Liquidation Cascade Reversal on BTC Perps
Hypotéza
Mean-reversion strategy that fades sharp price moves accompanied by abnormally high forced-liquidation volume on Binance USD-M futures. When stop-outs cascade, leveraged traders are forcibly removed from the market, creating a temporary supply/demand imbalance that typically retraces 30-70% within hours. Trade direction is opposite the cascade (e.g., long after a long-liquidation flush). Capital-relative sizing scales with cascade magnitude, with a hard volatility-based stop to protect against trend-continuation cascades.
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.