading. To avoid turning large profits into large losses, traders need to adopt effective strategies to manage psychological stress. A light-weight, long-term strategy is a more stable option. By operating with a light position, traders can control risk and avoid the psychological impact of large fluctuations in a single trade. Long-term trading helps smooth the impact of short-term market fluctuations, allowing traders to maintain a sustained state of psychological balance. While this strategy may not result in huge profits, it can effectively avoid large losses, thus maintaining psychological stability.
Traders who adopt a light-weight, long-term strategy perform more resiliently in forex trading. This strategy not only effectively avoids the psychological setbacks of large profits turning into large losses, but also effectively mitigates the fear of fluctuating losses and curbs the greed caused by fluctuating profits. In contrast, heavy-weight, short-term trading is more susceptible to emotional interference. Due to frequent short-term market fluctuations, traders with heavy positions in short-term positions may frequently make incorrect decisions, making large profits more likely to turn into large losses. This trading style not only increases psychological pressure but can also cause traders to lose their way amidst market fluctuations.
Therefore, forex traders should prioritize psychological management and choose trading strategies that suit them to maintain a stable mindset and achieve good trading performance.

In the forex two-way trading market, traders must establish a core understanding: when someone deliberately packages trading logic and operating principles that could be simply explained into complex and obscure explanations, there is often a hidden motive behind this—either to cover up their own shortcomings in knowledge or to profit from information asymmetry.

---

For example, some "experts" will dismantle basic "trend-following strategies" into "multi-dimensional spatiotemporal resonance models" and package simple "stop-loss and take-profit rules" as "dynamic risk hedging algorithms," replacing straightforward explanations with a flood of concocted terminology and complex formulas. Traders should be clear-headed in this situation: truly valuable trading logic must conform to market principles and be easy to understand. Deliberately complicating simple issues is essentially creating "information barriers," misleading ordinary traders into believing "not understanding equals expertise," thereby achieving the goal of inducing payment and promoting ineffective services.
The core logic of forex trading is inherently simple, clear, and consistent with ultimate truth—its underlying principles remain unchanged by market fluctuations and require no complex explanation. From the essence of trading, the key to profitability lies in "following the trend and managing risk": entering the market when a clear upward or downward trend forms; limiting single losses through strict stop-loss orders and ensuring account security through rational position management. This logic is as simple as the commercial principle of "buy low, sell high." It leaves no room for ambiguous interpretation and requires no metaphysical theoretical support. The so-called "ultimate truth" refers to this core logic, unaffected by short-term market noise and proven effective over the long term. It requires no complex embellishments, only continuous verification through practice and steadfast execution by traders.
In the foreign exchange market, complicating simple trading logic is a common tactic used by many training institutions and so-called "trading coaches." Their ultimate goal is to mask the lack of valuable information and profit from it. Specifically, these practices can be broken down into two typical categories. The first involves "mystical packaging," which deliberately obscures the fundamental logic of trading by linking trading results to "astrological and cyclical mysticism," or replacing objective market analysis with "market sentiment" or "market manipulation conspiracy theories," effectively obscuring the underlying logic of trading. This seemingly mysterious and profound presentation conceals the lack of practical strategies, leading students to pay for the "profound" approach while ultimately failing to grasp the practical operation. The other involves "overly redundant presentation," which, when explaining basic knowledge points, piles on a wealth of irrelevant theoretical frameworks, historical data, and cross-market correlation analysis, expanding a five-minute explanation of "moving average usage techniques" into a three-hour "full-dimensional analysis of the moving average system." This "overelaborate" approach essentially dilutes valuable content with ineffective information, leaving students feeling trapped in the dilemma of "learning a lot but not the core," prompting them to continue paying for subsequent courses. The ultimate goal of both approaches is to create a false sense of expertise through "complication," masking their inability to provide effective trading solutions and achieving sustained profitability.

In forex trading, a trader's market sense is akin to muscle memory formed through long-term training.

---

This market sense is gradually accumulated through countless trading practices, ultimately reaching a highly skilled state. Traders can quickly react to market fluctuations with this sense, just as athletes rely on muscle memory to perform difficult maneuvers.
In real life, social etiquette manifests itself in many forms, such as official jargon, clichés, lies, and empty talk. These linguistic habits also form a kind of "muscle memory" in some people. By listening carefully, we can discern a person's professional background from these linguistic traits. This phenomenon reflects the identifiable nature of human behavior and language.
In forex trading, successful traders often discourage many newcomers. This is because forex trading is an extremely difficult road to success. It not only tests the trader's comprehensive ability, but also presents an all-round challenge. Any shortcoming can lead to a trader suffering heavy losses in the market. This comprehensive ability covers many aspects: technical analysis, psychological quality, information acquisition, capital management, risk awareness and risk control. From the initial construction of the trading system to the rigorous market testing, to the accumulation of data and continuous improvement of the system, and finally to the formation of a strict execution system, every link is indispensable. Moreover, each aspect needs to achieve excellence.
However, most traders struggle to break through at the technical level. Many experienced traders, despite a decade or more of experience, continue to lose money. This isn't because their skills aren't sophisticated, but rather because their understanding isn't comprehensive. These cognitive limitations stem primarily from the fact that most traders invest and trade alone, making it difficult to identify their weaknesses and areas for improvement. If a trader truly overcomes these obstacles and achieves success, they often find trading incredibly boring. At this point, trading becomes no longer filled with greed and fear, but simply an ordinary job.

