SOL Daily 21/55-EMA Trend Continuation with Volatility Filter (Long-Only)
Hypotéza
A long-only trend-continuation strategy on SOLUSDT perpetual futures using daily bars. The strategy waits for a confirmed multi-layer uptrend regime (rising 200-day SMA, 21-EMA above 55-EMA, sufficient volatility) and enters on a daily breakout above the prior bar's high. Exits use a Chandelier ATR trailing stop that lets winners run while cutting losers fast — the explicit opposite of the asymmetric small-win/big-loss exit profile that doomed many recently abandoned strategies (NEAR Donchian, ETH Buy-the-Dip). Architecture deliberately mirrors the proven ETH Daily Golden Cross Momentum (Sharpe 4.04) but applied to SOL with a different signal trigger (intermediate-EMA trend continuation rather than the cross event itself), so it adds genuine diversification rather than near-duplicate exposure. Daily timeframe keeps trade frequency low (~15-30 trades/year) so fees stay well under the gross edge. No channel-breakout, no funding-rate contrarian short, no mean-reversion-without-trailing-stop — three failure patterns explicitly avoided.
Stratmill je nástroj pro výzkum a paper trading, nikoli finanční poradenství ani broker. Výsledky backtestů a paper tradingu jsou hypotetické. Obchodování je spojeno s rizikem ztráty.