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AVAX 4H Supertrend Trend-Following Long (10, 3.0)

A long-only single-instrument PATH-DEPENDENT TREND-FOLLOWING strategy on AVAXUSDT perpetual futures (Binance USD-M) using the canonical Supertrend (10, 3.0) indicator on 4-hour bars. CRITICAL DESIGN RATIONALE driven by…

Hypothesis

A long-only single-instrument PATH-DEPENDENT TREND-FOLLOWING strategy on AVAXUSDT perpetual futures (Binance USD-M) using the canonical Supertrend (10, 3.0) indicator on 4-hour bars. CRITICAL DESIGN RATIONALE driven by the session's now-decisive empirical findings: (a) The TIER 1 indicator class (path-dependent ATR-based filters: Supertrend, Chandelier, Parabolic SAR) is the ONLY indicator class to demonstrate positive 2025/2026 performance in this session. (b) DOT Supertrend was approved with Sharpe +1.17, PF……Show moreShow less

A long-only single-instrument PATH-DEPENDENT TREND-FOLLOWING strategy on AVAXUSDT perpetual futures (Binance USD-M) using the canonical Supertrend (10, 3.0) indicator on 4-hour bars. CRITICAL DESIGN RATIONALE driven by the session's now-decisive empirical findings: (a) The TIER 1 indicator class (path-dependent ATR-based filters: Supertrend, Chandelier, Parabolic SAR) is the ONLY indicator class to demonstrate positive 2025/2026 performance in this session. (b) DOT Supertrend was approved with Sharpe +1.17, PF 1.21, positive 2025/2026 — direct empirical validation of THIS exact mechanism with THESE exact canonical parameters. (c) The session-wide finding establishes that 'the indicator choice — not the framing, parameter count, or symbol — accounts for the entire Sharpe gap' — meaning replicating the validated Supertrend mechanism on a different liquid alt-perp is the highest-confidence path forward. (d) AVAX is the chosen symbol because: (i) Binance USD-M perp data since September 2020 (4.5+ years, well above the 2-year minimum from UNI failure feedback), (ii) AVAX is NOT currently in the portfolio as a Tier 1 strategy — the prior AVAX Keltner failed because Keltner is TIER 2 (regime-decayed class), not because AVAX is unsuitable, (iii) provides symbol diversification within the validated mechanism class. (e) MAXIMALLY SIMPLE — exact same canonical Supertrend(10, 3.0) parameters as the approved DOT strategy; the only parameter that DIFFERS from the approved DOT Supertrend is the symbol, which is exactly the diversification axis the portfolio needs. (f) ZERO supplementary data dependency (6+ supp-data failures this session). (g) NOT mean-reversion (failed on alt-perps), NOT contrarian short (failed structurally on BTC), NOT oscillator entry (3 consecutive oscillator failures), NOT channel/band breakout (3 consecutive Tier-2 regime-decay failures).

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