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Hypotheses

Market-Regime-Gated Momentum, Multi-Instrument Long-Short (Trade ETHUSDT.BINANCE USD-M's Own 4H Momentum ONLY When the MARKET LEADER (BTC Daily Trend) Confirms the Risk-On/Off Regime; FLAT When ETH Momentum and the BTC Regime Disagree; ATR-Trailing Exit, 3-Parameter)

A LONG-SHORT, MULTI-INSTRUMENT momentum strategy that trades ETHUSDT.BINANCE USD-M perpetual using ITS OWN short-term (4H) momentum, but GATED by the broad-market regime as defined by the market leader BTC's daily…

Hypothesis

A LONG-SHORT, MULTI-INSTRUMENT momentum strategy that trades ETHUSDT.BINANCE USD-M perpetual using ITS OWN short-term (4H) momentum, but GATED by the broad-market regime as defined by the market leader BTC's daily trend. Both instruments are standard BINANCE USD-M perps with full joint history — BTC is used only as a market-regime SIGNAL (its price/trend), NOT as a hedge leg or a transferred trade signal, so there is no cross-venue / delta-neutral leg-availability problem (L44 does not apply). This is the……Show moreShow less

A LONG-SHORT, MULTI-INSTRUMENT momentum strategy that trades ETHUSDT.BINANCE USD-M perpetual using ITS OWN short-term (4H) momentum, but GATED by the broad-market regime as defined by the market leader BTC's daily trend. Both instruments are standard BINANCE USD-M perps with full joint history — BTC is used only as a market-regime SIGNAL (its price/trend), NOT as a hedge leg or a transferred trade signal, so there is no cross-venue / delta-neutral leg-availability problem (L44 does not apply). This is the market-regime-filter robustness concept — the documented fix for momentum's biggest weakness (regime-concentration and choppy-market whipsaw) that none of my six in-flight momentum ideas apply. Mechanism: crypto is dominated by a single risk-on/risk-off beta driven by BTC; ETH's own momentum follows through far more reliably when it agrees with the prevailing BTC-defined regime, and whipsaws when it fights it. So: go LONG ETH when ETH's 4H momentum is up AND BTC is in a daily uptrend (risk-on confirmed); go SHORT ETH when ETH's 4H momentum is down AND BTC is in a daily downtrend (risk-off confirmed); stay FLAT whenever ETH momentum and the BTC regime disagree (the cross-current that produces losses). This is emphatically NOT the dead 'BTC-momentum-executed-on-alt' lead-lag transfer (L40) — the TRADED signal is ETH's OWN momentum; BTC's trend is only a coarse market-regime on/off gate, the same role a breadth/index filter plays in equity trend-following. It is distinct from my in-flight ideas: BtcDualTimeframe is single-instrument two-price-timeframes on BTC; this is ETH's momentum gated by a SECOND INSTRUMENT's regime (genuinely multi-instrument). Fee-robust: the regime gate keeps ETH out of choppy periods, lowering turnover, and 4H ETH momentum moves clear the 0.10% USD-M round trip. Pure OHLCV, no fragile supplementary feed. 3 parameters. Instruments: ["ETHUSDT.BINANCE","BTCUSDT.BINANCE"] (ETH primary/traded, BTC regime-signal only). venue_type: futures. data_requirements: ["ohlcv"].

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