Hypotheses
BTC 15-Minute Large-Impulse-Bar Continuation (Single-Instrument USD-M, Long-Short, Fast Intraday, Ride Directional Impulse Bars, Tight Initial Stop, Trailing-Stop Winners, Discrete Capital-Capped, Pure OHLCV)
A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV FAST-INTRADAY MOMENTUM-CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual futures (15-MINUTE bars) -- the first TIMEFRAME extension of the factory's VALIDATED,…
Strategies
Hypothesis
A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV FAST-INTRADAY MOMENTUM-CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual futures (15-MINUTE bars) -- the first TIMEFRAME extension of the factory's VALIDATED, analyst-endorsed IMPULSE-CONTINUATION family. The ETH 1H instance (EthImpulseBarContinuationTrendLS1H) PASSED optimization at Sharpe 1.40 and is PROMOTING; ETH/BTC/SOL/XRP/LINK 1H instances populate the family. The family is saturated at 1H (5 assets); its ONE unexplored axis is TIMEFRAME, which is also the……Show moreShow less
A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV FAST-INTRADAY MOMENTUM-CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual futures (15-MINUTE bars) -- the first TIMEFRAME extension of the factory's VALIDATED, analyst-endorsed IMPULSE-CONTINUATION family. The ETH 1H instance (EthImpulseBarContinuationTrendLS1H) PASSED optimization at Sharpe 1.40 and is PROMOTING; ETH/BTC/SOL/XRP/LINK 1H instances populate the family. The family is saturated at 1H (5 assets); its ONE unexplored axis is TIMEFRAME, which is also the biggest quota gap -- the short_1m_15m horizon bucket is 2.5% vs a >=10% target (the most under-represented). This applies the proven mechanism at 15m to fill that bucket. MECHANISM (mirrors the proven ETH template, faster grain): an IMPULSE bar is a 15m bar whose directional body (close - open) exceeds impulse_mult x ATR(atr_period) AND closes in the strong third of its high-low range -- a high-conviction directional thrust. The strategy enters in the impulse direction to capture short-horizon CONTINUATION, with a TIGHT initial stop and a TRAILING stop that lets winners run. WHY IMPULSE-CONTINUATION IS THE RIGHT VEHICLE FOR SUB-1H (and not the banned scalping anti-pattern): it is EVENT-DRIVEN and SELECTIVE -- a high impulse_mult means only RARE, LARGE 15m thrusts qualify, whose continuation move is large enough to clear fees; it does NOT trade every bar or chase sub-0.15% ticks. WHY 15m BTC: BTC is the DEEPEST, most-liquid major -> the cleanest 15m impulse signal (least microstructure noise) AND the largest continuation moves -> the best fee-clearing at the fast timeframe (the one real risk). WHY IT GENERALIZES WHERE OTHER SINGLE-ASSET INTRADAY DECAYED: impulse-continuation is event-driven/selective, the higher-quality signal that passed the ETH holdout, unlike VWAP-continuation (rode noisy excursions, decayed) and single-asset TSM/continuous-trend (whipsawed -- a DIFFERENT mechanism). WHAT IT AVOIDS (every closed path): NOT funding/carry/cross-venue (comprehensively closed -- uncreditable funding + HL-data wall); NOT a basket refinement (prohibited axis); NOT single-asset TSM/continuous-trend (dead); NOT reversion (dead); NOT continuous-rebalance/netting-flip (the 316%/385% sizing-artifact cause -- this uses DISCRETE enter-then-exit-to-FLAT, like the cleanly-sized ETH sibling). EVERY design choice respects the lessons: (1) DISCRETE entries, flat between signals, sized against STABLE realized equity (excl. unrealized PnL), hard-capped <=100% (leverage 1x). (2) FEE-AWARE BY CONSTRUCTION: a high impulse_mult restricts entries to large 15m thrusts whose continuation clears the ~0.10% RT floor -- NOT scalping; the backtest must confirm avg net trade > 0.15%. (3) DENSE: 15m gives the most impulse events of any family member -> robust 3-window walk-forward population. (4) PURE OHLCV. Per the 'favor simpler' mandate, 3 tunables (impulse_mult, trail_mult, init_stop_mult) mirroring the proven ETH config.
Backtest and paper results are hypothetical. Trading involves risk of loss.