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BTC-ETH-SOL Daily Three-Way Relative-Strength Rotation Long-Only

Hypothesis

A long-only, multi-instrument (3-asset) rotation strategy at Daily timeframe on the three most-liquid crypto majors — BTCUSDT.BINANCE (blue-chip), ETHUSDT.BINANCE (L1-alternative), SOLUSDT.BINANCE (high-beta alt). The mechanism: each Daily bar, compute 20-day return for all three assets, identify the strongest performer that is ALSO in its own uptrend (close > 50-day SMA), hold only that one. Hysteresis margin prevents whipsaw rotation between near-tied performers. If NONE of the three pass their trend filter, hold cash (preserves capital in synchronized crypto bear markets). Directly escalates the BTCETHRelativeStrengthRotationLong template (just landed in pipeline) from 2-way to 3-way comparison, capturing the FULL major-cap rotation cycle: BTC dominates institutional flight-to-quality phases, ETH leads DeFi/L1 narrative cycles, SOL leads memecoin/high-beta-alt phases. The 3-asset coverage materially extends the leadership-capture surface vs the 2-asset version. Fills the multi-instrument scope under-quota bucket (8.7% vs target ≥15%). Uses ONLY confirmed-working Daily bars: BtcSpotDrawdownAccumulationLong validates BTC Daily, EthDailyGoldenCrossMomentumLong validates ETH Daily, SolDailyEmaTrendContinuationLong validates SOL Daily. NO secondary instruments are added for trend filters or signal sources — directly avoids the Layer-3-audit_stale failure mode that killed my two recent cross-venue proposals (which depended on ADA Daily or ETH 4H/Daily). Long-only because all three are crypto majors with documented positive long-term drift; short-only directional on crypto majors has been empirically refuted (-2.6 Sharpe gap vs longs). Single-position constraint (holds exactly ZERO or ONE position at a time).

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