From strategy design to live trading validation, this quantitative framework has taken many detours. In the early stages, a large amount of time was spent organizing various trading signals and parameter combinations, and backtesting them against historical data one by one—just the testing cycle alone ran over a thousand times, during which there were both loss scenarios and profit breakthroughs. The entire iteration process was continuously refined with the help of coding tools, applying various parameter tuning and optimization techniques, ultimately anchoring a relatively stable daily profit model. Although the actual returns of quantitative trading are influenced by multiple factors, this framework demonstrated a performance level of about 30% daily profit on backtest data. The market is always changing, and strategy optimization is always on the way.