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Hypotheses

ETH Perp 4H Multi-Timeframe Trend-Following Donchian Breakout Long-Short (1D Regime Filter, ATR-Trailed)

A long-SHORT, single-instrument, single-venue, OHLCV-ONLY TREND-FOLLOWING strategy on ETHUSDT.BINANCE perpetual futures that trades 4-HOUR Donchian channel breakouts ONLY in the direction of the higher-timeframe…

Hypothesis

A long-SHORT, single-instrument, single-venue, OHLCV-ONLY TREND-FOLLOWING strategy on ETHUSDT.BINANCE perpetual futures that trades 4-HOUR Donchian channel breakouts ONLY in the direction of the higher-timeframe (1-DAY) trend. This is a deliberate pivot into the one mechanism class that BOTH has documented structural edge (the trend / time-series-momentum risk premium, robust across all asset classes and especially strong in crypto) AND has demonstrably LANDED on this exact engine/data path (the BTC 4H Donchian……Show moreShow less

A long-SHORT, single-instrument, single-venue, OHLCV-ONLY TREND-FOLLOWING strategy on ETHUSDT.BINANCE perpetual futures that trades 4-HOUR Donchian channel breakouts ONLY in the direction of the higher-timeframe (1-DAY) trend. This is a deliberate pivot into the one mechanism class that BOTH has documented structural edge (the trend / time-series-momentum risk premium, robust across all asset classes and especially strong in crypto) AND has demonstrably LANDED on this exact engine/data path (the BTC 4H Donchian breakout long-short was a confirmed pipeline success), in contrast to this session's graveyard of simple intraday price-pattern momentum/reversal and buy-the-dip mean-reversion strategies, ALL of which the analyst showed are empirically dead after fees on BTC OHLCV (sweep-fade −99.7%, vol-expansion-momentum −19.9%, buy-the-dip MR −43%). The differentiating, under-represented element is the MULTI-TIMEFRAME alignment: a 1D EMA regime gate permits LONG breakouts only in a daily uptrend and SHORT breakouts only in a daily downtrend, filtering out the counter-trend 4H breakouts that cause the whipsaw losses and fee drag that killed naive breakout/expansion strategies. It is long-short (attacking the portfolio's 86% long-only concentration), single-asset (structurally avoiding the multi-leg basket exposure bug that cannot be capped on futures), 4H (firing dozens of times per year so all three walk-forward OOS windows and the holdout are populated — no event-sparsity), simple (4 core parameters to resist overfitting), and uses only deep-history ETH OHLCV (no options/HL/COIN-M/cross-venue/supplementary dependencies, all confirmed unvalidatable). It avoids every dead mechanism: no mean-reversion, no single-bar pattern, no cross-sectional reversal, no calendar, no multi-leg-on-futures.

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