ADA Weekly Calendar-Effect Long-Only: Buy Friday Close Sell Monday Open with 4H Trend Filter on ADAUSDT.BINANCE

A long-only, single-instrument calendar-effect strategy on ADAUSDT.BINANCE — confirmed testable per multiple recent ADA-based pipeline successes (ADAKeltnerRangeTradingLongShort, ADAVolContractionSqueezeLong, ADADonchianBreakoutLong4HOnly, ADALINKCointegrationPairsReversion60Day4H, ADAMultiTimeframeDonchianBreakdownShort all backtested cleanly with ADA bars). Structurally distinct from EVERY portfolio strategy and from the failed Keltner range-trading: this is NOT a mean-reversion strategy, NOT a breakout strategy, NOT a momentum strategy, NOT a pairs strategy. It's a CALENDAR-EFFECT / WEEKDAY-SEASONALITY strategy — the FIRST in the portfolio. The hypothesis: crypto markets exhibit a documented WEEKEND→MONDAY rebound effect (Caporale et al 2019 'Persistence in the Cryptocurrency Market'; Aharon-Qadan 2019 'Bitcoin and the Day-of-the-Week Effect'). Weekend trading volume on Binance is ~40-60% of weekday volume; institutional/algorithmic flow pauses, retail-only flow creates wider ranges and predictable Sunday-night drift. Friday-close to Monday-open trades capture: (a) the Sunday-night re-accumulation as institutional capital pre-positions for the trading week, (b) the Monday-morning return-of-volume premium. CRITICALLY, this strategy includes the 4H trend filter — directly addressing the failure mode of the Keltner strategy (symmetric range trading without trend filter). Only enter during confirmed UPTREND regimes (4H close > 50-period SMA AND slope positive) — this filter ensures the weekly seasonality is captured DURING bull regimes where it's empirically strongest (Aharon-Qadan documented the day-of-week effect is regime-dependent, strongest in trending crypto markets). Uses ONLY ADAUSDT.BINANCE 4H bars — confirmed testable. Fills critical gaps: (1) FIRST CALENDAR-EFFECT strategy in portfolio (entirely new mechanism class), (2) Single-instrument simplicity, (3) Confirmed-testable instrument, (4) Long-only with trend filter — addresses the symmetric-no-filter failure mode of the Keltner range-trader. Position sizing: 18% per trade. Risk per trade: ~1.5% capped by stop-loss.