WTI与布伦特原油价差：对短期波段交易有何影响？

The WTI-Brent spread can be a fascinating beast, constantly reminding us that two very similar commodities can have wildly different mood swings depending on who's hoarding or, more often, who's blowing something up. I typically use it as a sanity check, a little nudge to remember the global context, rather than a primary trigger for my short-term moves – trying to predict its nuances feels a bit like herding cats in a hailstorm.

Predictable patterns are often anything but when you're trading. While the spread can offer a directional bias, basing entry/exit solely on it for swing trades seems a bit simplistic given the number of other factors at play. How are you accounting for the underlying contract volatility beyond just the spread movement?