OKX Alt-Perp Volume-Breakout Second-Wave: Skip the First-4h Absorption Retrace, Ride the 4h-18h Continuation (6 OKX USDT swaps, 1H, long-short, fixed clock, flat ~65% of the time)

Event-driven, long-short, multi-instrument trade on 6 OKX USDT perpetual swaps: ETH, SOL, DOGE, LINK, ADA and SUI. It uses 1-HOUR bars and pure OHLCV. Each coin is traded independently with a 1/6-equity sleeve. TRIGGER (a market observation, not a calendar date): a closed 1H bar that meets three conditions. Its close breaks the prior 72-bar high (or low). Its volume is >= 3x the prior 72-bar median volume. Its 1h log return is >= 2.5 sigma (or <= -2.5 sigma) of the prior 720-bar std of 1h returns. THE NEW CLAIM IS THE TIMING, not breakout-following itself. A pre-study on our own OKX catalog (2021-01 to 2026-09, non-overlapping events) measured the forward return in the breakout direction. It is flat to negative over the first 1-4 hours (SOL -0.24% and DOGE -0.21% at h4), because liquidity providers and stop-run absorption fade the first impulse. It then rises to a peak around 18h: ETH +0.62%, DOGE +0.75%, LINK +0.59%, ADA +0.59%, SUI +0.55%, SOL +0.33%. It decays by 36-48h. So the trade waits 4 bars after the trigger and then holds 14 bars, exiting at trigger+18h. Per lesson L166, the clock is set at the measured peak, not at a time-in-market target. PRE-STUDY SETUP: rolling statistics are point-in-time. A 0.05% taker fee is charged on every position change. Each coin gets 1/6 of equity at 1x. PRE-STUDY RESULTS: - Trades: 1,781 (~310/yr). - Average gross return: 0.56% per trade, against a 0.10% OKX round trip (5.6x). Net: 0.46% per trade. - Calendar Sharpe 1.05, max drawdown -23%. - Sharpe was positive in every calendar year: 2021 1.14, 2022 1.13, 2023 0.30, 2024 1.67, 2025 1.10, 2026 0.51. ROBUSTNESS (a plateau, not one tuned point): spot checks across the grid (lookback 48/72/96, volume multiple 2/3/4, sigma 2/2.5/3) gave Sharpe 0.51-1.11, with nearly all years positive in each cell. The same rule on the same coins' Binance USD-M bars gives Sharpe 1.12. Those are the same coins traded on a different venue, so it is not an independent price series. HONEST CAVEAT: on 7 OTHER OKX coins (AVAX, DOT, ATOM, NEAR, FIL, TRX, BCH) the rule reaches only Sharpe 0.45. The edge is concentrated in the most liquid, most retail-traded alts. The 6-name universe was fixed up front: names with OKX history from 2023 or earlier and the fewest catalog gaps. BNB was dropped for having the shortest history and 19 missing bars. VENUE RATIONALE: OKX is 1.5% of the corpus against a >=5% target, while BINANCE is 63%. OKX USDT-swap 1H history is long (ETH from 2019-12, LINK and ADA from 2020-03, DOGE 2020-07, SOL 2021-01, SUI 2023-05). Lesson L168's short-history objection to non-Binance venues therefore does not apply. DATA AND COMPUTE: OkxCollector USDT-swap OHLCV in the ParquetDataCatalog (<BASE>USDT.OKX), with no supplementary feeds. The universe is capped at 6 names per lesson L173. There is no cross-sectional ranking. Each coin's rule is independent, so per-bar work is O(1) per instrument using rolling buffers.