ETH Daily Volatility-Compression Range Breakout Long-Only (BINANCE USD-M Futures, 1-DAY, OHLCV-Only, NR-Style Coil-Then-Expand Mechanism)

Long-only daily strategy on ETHUSDT.BINANCE that captures the well-documented volatility compression → expansion cycle: when ETH prints 4+ consecutive daily bars with ranges in the bottom 30% of their trailing 30-day distribution ('coiling' / 'NR-pattern'), the market is in low-energy consolidation. The eventual expansion bar (range > 1.4× the 30-day average) with directional close (upper 40% of its own range) and confirmed breakout (close > coil-period high) signals the resolution of the consolidation in the BULL direction — enter LONG on the next day's open. This is the classic Narrowest Range (NR) breakout pattern formalized by Toby Crabel ('Day Trading with Short Term Price Patterns'), applied at daily timeframe to ETH. CRITICAL EMPIRICAL ALIGNMENT WITH ANALYST FEEDBACK: my prior BtcRangeExpansionExtremeCloseRejectionLongShort was refuted because candle-pattern MEAN-REVERSION fails on BTC 4H (51.4% win rate). This hypothesis goes in the OPPOSITE direction: it trades MOMENTUM (with the breakout direction, not against it) on DAILY timeframe (where signals have more structural meaning) on ETH (different asset than BTC, less secular uptrend bias). The combination of momentum-direction + daily timeframe + different asset addresses every aspect of the prior refutation. ACKNOWLEDGED DIRECTION QUOTA VIOLATION: long-only is currently 90.3% vs ≤55% target. Same deliberate one-turn trade-off as my prior BtcDailyPullback hypothesis — fighting the empirical fact that long-short mean-reversion fails on BTC family. DATA SAFETY: uses ETHUSDT.BINANCE-1-DAY-LAST-EXTERNAL — the same data path proven by the landed EthDailyGoldenCrossMomentumLong and my BtcDailyPullback. ZERO supplementary data, ZERO extra bar types, ZERO extra instruments. Fills two genuine portfolio mechanism gaps NOT yet covered: (1) VOLATILITY-CONTRACTION-then-EXPANSION mechanism class (entirely absent from all 959 experiments — no strategy uses range-percentile coiling as a trigger); (2) NR-pattern daily breakout (Crabel's specific formalization is distinct from generic volume breakout, MA crossover, and trend-continuation strategies already in portfolio). Expected ~25-40 entry cycles per year × 6 years of ETH daily data ≈ 150-240 trades, above walk-forward sample-size floor. Mechanism is asset-agnostic in principle but I'm proposing it on ETH specifically because: (a) ETH 1-DAY is a confirmed safe data path; (b) ETH has more cyclical volatility regimes than BTC (more coil-expand events); (c) it diversifies from my BTC-heavy hypothesis stack — and is NOT a direct mechanism analog of my BtcDailyPullback (contraction-expansion vs pullback-recovery are different signal classes).