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Hypotheses

Spot Large-Cap Dual-Momentum Rotation, Long-Only (Multi-Instrument BINANCE_SPOT Basket, Daily Bars / Weekly Rebalance, Cross-Sectional Relative Strength + Absolute-Trend Cash Filter, No Leverage, Low-Turnover, Low-Parameter)

A LONG-ONLY, MULTI-INSTRUMENT dual-momentum rotation across a small basket of liquid large-cap spot majors on BINANCE_SPOT (BTCUSDT, ETHUSDT, BNBUSDT, SOLUSDT), using daily bars and a WEEKLY rebalance. It combines the…

Hypothesis

A LONG-ONLY, MULTI-INSTRUMENT dual-momentum rotation across a small basket of liquid large-cap spot majors on BINANCE_SPOT (BTCUSDT, ETHUSDT, BNBUSDT, SOLUSDT), using daily bars and a WEEKLY rebalance. It combines the factory's single repeatedly-validated edge family (momentum/trend) with two robustness features the recent failures were missing: (1) it runs on the highest-survival, most under-weight venue — BINANCE_SPOT (9.4% vs ≥15% target) — where majors have DEEP multi-year clean history (BTC/ETH since 2017,……Show moreShow less

A LONG-ONLY, MULTI-INSTRUMENT dual-momentum rotation across a small basket of liquid large-cap spot majors on BINANCE_SPOT (BTCUSDT, ETHUSDT, BNBUSDT, SOLUSDT), using daily bars and a WEEKLY rebalance. It combines the factory's single repeatedly-validated edge family (momentum/trend) with two robustness features the recent failures were missing: (1) it runs on the highest-survival, most under-weight venue — BINANCE_SPOT (9.4% vs ≥15% target) — where majors have DEEP multi-year clean history (BTC/ETH since 2017, SOL/BNB since 2020), so the walk-forward and the held-out recent tail span genuine bull/bear/chop regimes rather than a single soft 6-month window (the exact flaw that killed the HL impulse and squeeze strategies); and (2) an ABSOLUTE-trend cash filter that rotates the book to USDT (out of the market) when no asset is in an uptrend, so it structurally avoids the all-negative-months death that broke the pure-OHLCV HL strategies. It is deliberately NOT any landmine family: NOT Deribit options (broken harness), NOT Hyperliquid OI/liquidation/tick microstructure (data wall), NOT a single-symbol intraday breakout/fade (transfers poorly to crypto's 24h tape), NOT funding-carry on decayed majors. Cross-sectional + absolute (‘dual’) momentum is one of the most widely-documented, regime-robust anomalies across asset classes, and crypto exhibits strong leadership rotation between majors (BTC-season vs alt-season) that this captures. Low turnover (weekly, with a hysteresis buffer) keeps spot fees (~0.20% RT) negligible, and the parameter count is tiny (4) to resist the overfitting that has recurred. Fills BINANCE_SPOT (under-weight venue) and multi-instrument scope (14.4%).

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