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Hypotheses

AVAX Daily Bollinger Band Oversold Mean-Reversion Long with 200-SMA Bull Regime Filter

A long-only single-instrument mean-reversion strategy on AVAXUSDT perpetual futures using daily bars and OHLCV-only data. This is a STRUCTURALLY NEW mechanism class for the portfolio: every existing promoted strategy…

Hypothesis

A long-only single-instrument mean-reversion strategy on AVAXUSDT perpetual futures using daily bars and OHLCV-only data. This is a STRUCTURALLY NEW mechanism class for the portfolio: every existing promoted strategy (BNB/BTC/SOL 4H Volume Breakout, ETH Golden Cross, LINK/SOL Multi-Week Trend Continuation, SOL 21/55 EMA TC) is a trend-following / breakout / momentum-continuation signal. This proposal is the OPPOSITE: a counter-trend oversold-reversion signal. The strategy enters long only when price closes below……Show moreShow less

A long-only single-instrument mean-reversion strategy on AVAXUSDT perpetual futures using daily bars and OHLCV-only data. This is a STRUCTURALLY NEW mechanism class for the portfolio: every existing promoted strategy (BNB/BTC/SOL 4H Volume Breakout, ETH Golden Cross, LINK/SOL Multi-Week Trend Continuation, SOL 21/55 EMA TC) is a trend-following / breakout / momentum-continuation signal. This proposal is the OPPOSITE: a counter-trend oversold-reversion signal. The strategy enters long only when price closes below the lower Bollinger Band (20-period, 2-sigma) AND is still above its 200-day SMA — meaning we are buying a short-term oversold dip within a structurally bullish regime, not catching a falling knife in a bear market. The 200-SMA filter is the same guardrail that survived in the LINK Multi-Week strategy. AVAX is chosen specifically because (a) it is NOT currently in the portfolio (no auto-replication conflict), (b) it has deep daily futures liquidity (top-15 perp by volume) so daily bars are statistically meaningful, (c) its historical price action shows clearer dip-and-recover behavior than BTC/ETH whose mean reversion is already partially harvested by trend strategies, and (d) it avoids the saturated ETH/BNB/LINK daily-trend slots that have produced 4 failures this session. The mechanism is fundamentally orthogonal to existing strategies — it FIRES when trend strategies are SILENT (during pullbacks within uptrends), creating non-overlapping signal timing. Only 4 parameters total (BB period, BB std-dev, SMA period, stop-loss pct), all well-understood with stable economic meaning, minimizing overfitting surface area.

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