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Hypotheses

SOL Rejected-New-High Probe Continuation: Go Long for a Fixed 36h After an Hourly Bar Pierces the Prior 20-Day High but CLOSES Back Below It (SOLUSDT.BINANCE USD-M 1H, long-only, 1 structural parameter + clock, flat ~89% of the time, pure OHLCV)

Single-leg, single-instrument, long-only EVENT trade on the SOLUSDT.BINANCE USD-M perpetual, 1-HOUR bars, pure OHLCV. It is the evidence-driven INVERSE of a family the factory has killed at least 15 times: the…

Hypothesis

Single-leg, single-instrument, long-only EVENT trade on the SOLUSDT.BINANCE USD-M perpetual, 1-HOUR bars, pure OHLCV. It is the evidence-driven INVERSE of a family the factory has killed at least 15 times: the 'failed-breakout / liquidity-sweep / upthrust FADE' (BNB False-Breakout Trap Reversal, XRP Failed-Breakout Reversal, SOL Liquidity-Sweep Reversal, SOL COIN-M Failed-Breakout Trap Fade, AVAX/DOGE/BTC sweep fades, ETH COIN-M failed-breakout exhaustion - all abandoned). Those runs shorted the bar that probed a……Show moreShow less

Single-leg, single-instrument, long-only EVENT trade on the SOLUSDT.BINANCE USD-M perpetual, 1-HOUR bars, pure OHLCV. It is the evidence-driven INVERSE of a family the factory has killed at least 15 times: the 'failed-breakout / liquidity-sweep / upthrust FADE' (BNB False-Breakout Trap Reversal, XRP Failed-Breakout Reversal, SOL Liquidity-Sweep Reversal, SOL COIN-M Failed-Breakout Trap Fade, AVAX/DOGE/BTC sweep fades, ETH COIN-M failed-breakout exhaustion - all abandoned). Those runs shorted the bar that probed a multi-day high and closed back inside the range. If that fade reliably loses, the other side of it - buying the rejected upside probe - is where the money went. A point-in-time pre-study (run 2026-09-29 on Binance USD-M 1H bars, 2020-2026) confirms it: event = first hourly bar of a UTC day whose HIGH exceeds the max high of the prior 20 COMPLETED UTC days while its CLOSE is back below that level; enter at that bar's close; hold a fixed clock; non-overlapping. Forward mean return after the event beats the unconditional drift on 9 of 10 liquid USD-M perps (SOL, ETH, BNB, AVAX, XRP, DOGE, ADA, TRX, LINK; LTC is the exception). On SOL the per-hour-after-trigger curve peaks at 36h (per L166): 12h +0.64%, 24h +1.49%, 30h +1.96%, 36h +2.54%, 42h +2.25%, 60h +2.75% mean (unconditional 36h drift +0.51%). At the 36h clock: 157 trades, win rate 58%, calendar Sharpe 1.24 at 1x, 11% time in market. It is robust to the lookback: calendar Sharpe 1.19 / 1.24 / 1.39 / 1.22 at N = 10 / 20 / 30 / 55 days. Honest caveats from the same study: 2021 carries ~55-60% of the summed return and 2025 was negative (-12%), so the pre-registered OOS prediction is well below the in-sample 1.24. The mechanism stated without instrument or timeframe - 'buy a rejected probe of a multi-week high and hold it for about a day and a half' - does not match anything abandoned. The abandoned corpus holds only the opposite sign (fade the probe) and close-confirmed Donchian breakouts, which enter on a CLOSE above the level and at a higher price. SOL, not BTC, keeps it off the 44-62% BTC concentration. It stays on BINANCE USD-M rather than HL (L168: full multi-year history, 157 lifetime trades is at the ~150 floor, more on HL would be impossible). No supplementary data, no multi-leg book (L137), no signal-on-A/trade-B (L143), not a port (L167), and it has a declared flat state (L150).

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