This is the sound trading strategy The significance of index price is to anchor the contract price back, so it must have pricing power and market credibility. Using spot goods that are not included in the index component (losing pricing power) to open reverse positions with contracts is not essentially a risk hedge, but a bet that the price difference will not widen even after closing the recharge. When all components are closed and the bot for arbitrage is no longer running, it will be found that the depth and price difference of many positions are very poor, and they have lost their pricing ability. Therefore, once the price of these positions is pulled apart from Binance, it is highly likely that they will be removed from Binance's index (this rule applies to all exchanges). For example, DRIFT and ESPORTS, when there is no pricing market for spot trading, introducing Binance Futures' opening price plus two CEX prices with small price differences, combined with a median limit of 3%, is already the solution with the least trading risk for Binance's own users. As for why we didn't use Dex+Finance Futures as an index when someone mentioned it yesterday? 1) When there are only two components, the median principle becomes invalid, and the index price will be very unstable 2) The combination of Dex and Finance Futures is easily manipulated by the market, and solving a small problem can lead to a bigger new problem