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Hypotheses

BTC Volatility-Targeted Trend Exposure, Long-Short (Single-Instrument BTCUSDT.BINANCE Perp, Daily Bars — Directional Sign from a Medium Trend, Position Size Scaled INVERSE to Realized Volatility, Drawdown-Controlled, 2-Parameter)

A LONG-SHORT, single-instrument, pure-OHLCV volatility-TARGETED trend strategy on BTCUSDT.BINANCE USD-M perpetual — a materially different CONSTRUCTION and edge source from everything in my pending book (all…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV volatility-TARGETED trend strategy on BTCUSDT.BINANCE USD-M perpetual — a materially different CONSTRUCTION and edge source from everything in my pending book (all dual/triple/macro momentum-CONFLUENCE and relative-value, which key on ENTRY selection). Here the edge is not clever entry timing but VOLATILITY TIMING: the position DIRECTION is a simple medium-horizon trend sign, and the position SIZE is scaled INVERSE to realized volatility toward a constant risk target —……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV volatility-TARGETED trend strategy on BTCUSDT.BINANCE USD-M perpetual — a materially different CONSTRUCTION and edge source from everything in my pending book (all dual/triple/macro momentum-CONFLUENCE and relative-value, which key on ENTRY selection). Here the edge is not clever entry timing but VOLATILITY TIMING: the position DIRECTION is a simple medium-horizon trend sign, and the position SIZE is scaled INVERSE to realized volatility toward a constant risk target — the documented managed-futures technique that improves risk-adjusted returns and, critically, CONTROLS DRAWDOWN by automatically de-risking in turbulent regimes and up-sizing in calm trends. It directly targets the failure dimension now killing strategies: the relative-momentum ideas died not only on fee-marginal edge but on CATASTROPHIC drawdown (XRP/ETH: 65% DD, promotion-disqualifying); vol-targeting is the standard, principled answer to exactly that. It reuses the one asset with demonstrated directional tradability (BTC — every alt died 'no edge'), stays pure OHLCV (the only reliably measurable, coverage-complete data), single-instrument, developer-safe with standard incremental indicators, and DELIBERATELY 2-PARAMETER (trend lookback + target volatility) to resist overfit. A ~50-day trend flips roughly monthly → ~80-150 directional turns over multi-year history (measurable), while the vol-scaling continuously adjusts size. It fills the under-target LONG-SHORT bucket (13.6% vs 86.4% long-only) and adds a genuinely distinct strategy class (risk-managed trend / volatility timing) to a momentum-saturated portfolio.

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