I used Binance AI Pro seriously today, and to be honest, I was quite amazed. (Strategy prompts are at the end) A few days ago, I thought it was only for Q&A, but today I went through the whole process and found that it can actually generate strategies, and it's already deployed and running in a live trading account! I used the Hynix example: When ADRs trade at a 45% premium to Korean stocks, short ADRs and go long Korean stocks; when the premium returns to 35%, balance both sides. The stock swap ratio and pricing method were standardized beforehand. I told it my idea, clarified the conditions, and it generated the code and strategy canvas. Then it tested, deployed, and finally, the strategy was running in my account. The whole process was much simpler than I expected. Anyone who has experience with programming knows that while these strategies might sound simple in words, implementing them is far more complex. Market data, trading interfaces, servers, various error messages—each step takes time. This time, all these steps were completed on a single page. When I saw the "Running" status at the end, I genuinely thought this thing was interesting. Based on my experience, this is the best crypto trading AI I've ever used. From strategy development to live deployment, the entire process is remarkably advanced. This is exactly what I wanted: to have a trading idea, and instead of having to go through the infrastructure hassle, just get it built for me so I can see if it works. Now it really is. Of course, it's currently deployed and running successfully, but no trades have been triggered yet at the time of the screenshot. Whether it's stable and profitable remains to be seen. A user-friendly tool and a profitable strategy are two different things. But at least now, if I think of a strategy, I'm willing to try it immediately. Many of my previous ideas were abandoned because I thought they were too complicated to implement. I recommend Binance give this product a try to anyone who's genuinely into trading and has their own strategy ideas. The difference between just reading the description and actually running it yourself is huge. To test this strategy, please use the following prompt (copy one click): Please create a "SKHYUSDT and SKHYNEX Korea Dual Contract Premium Reversion" strategy. First, generate a strategy canvas and run demo trading; do not start a live trading account. I. Verify Availability and Pricing Scope Trading Instruments: SKHYUSDT: SKHYNEX ADR perpetual contract. SKHYNIXUSDT: SKHYNEX Korea listed perpetual contract. Please confirm: Whether the current platform can operate these two contracts within the same strategy and trigger dual-leg trading based on their price ratio. Whether the pricing currencies, contract multipliers, number of shares per unit, and Korean stock prices for both contracts have been converted to the exchange rate. The current ratio of ADR to Korean common stock. Publicly available data indicates 10 ADRs correspond to 1 Korean common stock; please verify if this is still valid. If any necessary data is missing or any key functions are not supported, please specify clearly; do not guess or replace the underlying assets. II. Premium Calculation After unifying the prices of both legs to the same currency and the same underlying stock quantity, calculate the premium of ADR relative to Korean stocks. If it is confirmed that there is no additional scaling in the contract quote, and the Korean stock contract is already priced in USDT per share, then: Premium Rate = 10 × SKHYUSDT Price ÷ SKHYNIXUSDT Price − 1. Please show the actual formula and conversion basis used in the canvas for my review. III. Opening Rules If there is no position under this strategy, and the ADR premium rate reaches or exceeds 45%: Short SKHYUSDT. Simultaneously go long SKHYNIXUSDT. Manage both legs as a paired position. Do not open duplicate positions or add to positions during the holding period. A position can only be opened when both legs have valid, synchronized, and executable quotes. The trigger judgment needs to consider the order book depth and slippage corresponding to the actual order size, and cannot only look at the latest transaction price. IV. Closing Rules When holding a paired position, if the premium shrinks to 35% or below: Buy to close the SKHYUSDT short position. Sell to close the SKHYNIXUSDT long position. This only closes positions held under this strategy; it does not affect other strategies. The closing decision should use the available quote in the actual closing direction. V. Position Size and Execution Please explain the differences between the following two hedging methods: A. Both legs have the same notional USDT amount. B. Match the underlying stock quantity according to the ADR swap ratio. Show examples of position sizes, residual risk, and return differences for both methods when entering at a 45% premium. I will confirm which method to use; do not assume they are the same. Please explain the specific mechanism for placing a double-leg order. If one leg is filled and the other leg fails or is partially filled, the remaining order should be cancelled, and the unhedged exposure should be eliminated according to pre-confirmed rules. Indefinite retries or long-term holding of a single-leg position are not allowed. VI. Simulation and Parameters to be Confirmed First, demonstrate the complete trading process using virtual funds, recording: Entry and exit premiums; Execution prices and quantities for both legs; Individual and total profit/loss for both legs; Commissions, slippage, funding costs, and final net profit/loss. Strategy budget, leverage, maximum allowable slippage, quote expiration standard, maximum holding time, and stop-loss conditions if the premium continues to widen are all listed as parameters to be confirmed. Please output the capability check results and strategy canvas first; do not enter live trading before confirming the above parameters.