Skip to content
All hypotheses

Hypotheses

ETH 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 ETHUSDT.BINANCE USD-M perpetual futures (15-MINUTE bars) -- the intersection of the two strongest validated facts in the…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV FAST-INTRADAY MOMENTUM-CONTINUATION strategy on ETHUSDT.BINANCE USD-M perpetual futures (15-MINUTE bars) -- the intersection of the two strongest validated facts in the factory's impulse-continuation family. (1) ASSET: ETH is the PROVEN impulse asset -- EthImpulseBarContinuationTrendLS1H PASSED optimization at Sharpe 1.40 and is PROMOTING (the only family member to actually pass so far). (2) TIMEFRAME: 15m is the now-validated sub-1H grain --……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV FAST-INTRADAY MOMENTUM-CONTINUATION strategy on ETHUSDT.BINANCE USD-M perpetual futures (15-MINUTE bars) -- the intersection of the two strongest validated facts in the factory's impulse-continuation family. (1) ASSET: ETH is the PROVEN impulse asset -- EthImpulseBarContinuationTrendLS1H PASSED optimization at Sharpe 1.40 and is PROMOTING (the only family member to actually pass so far). (2) TIMEFRAME: 15m is the now-validated sub-1H grain -- BtcImpulseBarContinuationTrendLS15m shipped as the first sub-1H instance. Combining proven-asset x proven-grain maximizes transfer probability while filling the single most under-represented horizon bucket (short_1m_15m, 2.6% vs >=10% target). The analyst's standing guidance after the funding-carry and basket-refinement failures is 'route ALL novelty to the validated intraday continuation family'; this is that family at its highest-confidence asset and the under-served fast grain. MECHANISM (mirrors the proven ETH 1H 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 (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 ETH at 15m: ETH is the proven asset AND deeply liquid -> the cleanest 15m impulse signal and continuation moves large enough to clear fees at the fast grain (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 1H 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 1H 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 ample impulse events -> 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.