The empirical rules of cross-market arbitrage in forex futures trading are as follows: ① Both markets enter a bull market, and the increase of market A is higher than that of market B, so market A buys and market B sells. (2) Both markets have entered a bull market. If the increase of market A is lower than that of market B, then market A sells and market B buys. (3) Both markets have entered a bear market. If the decline of market A is higher than that of market B, market A will sell and market B will buy. (4) Both markets have entered a bear market. If the decline of market A is lower than that of market B, market A buys and market B sells.