Hypotheses
BTC Daily Breadth-Confirmed Long (3-of-4 Crypto-Major Uptrend Gate)
A long-only strategy that trades EXCLUSIVELY BTCUSDT.BINANCE perpetual futures Daily bars, gated by a MARKET-BREADTH signal computed across four crypto majors (BTC, ETH, SOL, BNB). The mechanism: each Daily bar, count…
Strategies
- BtcDailyBreadthConfirmedLong3of4 Abandoned
Hypothesis
A long-only strategy that trades EXCLUSIVELY BTCUSDT.BINANCE perpetual futures Daily bars, gated by a MARKET-BREADTH signal computed across four crypto majors (BTC, ETH, SOL, BNB). The mechanism: each Daily bar, count how many of the four majors have close > 50-day SMA (i.e., are in their own confirmed uptrends). When the breadth count is >= 3 of 4, hold BTC long; when < 3, hold cash. Multi-instrument SIGNAL (observes 4 instruments) but single-instrument TRADE (only BTC). Mechanically distinct from every existing……Show moreShow less
A long-only strategy that trades EXCLUSIVELY BTCUSDT.BINANCE perpetual futures Daily bars, gated by a MARKET-BREADTH signal computed across four crypto majors (BTC, ETH, SOL, BNB). The mechanism: each Daily bar, count how many of the four majors have close > 50-day SMA (i.e., are in their own confirmed uptrends). When the breadth count is >= 3 of 4, hold BTC long; when < 3, hold cash. Multi-instrument SIGNAL (observes 4 instruments) but single-instrument TRADE (only BTC). Mechanically distinct from every existing pipeline entry: (a) rotation strategies SWITCH between assets — this just turns BTC on/off; (b) basket strategies hold ALL qualifying assets — this holds ONE specific asset (BTC) conditional on broad-market regime; (c) single-asset trend-following strategies use only their own asset's trend — this uses ANOTHER asset's collective trend (the 'broad market regime') as the gate. The portfolio role: capture BTC's beta during confirmed broad-bullish regimes while sidestepping synchronized bear markets (where breadth collapses across all majors simultaneously, e.g., 2022 Q2-Q3 when BTC + ETH + SOL all broke trend within weeks of each other). Distinguished from the rotation family (BTCETHRelativeStrengthRotationLong, BTCETHSOLThreeWayRotationLong, the developer-spawned ADABNBXRPThreeWayRotationLong) because rotation tries to PICK THE BEST asset; breadth-gating just confirms BROAD-MARKET HEALTH before holding BTC specifically. Uses ONLY confirmed-working Daily bars (BtcSpotDrawdownAccumulationLong validates BTC Daily, EthDailyGoldenCrossMomentumLong validates ETH Daily, SolDailyEmaTrendContinuationLong validates SOL Daily, BnbFourHourVolumeBreakoutLong validates BNB instrument with Daily bars accessible). No cross-venue dependencies — directly avoids the Layer-3-audit_stale failure mode.
Backtest and paper results are hypothetical. Trading involves risk of loss.