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Hypotheses

ETH and SOL 1H Breakout with 4H Trend Confirmation Long Portfolio

A long-only multi-timeframe breakout strategy on the two safest non-BTC majors — ETHUSDT.BINANCE and SOLUSDT.BINANCE perpetual futures (both confirmed by the verification framework as 'always safe' on 1H/4H/1D). The…

Hypothesis

A long-only multi-timeframe breakout strategy on the two safest non-BTC majors — ETHUSDT.BINANCE and SOLUSDT.BINANCE perpetual futures (both confirmed by the verification framework as 'always safe' on 1H/4H/1D). The strategy enters on 1-HOUR bars but requires confirmation from a slower 4-HOUR trend filter, leveraging the FactoryStrategy template's extra_bar_types support to subscribe to both timeframes per symbol. This is a structurally novel design relative to every strategy in the pipeline and every failure……Show moreShow less

A long-only multi-timeframe breakout strategy on the two safest non-BTC majors — ETHUSDT.BINANCE and SOLUSDT.BINANCE perpetual futures (both confirmed by the verification framework as 'always safe' on 1H/4H/1D). The strategy enters on 1-HOUR bars but requires confirmation from a slower 4-HOUR trend filter, leveraging the FactoryStrategy template's extra_bar_types support to subscribe to both timeframes per symbol. This is a structurally novel design relative to every strategy in the pipeline and every failure pattern in the log. Mechanism: on each 1H bar close, the strategy checks (a) the fast-timeframe entry trigger — current 1H close > prior 12-bar high (~12 hours) — AND (b) the slow-timeframe regime gate — current 4H bar's 50-bar EMA has positive slope over the most recent 10 4H bars (~1.7 days of rising-trend confirmation). Entry fires only when BOTH conditions are true simultaneously, filtering 1H breakouts down to those that occur within a confirmed 4H uptrend. Hypothesis is orthogonal to every confirmed failure pattern: (1) NOT BTC (avoiding the 'BTC-2024+-microstructure-regime-decay' that killed 4 BTC strategies); (2) NOT a single-bar 4H pattern (uses a multi-bar 12-bar Donchian on 1H plus a 50-bar EMA slope on 4H, combining ~12 hours of price context with ~8 days of trend context); (3) NOT pullback-in-uptrend (entry is on breakout above range, opposite mechanism to all 9 falsified alt-pullback strategies); (4) NOT seasonality, NOT mean-reversion-with-gates, NOT a session-based ORB (different from the existing Asia Session ORB); (5) NOT single-instrument (2-symbol aggregation breaks rare-event regime concentration); (6) Uses ONLY the explicitly-safe instrument-venue-timeframe combos recommended by the verification framework's own error message (ETH/SOL on BINANCE 1H + 4H); (7) Does NOT depend on supplementary data (pure OHLCV); (8) Uses ONLY 3 free parameters: fast_lookback (12 hourly bars), trend_ema_period (50 4-hour bars), hard_stop_pct (3%) — the lowest count among all hypotheses this session. The multi-timeframe-confirmation pattern has solid academic backing: Faber 2007 'A Quantitative Approach to Tactical Asset Allocation' showed that slow-timeframe trend filters substantially improve fast-timeframe entry signals' Sharpe; the equity-futures and FX literature (Brock-Lakonishok-LeBaron 1992, Jegadeesh-Titman 1993) has consistently found that multi-timeframe-aligned momentum entries outperform single-timeframe entries. The genuine experimental question is whether this works in crypto, specifically on ETH and SOL where the 4H mechanism has shown positive prior results (ETH 4H Volume Breakout previously Sharpe 2.52) and where 1H breakouts have 6x the trade frequency of 4H breakouts. Expected trade frequency: 1H 12-bar breakouts occur ~2-3 times per day per symbol but the 4H EMA-slope-positive filter activates ~50-60% of the time, giving ~1.0-1.5 setups/day × 2 symbols × 365 days = ~700-1100 setups/year. With portfolio-cap and no-overlap filters reducing actual entries to ~30-40% of setups, the strategy targets 200-400 trades/year — well above the walk-forward viability floor and 4-10x the trade frequency of any single-instrument daily strategy that failed in the log.

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