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Hypotheses

Slow Dual-Timeframe Momentum Confluence, Single-Venue Long-Short (Single-Instrument SOLUSDT.BINANCE USD-M — DAILY Primary + WEEKLY Confirm, Take a Directional Position ONLY When Both Agree, FLAT on Disagreement; Volatility-Scaled Size, Chandelier Stop, Multi-Day-to-Weeks Hold, Low-Turnover, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE momentum-confluence strategy on SOLUSDT.BINANCE USD-M perpetual, using a DAILY primary signal confirmed by a WEEKLY trend, holding multi-day-to-weeks. This deliberately…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE momentum-confluence strategy on SOLUSDT.BINANCE USD-M perpetual, using a DAILY primary signal confirmed by a WEEKLY trend, holding multi-day-to-weeks. This deliberately builds on the ONE mechanism the factory has proven works — the surviving BTC Dual-Timeframe Momentum Confluence (Sharpe ~2, in paper) and the cross-sectional relative-strength momentum rotation (Sharpe 2.6) — because ~1037 hypotheses have established that momentum is the only edge that survives here……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE momentum-confluence strategy on SOLUSDT.BINANCE USD-M perpetual, using a DAILY primary signal confirmed by a WEEKLY trend, holding multi-day-to-weeks. This deliberately builds on the ONE mechanism the factory has proven works — the surviving BTC Dual-Timeframe Momentum Confluence (Sharpe ~2, in paper) and the cross-sectional relative-strength momentum rotation (Sharpe 2.6) — because ~1037 hypotheses have established that momentum is the only edge that survives here while mean-reversion, OI/taker confirmation, funding-contrarian, squeeze, and range-fade all die with Sharpe straddling zero. It is genuinely differentiated from the BTC survivor, not a symbol swap: (a) a SLOWER timeframe pair (Daily+Weekly vs the survivor's 4H+1D) that captures a different, slower trend regime; (b) far LOWER turnover — a handful of position changes per year — which structurally sidesteps the fee_edge / overtrading-thin-Sharpe failure mode that killed the faster microstructure attempts (multi-day-to-weeks holds make the 0.10% USD-M round trip negligible); (c) a higher-beta, high-trend-persistence instrument (SOL) whose larger swings give wide per-trade headroom over the fee floor. The confluence logic — take a directional position ONLY when the fast (daily) momentum and the slow (weekly) trend AGREE, stay FLAT on disagreement — is what makes the edge robust and non-regime-concentrated, by filtering out the choppy periods where single-timeframe momentum whipsaws. Volatility-scaled sizing (the CTA robustness mechanism) smooths the equity curve and controls the drawdowns that killed the equal-weight momentum variants. Single-venue, single-instrument — no cross-venue leg problem (L44), no options feed (L43), no COIN-M (feeds loop), no OI/taker/premium feeds (which delivered zero risk-adjusted edge in six prior attempts and add fragility). Deliberately kept to 3 parameters to resist the overfit that dominates the log. Instruments: ["SOLUSDT.BINANCE"]. venue_type: futures. data_requirements: ["ohlcv"].

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