SOL Daily Inside-Day Breakout Long with 200-SMA Bull Regime Filter

A long-only single-instrument DISCRETE CHART-PATTERN strategy on SOLUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA bull regime filter. The entry trigger is STRUCTURALLY UNIQUE within the portfolio: an 'inside day' is a daily bar whose entire high-low range is contained within the prior day's range (high[t] < high[t-1] AND low[t] > low[t-1]). This is volatility-compression detection via PURE PRICE GEOMETRY — no indicators, no oscillators, no std-dev calculations, no volume thresholds, no smoothing. The pattern was extensively documented by Toby Crabel ('Day Trading with Short-Term Price Patterns and Opening Range Breakout', 1990) and Linda Raschke and has a 35+ year track record across asset classes as a robust volatility-compression-expansion signal. Crucially, this mechanism is mechanistically orthogonal to every existing portfolio strategy: BnbFourHourVolumeBreakoutLong fires on Donchian-high + volume spike (continuous-statistic momentum); SolFourHourBbOversoldMeanReversionLong fires on std-dev distance from SMA; BnbFourHourRsi2OversoldMeanReversionLong fires on Wilder-smoothed velocity; the consecutive-down-day pullback fires on a count of bearish events. Inside-day breakout fires on a discrete GEOMETRIC CONFIGURATION of two adjacent bars — a fundamentally different statistical foundation. SOL daily timeframe is chosen because (a) SOL daily futures data path is empirically the most-cached in the system (3 in-pipeline strategies already use it: SolDailyEmaTrendContinuationLong, SolFourHourBbOversoldMeanReversionLong's daily regime filter, SolFourHourVolumeBreakoutLong's daily regime filter), maximizing data-fetch reliability in the face of intermittent infrastructure failures, (b) SOL has high baseline volatility producing frequent inside-day formations (~12-18% of bars historically), giving sufficient trade density for walk-forward, (c) SOL exhibits clean compression-then-expansion dynamics due to its retail-driven leveraged positioning. Only 3 parameters total (regime SMA period, stop-loss pct, exit-target lookback) — minimum overfitting surface in the entire portfolio.