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All hypotheses

Hypotheses

BNB Perp Funding-Confirmed Trend (Single-Instrument USD-M, Long-Short, Daily, Carry-Momentum Confluence, Flat on Disagreement)

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on BNBUSDT.BINANCE USD-M perpetual futures using DAILY bars, that takes a position ONLY when the price trend and the funding rate AGREE in direction,…

Hypothesis

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on BNBUSDT.BINANCE USD-M perpetual futures using DAILY bars, that takes a position ONLY when the price trend and the funding rate AGREE in direction, and stays FLAT when they disagree. This extends the factory's ONE promoted mechanism — the ETH Perp Daily Funding-Confirmed Trend (Sharpe 2.74, PAPER) — to the most DIVERSIFYING liquid major with clean data. EVERY design choice respects this session's accumulated kills: (1) SIGNAL = FUNDING, the……Show moreShow less

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on BNBUSDT.BINANCE USD-M perpetual futures using DAILY bars, that takes a position ONLY when the price trend and the funding rate AGREE in direction, and stays FLAT when they disagree. This extends the factory's ONE promoted mechanism — the ETH Perp Daily Funding-Confirmed Trend (Sharpe 2.74, PAPER) — to the most DIVERSIFYING liquid major with clean data. EVERY design choice respects this session's accumulated kills: (1) SIGNAL = FUNDING, the single safest crypto-native stream. This session HARD-BLOCKED open_interest, taker_ratio, and top/global L/S account ratios as primary signals (only ~30-56 days of catalog history → walk-forward degenerate, multiple identical abandons); funding_rates is the lone supplementary stream with proven multi-year coverage on majors (it cleared the promoted ETH strategy's data-span gate). BNB is a top-tier perp with full-history funding and price collection. (2) ASSET = BNB for genuine DIVERSIFICATION — its exchange-token / ecosystem driver produces idiosyncratic trends lowly correlated with the BTC/ETH/SOL funding-confirmed-trend siblings, so it adds a distinct return stream rather than duplicating major beta; and BNB is a fully-collected symbol, avoiding the alt-collection gaps (ARB/AAVE/NEAR/ATOM) that failed the reversal basket outright. (3) NOT a fade / mean-reversion — intraday VWAP-MR and ratio-MR were shown anti-predictive on trending crypto (excursions trend through fair value); this is a confluence-gated TREND, and BNB is lower-vol with cleaner trends than SOL — the right profile for trend-confirm (the opposite of the VWAP-fade that needs ETH's specific regime and died on SOL). (4) NOT naked trend/breakout (regime-dead across 14+ abandons) — the funding-confluence AND-gate plus flat-on-disagreement filters the unsupported whipsaws the 2024-26 chop punishes; this gate is the proven differentiator that carried ETH to PAPER. (5) NOT a closed family: NOT pairs-ratio (single asset), NOT delta-neutral funding CARRY (funding is a directional SIGNAL on a single price-creditable leg, never booked as cash flow), NOT cross-venue/HL, NOT COIN-M (engine-blocked), NOT supplementary-stream-primary. (6) NOT a rare-conjunction gate — continuous funding SIGN/level fires across all regimes, populating every walk-forward OOS window densely (anti-event-sparsity). Intentionally minimal: 3 tunables (trend_lookback, funding_lookback, funding_deadband).

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