Lately, I’ve been approaching the market with a very spot-focused mindset. Levels are mapped, risk is defined, and the goal is to stay consistent rather than force activity. Once that prep is done, the execution side becomes much simpler.

That process is what led me to structure my trades around Trading Club Championship (Phase 23) on Bitget. Futures are off this phase, so everything is spot-only, which fits well with how I’ve been reading $BTC and $ETH recently. The campaign runs until 30 December, 16:00 UTC, giving enough time for structure to play out without rushing decisions.

While working through this setup, it made me think about efficiency. If the analysis and spot bias are already in place for one structured event, there’s no real reason to treat it as isolated work.

That’s why I started looking at how the same approach could apply to spot-focused programs on Binance as well, especially participation-based formats like Binance Alpha, where consistency and clean execution matter more than leverage.

Same market read. Same spot execution. One set of decisions. Two environments.

BTC and ETH don’t change structure depending on where they’re traded. What changes is whether the format rewards patience or punishes overtrading. In that sense, the current TCC setup and Binance Alpha mechanics feel more aligned than they first appear.

Curious how others handle this. When you’ve already done the work for one trading event, do you reuse that analysis elsewhere, or keep each platform completely separate?