Answer this question: At least from a historical perspective, there is a 96% probability that Bitcoin's gap has been filled, which is very different from randomly referring to a price, because randomly referring to a price is not consensus, and the "gap" is the "consensus" that everyone can see. Of course, the reason for filling the gap is mysticism, but this mysticism can be explained by probability. So it becomes a mathematical problem, assuming that the probability of filling the gap under historical conditions is 96%, the winning rate of position adjustment for the gap is infinitely close to 96%, and the current time is within three years. This has instead become a formula for calculating ROI: probability of filling the gap x profit margin loss of not filling or reversing the breakthrough first capital cost time cost Assuming BTC is currently at $100000, the gap below is $80000. If you short BTC, your goal is to fill the 80000 gap: If you fill the gap, you will earn $20000. If it rises in the opposite direction to $120000, you will stop losing $20000. Assuming the probability of filling the gap is really 96%. So the expected value of this transaction is very high. But if BTC rises to $150000 in the middle and returns to $80000 after three years, the gap will indeed be filled, but you may have already liquidated your position. That's why the probability of filling the gap cannot be directly equal to the trading win rate.