In the forex two-way trading market, retail short-term traders with small capital often exhibit an unnatural tendency to operate in a manner that defies human nature. The core root of this tendency lies in the inherent contradiction between their small capital and the pursuit of quick profits.

---

These traders are often limited by their capital. While eager to maximize returns quickly through short-term trading to offset their limited capital, they lack mature risk hedging capabilities and patience. This desire contradicts the high volatility and uncertainty inherent in the foreign exchange market, leading to a series of unethical behaviors. For example, greed prevents them from taking profits, leading to profit-taking; fear prevents them from cutting losses, exacerbating losses; and even, in their eagerness to recoup losses, they frequently increase their positions, chasing rising and falling prices, further amplifying trading risks. In essence, this unethical behavior isn't a conscious choice by retail investors; rather, it's the inevitable result of the urgent need to "make quick money" with small capital colliding with the inherent laws of the market.
The major players in the foreign exchange market (such as investment banks, large institutions, and sovereign wealth funds) don't deliberately design "unethical" traps for retail investors. The core logic behind their behavior is "counterparty game." For major traders, retail investors are their natural counterparties. Their trading strategies rely on sufficient market liquidity and counterparty support to facilitate the opening and closing of large positions and realize profits. If the major traders' trading direction aligns perfectly with retail traders, this implies a lack of counter-party support, making it difficult for large amounts of capital to flow in and out, and potentially even leading to a liquidity shortage due to a lack of counterparties. Therefore, while the major traders' operations may appear to be "opposing" retail investor behavior, they are essentially designed to protect their own capital, rather than actively targeting retail traders. What retail traders perceive as "anti-humanity" is actually a necessary evil for the major traders to maintain liquidity and trading feasibility amidst their counterparty competition.
The design of the foreign exchange market fundamentally dictates a structure where "most lose, few profit." This structure is maintained by exploiting human weaknesses—particularly those of retail traders with small capital and short-term trading. Through its two-way trading mechanism, high leverage, and real-time market fluctuations, the market constantly fuels retail investors' greed (e.g., the illusion of doubling their money by catching a wave of gains) and fear (e.g., the anxiety of missing out if they don't act promptly). Furthermore, the randomness of short-term market conditions amplifies retail investors' urge to predict the market, making them more susceptible to the pitfalls of "trading on gut feeling" and "chasing the ups and downs." Ultimately, driven by human frailty, retail investors often make decisions that contradict long-term market trends. Even when they suffer losses, they often attribute them to "self-judgment errors" rather than the underlying logic of market design. This "acceptable loss" is precisely the key to the market's exploitation of human frailty to achieve a closed-loop "loss for the majority."
Common problems among retail, small-capital, short-term traders (such as greed, fear, frequent trading, and reliance on predictions) are readily apparent to almost every market participant, yet fundamentally addressing these issues is difficult. The core issues stem from three insurmountable limitations: First, the cognitive limitation of "predicting the future"—no trader can accurately predict short-term fluctuations in the forex market. Even relying on technical and fundamental analysis can only increase probability, not eliminate uncertainty. Retail investors' obsession with "certain profits" often leads them into irrational decision-making. Second, the tool limitations of "trading systems"—there is no "guaranteed profit" trading system. Any system relies on specific market conditions and risk management. Limited by their capital scale and technical capabilities, retail investors struggle to build a comprehensive trading system that suits them and may even be misled by false "guaranteed profit systems." Third, the power limitation of "probability crushing"—the forex market is essentially a zero-sum game where the big fish eat the small. Major players, leveraging their capital scale, information advantages (such as real-time macro data and institutional research reports), technical teams, and risk hedging tools, hold an absolute advantage in this game. From a probabilistic perspective, the "harvesting" of retail investors by major players is not accidental; it's an "absolutely high-probability event" resulting from the combined effects of financial strength, information asymmetry, and tool advantages. Even if retail investors recognize the problem, they find it difficult to overcome these three limitations, making the dilemma inherently unsolvable.

---

---

• 
• 

---

13711580480@139.com

+86 137 1158 0480

+86 137 1158 0480

+86 137 1158 0480

z.x.n@139.com

Mr. Z-X-N

China · Guangzhou

---