Hypotheses
XRP 4H Chandelier Exit Trend-Following Long (22, 3.0)
A long-only single-instrument PATH-DEPENDENT TREND-FOLLOWING strategy on XRPUSDT perpetual futures (Binance USD-M) using the Chandelier Exit (Chuck LeBeau) on 4-hour bars. CRITICAL DESIGN CHOICES driven by the…
Strategies
Hypothesis
A long-only single-instrument PATH-DEPENDENT TREND-FOLLOWING strategy on XRPUSDT perpetual futures (Binance USD-M) using the Chandelier Exit (Chuck LeBeau) on 4-hour bars. CRITICAL DESIGN CHOICES driven by the now-definitive session feedback that classifies indicators into 3 tiers: TIER 1 (path-dependent ATR-based filters like Supertrend, Chandelier, Parabolic SAR) — Supertrend approved this session with Sharpe +1.17, PF 1.21, POSITIVE 2025/2026 performance. TIER 2 (channel/volatility-band breakouts: Donchian,……Show moreShow less
A long-only single-instrument PATH-DEPENDENT TREND-FOLLOWING strategy on XRPUSDT perpetual futures (Binance USD-M) using the Chandelier Exit (Chuck LeBeau) on 4-hour bars. CRITICAL DESIGN CHOICES driven by the now-definitive session feedback that classifies indicators into 3 tiers: TIER 1 (path-dependent ATR-based filters like Supertrend, Chandelier, Parabolic SAR) — Supertrend approved this session with Sharpe +1.17, PF 1.21, POSITIVE 2025/2026 performance. TIER 2 (channel/volatility-band breakouts: Donchian, Keltner, WRB) — all abandoned for 2025+ regime decay. TIER 3 (oscillator-style entries: MACD, HMA-slope, Aroon) — all abandoned for structural no-edge regardless of regime. This proposal stays strictly in TIER 1: Chandelier Exit uses the extreme high (or low) of the last N bars minus a multiple of ATR — a path-dependent trailing stop that flips discretely when price crosses it, structurally filtering chop just like Supertrend. Distinct from Supertrend (which anchors to median price ± ATR) and Parabolic SAR (which uses acceleration factor on extreme point): Chandelier anchors to the rolling N-bar HIGH minus k×ATR, giving slower, more selective signals. ADDITIONAL DESIGN CHOICES: (a) XRP is NOT in the current portfolio as an OHLCV strategy (the failed XRP entry was the premium_index supp-data hypothesis); XRP has 5+ years of Binance perp data (well above the 'minimum 2 years' rule from session feedback). (b) Long-only on alt-perp is acceptable BECAUSE the Tier 1 mechanism class has demonstrated positive 2025-2026 performance (Supertrend +4.5%/+1.7%). (c) MAXIMALLY SIMPLE — 2 canonical LeBeau parameters (lookback=22, ATR multiplier=3.0) FIXED at defaults.
Backtest and paper results are hypothetical. Trading involves risk of loss.