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Hypotheses

Trend-Filtered Donchian Breakout Trend-Following, Single-Venue Long-Short (Single-Instrument BTCUSDT.BINANCE USD-M — Enter on a NEW N-Day Channel Extreme ONLY in the Direction of the Higher-Timeframe (Weekly) Trend; Skip Counter-Trend Breakouts; ATR-Trailing Exit, Low-Turnover, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE breakout trend-follower on BTCUSDT.BINANCE USD-M perpetual — the canonical 'turtle-with-trend-filter' system. It is a deliberate EXPRESSION diversifier for the momentum…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE breakout trend-follower on BTCUSDT.BINANCE USD-M perpetual — the canonical 'turtle-with-trend-filter' system. It is a deliberate EXPRESSION diversifier for the momentum family that this factory has proven is the only survivor: my other momentum ideas all measure trend via return-SLOPE/confluence, whereas this captures trend persistence through a fundamentally different, independently-derived mechanism — a breakout to a NEW N-day price extreme (the classic……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE breakout trend-follower on BTCUSDT.BINANCE USD-M perpetual — the canonical 'turtle-with-trend-filter' system. It is a deliberate EXPRESSION diversifier for the momentum family that this factory has proven is the only survivor: my other momentum ideas all measure trend via return-SLOPE/confluence, whereas this captures trend persistence through a fundamentally different, independently-derived mechanism — a breakout to a NEW N-day price extreme (the classic Donchian/turtle signal). Two design choices target the specific failure modes in the log: (1) a HIGHER-TIMEFRAME TREND FILTER — only take LONG breakouts when the weekly trend is up and SHORT breakouts when it is down — which removes the counter-trend and choppy-range breakouts that made the naked OI-confirmed breakout thin (Sharpe 0.377) and that make raw breakout systems whipsaw; (2) a LONG channel with multi-week holds, so turnover is low and the 0.10% USD-M round trip is negligible — structurally sidestepping the fee_edge failure that dominates the log (212 deaths). It uses NO supplementary feed (OI/taker/funding delivered zero risk-adjusted edge across six prior attempts and add Layer-2/3 fragility), so it is pure OHLCV on a single instrument — the L42 concern applies to single-indicator directional swaps, but a breakout gated by a higher-timeframe regime is a distinct, robust trend construction, not a re-parameterized oscillator, and trend-following is the family behind both factory survivors. Distinct from my four in-flight momentum ideas (all slope/confluence based) and from the dead ETH OI-breakout (that gated on open interest and took any Donchian break; this gates on the higher-timeframe trend and omits OI entirely). Single-venue, single-instrument — no L44, no L43, no COIN-M. 3 parameters. Instruments: ["BTCUSDT.BINANCE"]. venue_type: futures. data_requirements: ["ohlcv"].

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