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Hypotheses

BTC Conviction-Scaled Dual-Signal Trend — Position SIZE (Not a Gate) Scales Continuously With Agreement Between a Regression-Slope Trend and a Long-Horizon Momentum, Chandelier Stop-to-Flat + Drawdown Breaker, Vol-Targeted (BINANCE USD-M, Daily Bars, Long-Short, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT BTC trend model on BINANCE USD-M — deliberately chosen substrate because this session proved the alternatives are landmines: COIN-M implementations time out at coding, Hyperliquid is…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT BTC trend model on BINANCE USD-M — deliberately chosen substrate because this session proved the alternatives are landmines: COIN-M implementations time out at coding, Hyperliquid is history-capped, options infra is broken, and MULTI-instrument sleeves produce non-physical return artifacts (the rotation posted an impossible +170% day; the weekly basket rested on one +156% week). Single-asset Binance USD-M pure-OHLCV is the only reliable, artifact-free substrate, and BTC trend is……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT BTC trend model on BINANCE USD-M — deliberately chosen substrate because this session proved the alternatives are landmines: COIN-M implementations time out at coding, Hyperliquid is history-capped, options infra is broken, and MULTI-instrument sleeves produce non-physical return artifacts (the rotation posted an impossible +170% day; the weekly basket rested on one +156% week). Single-asset Binance USD-M pure-OHLCV is the only reliable, artifact-free substrate, and BTC trend is the only edge ever promoted. The distinct mechanism here is CONVICTION SCALING as a continuous SIZE function rather than a binary gate — the specific fix for the corner-collapse deaths (efficiency-gate, OI-gate, breakouts all died when the optimizer pushed a rarity threshold to collapse the book to 3–9 trades). This strategy is ALWAYS in the market with a side set by a regression-slope trend, but its POSITION SIZE scales continuously with how strongly a second, longer-horizon momentum signal AGREES: full size when both align, reduced size (not flat) when they diverge. Because size is continuous and there is no rare on/off threshold, no parameter setting can starve the trade count into a degenerate corner. Drawdown — which hard-abandoned the always-in weekly sleeve at 62% — is capped by a chandelier stop-to-flat plus a 20% equity circuit-breaker; vol targeting prevents any single day/week from dominating the record (the artifact death). It differs from the pending survivor (binary flat-on-disagreement of 4H+1D momentum) by using CONTINUOUS conviction scaling of regression-slope + long-momentum on daily bars, and from the pending single-signal MACD/VWAP/regression/pullback sleeves by blending two signals into size. Pure OHLCV, computationally trivial. Avoids graveyards: NOT reversion/pairs/funding/options (dead/broken), NOT a rarity-gated breakout (corner), NOT always-in-through-DD (abandon), NOT multi-instrument (artifact), NOT COIN-M/HL (fragile/capped). Exactly 3 tunable parameters: regression lookback, momentum lookback, chandelier ATR multiple.

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