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Hypotheses

ADA 4H N-Bar Cumulative Return Threshold Long (Multi-Bar Momentum Accumulation)

A long-only, single-instrument, single-timeframe strategy on ADAUSDT.BINANCE 4H bars (the most-reliably-fresh bar type). Implements a NEW MECHANISM not yet tried in the portfolio: N-BAR CUMULATIVE RETURN THRESHOLD. The…

Hypothesis

A long-only, single-instrument, single-timeframe strategy on ADAUSDT.BINANCE 4H bars (the most-reliably-fresh bar type). Implements a NEW MECHANISM not yet tried in the portfolio: N-BAR CUMULATIVE RETURN THRESHOLD. The mechanism: compute the cumulative log return over the last 6 bars (24h on 4H = 1 day of momentum), standardize it as a z-score against the trailing 100-bar distribution of 6-bar cumulative returns, and enter long when this z-score exceeds 1.0 (cumulative 6-bar return is in the top ~15% of……Show moreShow less

A long-only, single-instrument, single-timeframe strategy on ADAUSDT.BINANCE 4H bars (the most-reliably-fresh bar type). Implements a NEW MECHANISM not yet tried in the portfolio: N-BAR CUMULATIVE RETURN THRESHOLD. The mechanism: compute the cumulative log return over the last 6 bars (24h on 4H = 1 day of momentum), standardize it as a z-score against the trailing 100-bar distribution of 6-bar cumulative returns, and enter long when this z-score exceeds 1.0 (cumulative 6-bar return is in the top ~15% of historical 6-bar returns) AND the current bar closes bullishly AND in confirmed uptrend. Captures SUSTAINED multi-bar momentum as a single composite signal — distinct from single-bar return z-score (which only sees one bar's return), distinct from sequence-based HH counting (which uses bar-extreme sequences, not return magnitudes), distinct from autocorrelation (which uses correlation, not magnitude). This is the TSMOM (Moskowitz-Ooi-Pedersen 2012) signal applied at intraday resolution: when the past day's cumulative return is unusually strong AND in uptrend, momentum tends to extend over 1-3 days. Three-filter simplicity (cumulative z-score + bullish bar + trend filter) per analyst's recurring guidance.

Backtest and paper results are hypothetical. Trading involves risk of loss.