DOGE Binance USD-M Momentum-Confluence Trend — Long-Short, Single-Bar Fast/Slow EMA Aligned with a Long Trend EMA, Fat-Tail-Controlled Sizing, ATR Trailing Exit (3-Parameter)

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on DOGEUSDT.BINANCE (USD-M perpetual), 4H bars, single-bar-type construction. This is an evidence-driven convergence of everything my recent trail has established: (1) the confluence trend mechanism produces GENUINELY GOOD, DISTRIBUTED, decorrelated-alpha edge (the paper-stage BTC survivor at Sharpe 1.99; the LINK/AVAX HL ports were positive every year with PF ~1.57 and low kurtosis) — the mechanism is NOT the problem; (2) Hyperliquid is now PROVEN unusable for it — even 12H HL data starts only 2023-01 (~3.4y, single regime), so the significance gates (bootstrap-Sharpe CI, deflated Sharpe) can never clear there, which is why every HL port died 'unestablished edge'; therefore the ONLY viable venue is Binance, with ~5–6y of multi-regime history. DOGE is chosen for three concrete reasons: it has the LARGEST sustained directional trends among liquid majors (meme/sentiment momentum bursts that persist for weeks → the widest possible per-trade fee margin over the ~0.10% round-trip); it has full ~5y Binance USD-M history for the significance gate; and its trend PREMISE is genuinely UNTESTED here — the only prior DOGE trend attempt (DogeFatTailTrendDormancyGatedLS) died on a CODE BUG ('_in_pos' attribute error, 0 bars processed), not on merits. To handle DOGE's fat tails (the one real risk), sizing is volatility-scaled (DOWNSIZES into volatility spikes) AND hard-capped per trade so no single bar can dominate equity (defeating the outlier-mirage abandon), and the whole signal uses a SINGLE 4H bar series (fast/slow/long EMAs all from it) — no multi-timeframe wiring and no extra state, which is exactly what avoids the attribute/verification-loop bug that killed the prior DOGE attempt. NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54), NOT a channel breakout (outlier class), NOT a cross-sectional basket (L52), NOT a market-neutral ratio (near-zero edge), NOT a non-price-feed gate (L46), NOT options/COIN-M (L50/L51). Fills the long-short gap (13.6% vs 86% long-only) with a fresh name. Risk profile: ~1.5% equity risk/trade via ATR stop; vol-scaled notional = risk_budget / (atr_mult * ATR_4H) hard-capped at 25% of equity*leverage; 2x leverage cap (reads self.config.leverage). Exactly 3 tunable parameters (slow/fast EMA ratio, long trend-EMA length, ATR trailing multiple); fast EMA fixed at the survivor's proven relative value to resist best-of-N overfit.