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Hypotheses

BCH USD-M 4H Donchian Channel Breakout, Long-Short with 1D Trend Filter and ATR-Trailing Exit (Turtle-style, 3-parameter)

A LONG-SHORT, single-instrument, pure-OHLCV trend-CAPTURE strategy on BCHUSDT.BINANCE (USD-M perpetual), 4H bars, with a 1D trend filter. Deliberately NOT another EMA momentum-confluence clone (that construction is…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV trend-CAPTURE strategy on BCHUSDT.BINANCE (USD-M perpetual), 4H bars, with a 1D trend filter. Deliberately NOT another EMA momentum-confluence clone (that construction is saturated: it survives only on BTC/ADA/ETH and has died overfit/fee_edge on LTC/XRP/SOL/LINK/DOGE/AVAX/DOT/BNB). Instead it uses a structurally-distinct Turtle-style channel-breakout construction: enter LONG when the 4H close breaks above the highest high of the prior N 4H bars (Donchian upper channel)……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV trend-CAPTURE strategy on BCHUSDT.BINANCE (USD-M perpetual), 4H bars, with a 1D trend filter. Deliberately NOT another EMA momentum-confluence clone (that construction is saturated: it survives only on BTC/ADA/ETH and has died overfit/fee_edge on LTC/XRP/SOL/LINK/DOGE/AVAX/DOT/BNB). Instead it uses a structurally-distinct Turtle-style channel-breakout construction: enter LONG when the 4H close breaks above the highest high of the prior N 4H bars (Donchian upper channel) AND the daily trend is up; enter SHORT on the symmetric downside break when the daily trend is down; ride winners with an ATR-multiple trailing stop. Only 3 parameters (donchian_len, trend_sma_len, atr_trail_mult) to fight the overfit deaths that plague higher-parameter gated variants. Instrument choice is deliberate: BCH is a deeply-liquid 2020-listed major (multi-year 4H history on Binance for a statistically powerful walk-forward) that is UNMINED for this mechanism, diversifying the corpus's 62% recent-window BTC concentration onto a distinct price series with a large enough per-bar range to clear fees.

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