  Market traders often engage in the frequent transaction of volatile assets to
optimize their total return. In this study, we introduce a novel investment
strategy model, anchored on the 'lazy factor.' Our approach bifurcates into a
Price Portfolio Forecasting Model and a Mean-Variance Model with Transaction
Costs, utilizing probability weights as the coefficients of laziness factors.
The Price Portfolio Forecasting Model, leveraging the EXPMA Mean Method, plots
the long-term price trend line and forecasts future price movements,
incorporating the tangent slope and rate of change. For short-term investments,
we apply the ARIMA Model to predict ensuing prices. The Mean-Variance Model
with Transaction Costs employs the Monte Carlo Method to formulate the feasible
region. To strike an optimal balance between risk and return, equal probability
weights are incorporated as coefficients of the laziness factor. To assess the
efficacy of this combined strategy, we executed extensive experiments on a
specified dataset. Our findings underscore the model's adaptability and
generalizability, indicating its potential to transform investment strategies.
