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Hypotheses

Diversified Dual-Timeframe-Confirmed Net-Directional Momentum Basket Across Majors (Binance USD-M, Daily+Weekly Trend Confluence, Flat-on-Disagreement, Weekly Flatten-and-Reopen)

A NET-DIRECTIONAL, multi-instrument momentum basket across ~10 deep-history Binance USD-M majors (BTC, ETH, SOL, BNB, XRP, ADA, AVAX, LINK, LTC, DOGE) whose DISTINCT differentiator is a DUAL-TIMEFRAME TREND-CONFLUENCE…

Hypothesis

A NET-DIRECTIONAL, multi-instrument momentum basket across ~10 deep-history Binance USD-M majors (BTC, ETH, SOL, BNB, XRP, ADA, AVAX, LINK, LTC, DOGE) whose DISTINCT differentiator is a DUAL-TIMEFRAME TREND-CONFLUENCE filter: each asset is held LONG only when BOTH its medium-horizon DAILY trend AND its WEEKLY trend agree up, SHORT only when both agree down, and FLAT whenever the two timeframes disagree. This stays strictly inside the ONLY validated lane this session — the diversified net-directional momentum……Show moreShow less

A NET-DIRECTIONAL, multi-instrument momentum basket across ~10 deep-history Binance USD-M majors (BTC, ETH, SOL, BNB, XRP, ADA, AVAX, LINK, LTC, DOGE) whose DISTINCT differentiator is a DUAL-TIMEFRAME TREND-CONFLUENCE filter: each asset is held LONG only when BOTH its medium-horizon DAILY trend AND its WEEKLY trend agree up, SHORT only when both agree down, and FLAT whenever the two timeframes disagree. This stays strictly inside the ONLY validated lane this session — the diversified net-directional momentum basket (the promoted Absolute Momentum basket passed its holdout; single-asset TSM on BTC/BNB/XRP/LTC and dollar-neutral/vol-managed cross-sectional momentum all failed) — while adding an additive robustness mechanism that directly attacks the whipsaw-at-trend-turns failure mode that destroyed every single-asset variant (the ER-gate could not fix it on BTC 4H; LTC chopped to -92%). The flat-on-disagreement rule reduces turnover and false flips, materially changing the exposure/turnover profile versus a single-timeframe basket, so it is complementary rather than a re-expression. It explicitly AVOIDS every dead/blocked path: NOT single-asset (the confirmed-dead family), NOT dollar-neutral/relative (decayed in the tight-correlation regime), NOT vol-managed or continuous vol-scaling (falsified + engine notional-inflation artifact), NOT reversion/intraday (anti-predictive/decays forward), NOT options (engine block), NOT spot CASH (over-fill bug), NOT COIN-M non-BTC (no instrument defs). It fills the long_short and multi-instrument buckets. Sizing is engine-safe by construction: discrete WEEKLY flatten-and-reopen to equal-weight targets + a per-asset hard notional cap (the sizing-clean pattern that held the promoted basket at ~24% exposure), so there is no continuous rebalance and no winner-balloon. Two core parameters (daily_lookback, weekly_lookback).

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