BNB USD-M Daily Trend-Quality-Gated Time-Series Momentum, Long-Short (Single-Instrument BINANCE Perp, Daily Bars, Validated-Family Edge Applied to a Decorrelated, Trend-Persistent Major, Flat-in-Chop ADX Gate, Low-Parameter)
Hypothesis
A LONG-SHORT, SINGLE-INSTRUMENT, DAILY time-series (absolute) momentum strategy on BNBUSDT.BINANCE (USD-M perpetual) that deliberately applies the factory's ONE repeatedly-validated, promoted edge — daily trend-following on cleanly-trending majors (BTC/ETH/SOL TS-momentum siblings) — to a major that the portfolio does NOT yet cover with a long-short trend book and that is structurally DECORRELATED from those three. BNB is an exchange-token / BNB-Chain asset whose return drivers (exchange volume, ecosystem, buyback/burn) differ from the pure L1 betas of BTC/ETH/SOL, so a trend book on BNB adds genuine diversification rather than the correlated family risk the analyst flagged on cross-sectional re-expressions of the same majors universe. It is built to PASS where the LTC trend extension FAILED: the LTC meta-note's lesson was to screen for actual trend persistence and to not let a naked trend-cross get chopped on a range-bound asset. BNB has demonstrably produced sustained directional moves (e.g. the 2021 and 2023-2024 advances) — unlike laggard/range-bound LTC — AND this design adds a TREND-QUALITY GATE (ADX/efficiency filter) that keeps the book FLAT during choppy regimes, the exact failure mode (16.8% win-rate whipsaw) that wiped LTC. It avoids every engine and edge landmine confirmed this session: SINGLE-INSTRUMENT / SINGLE-VENUE / SINGLE-ACCOUNT (no multi-instrument equity/return aggregation artifact that corrupted the pairs / rotation / sleeve / cash-carry runs); DAILY bars (not the intraday-breakout/impulse/vol-expansion variants that are chop-dominated and negative on majors); no options, no funding-carry, no cross-venue. BNB is a deep-liquidity major (long history for robust walk-forward/holdout) and is far less single-event-gap-fragile than regulatory alts like XRP. Low parameter count (≤4 active knobs) to resist overfitting.
Backtest and paper results are hypothetical. Trading involves risk of loss.