Hypotheses
BTC Daily Bollinger Band Lower-Band Bounce Long-Only with Trend Filter (BINANCE USD-M Futures, Daily, OHLCV-Only)
A long-only, single-instrument, single-venue, OHLCV-ONLY mean-reversion strategy on BTCUSDT.BINANCE 1D bars. Enter long when close touches or breaks below the lower Bollinger Band (20-period SMA - 2 * 20-period stdev)…
Hypothesis
A long-only, single-instrument, single-venue, OHLCV-ONLY mean-reversion strategy on BTCUSDT.BINANCE 1D bars. Enter long when close touches or breaks below the lower Bollinger Band (20-period SMA - 2 * 20-period stdev) AND close is above 200-day SMA (uptrend filter). Exit when close reaches the middle band (20-SMA) OR hits stop or time limit. Different from existing RSI oversold (RSI < 30) — Bollinger lower-band uses volatility-adjusted oversold instead of momentum-based. Per factory directive: BTCUSDT.BINANCE 1D bars are always safe. Four parameters total.
Backtest and paper results are hypothetical. Trading involves risk of loss.