ETH 4H RSI(2) Extreme-Oversold Velocity Mean-Reversion Long with Daily Bull Regime Filter

A long-only single-instrument VELOCITY-BASED MEAN-REVERSION strategy on ETHUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This proposal is the CROSS-ASSET COMPLEMENT to the just-added BtcFourHourRsi2OversoldMeanRevLong, applying the same RSI(2) velocity mean-reversion mechanism to ETH. The mechanism is DOUBLY FILTERED against the documented failure patterns: (1) AVOIDS the 'altcoin_daily_minimum_param_trend' pattern that abandoned SOL Donchian and AVAX Trend — ETH is a TOP-2 crypto (explicitly excluded from the altcoin pattern), uses 4H not daily (high signal density), and uses mean-reversion not trend-following (not dependent on alt-cycle peak tail trades); (2) AVOIDS the 'hypothesis specifies instrument class unsupported by FactoryStrategy' pattern that abandoned both Deribit options strategies — this uses LINEAR FUTURES (ETHUSDT.BINANCE perpetual, fully supported by FactoryStrategy), no options or multi-leg derivatives. The RSI(2) mechanism is Larry Connors' canonical short-term mean-reversion trigger documented in 'Short-Term Trading Strategies That Work' (2008): RSI(2) <= 5 represents the bottom ~2-3% of historical RSI(2) readings, marking statistical-extreme velocity exhaustion that historically precedes mean-reversion bounces. The economic mechanism on ETH is amplified by ETH-specific flows: (a) ETH has highest derivative open interest of any altcoin, producing periodic liquidation cascades that create RSI(2) extremes, (b) ETH staking-yield flows provide systematic dip-buying pressure (validators rebalance into ETH at oversold prices), (c) ETF rebalancing creates institutional bid stacks at extremes. Mechanistically distinct from every other ETH strategy in the portfolio: EthDailyGoldenCrossMomentumLong fires on rare regime-change events (Golden Cross); EthBtcRatioDailyEmaTrendLongEth fires on slow cross-asset rotation. NONE captures within-day velocity-extreme reversions, which fire ~30-60 times per year. This provides ETH with three orthogonal signal frequencies: rare (regime change), slow (cross-asset trend), fast (velocity reversion). The trade frequency of 30-60/year over 6 years = 180-360 trades total, with 60-120 trades per walk-forward window — structurally INCOMPATIBLE with tail-dependence failure pattern that requires 1-2 outlier trades to drive performance. Only 4 explicit parameters (RSI period=2, RSI threshold, regime SMA period, stop pct).