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几年前，我自作聪明地在农历新年期间持有了一些$NKY期货，期待节后能快速反弹。问题是，我完全低估了那个时期整个地区（不仅仅是具体的假期日期）流动性枯竭的程度。点差扩大到荒谬的水平，任何波动，即使是很小的波动，都感觉被夸大了，因为根本没有成交量来吸收它。我被止损了，这在正常市场中可能只是噪音，都因为我没有考虑到文化事件导致的市场动态的完全转变。这让我损失了一大笔钱，并突显了真正理解当地市场日历（而不仅仅是主要日历）的必要性。
That's a classic trap. It's easy to focus on the calendar holidays themselves and forget about the weeks leading up to and following, where a lot of participants are already out or winding down. Good reminder.
Yeah, it's a common trap. The 'holiday effect' extends well beyond the actual days off, especially in markets where participation thins out significantly. It's less about the direction and more about the illiquidity amplifying every little movement.
Yeah, Lunar New Year liquidity is a killer if you're not ready for it. It's not just the holiday itself; the entire lead-up and wind-down can mess with expected price action and spreads.
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