Penetrate the oscillations and unilateral confusion of derivatives, and use quantitative strategy models to reconstruct long-short band arbitrage! This article provides in-depth science popularization on the four core practical strategies of Contracts for Difference (CFD): the iron law of trend following based on the long arrangement of 20/50/200 daily moving averages, the risk control model for breaking positions at support and resistance levels in the shock range, the data-driven play during the non-agricultural and interest rate decision windows, and the cross-category diversified allocation path that utilizes the low correlation between gold, crude oil and stock indexes.