Just now, big bro @BroLeon shared something in the group, and it reminded me of a relatively certain arbitrage strategy. Right now, the market is buying USD1 for a 20% subsidy yield, causing a premium. But once the subsidy ends and returns to normal yields, USD1/USDT will definitely drop back or even break below 1.0. So the problem becomes simple: The premium created → the reversion loss is essentially the arbitrage opportunity. The logic is: Borrow USD1 now → sell it, Wait for the subsidy to fade and the price to return to the peg → buy it back to repay the debt. Of course, there’s only one risk— No way USD1 can keep getting pumped endlessly, right?