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Hypotheses

COIN-M BTC US-Equity-Open Session Momentum, Long-Short (BINANCE_CM Inverse Perp BTCUSD_PERP, 15m Bars, Trade the Direction of the First 45min After the 13:30 UTC US Cash Open and Ride It Into the US Session, Time-Boxed Exit, Single-Leg OHLCV, 3-Parameter)

A LONG-SHORT, single-instrument intraday SESSION-MOMENTUM strategy on BTCUSD_PERP.BINANCE_CM (COIN-M inverse perpetual, BTC-margined, 15-minute bars) that trades the directional impulse crypto inherits from the US…

Hypothesis

A LONG-SHORT, single-instrument intraday SESSION-MOMENTUM strategy on BTCUSD_PERP.BINANCE_CM (COIN-M inverse perpetual, BTC-margined, 15-minute bars) that trades the directional impulse crypto inherits from the US equity cash open at 13:30 UTC. It is deliberately routed to the UNDER-represented, LOW-FEE COIN-M venue (2.9% of the book vs a >=5% target; ~0.06% round-trip taker vs 0.10% on USD-M) so the fee floor the analyst enforces drops from 0.15% to 0.10% — directly attacking the #2 killer (fee_edge, 158x). It……Show moreShow less

A LONG-SHORT, single-instrument intraday SESSION-MOMENTUM strategy on BTCUSD_PERP.BINANCE_CM (COIN-M inverse perpetual, BTC-margined, 15-minute bars) that trades the directional impulse crypto inherits from the US equity cash open at 13:30 UTC. It is deliberately routed to the UNDER-represented, LOW-FEE COIN-M venue (2.9% of the book vs a >=5% target; ~0.06% round-trip taker vs 0.10% on USD-M) so the fee floor the analyst enforces drops from 0.15% to 0.10% — directly attacking the #2 killer (fee_edge, 158x). It is a genuinely fresh cell across every axis: a NEW venue (BINANCE_CM), a NEW mechanism (macro-time / US-session momentum, not seen in the bar-reversion, VWAP, pivot, cross-sectional, or carry strategies that fill the book), LONG-SHORT (14.8% vs an 85% long-only book), and intraday (which sidesteps the compute_daily_returns close-date-grouping engine artifact that produced NON-DIAGNOSTIC backtests and killed both 200-SMA daily-spot siblings at Layer 4). It is L20-compliant (single-leg, BTC, pure OHLCV — no coin-margined funding/mark history needed) and avoids all graveyards: no funding-level signal (L13), no liquidations feed (L3), no options (L23), no basket/rotation (L12/L24), no cross-venue delta-neutral carry (L1), no Hyperliquid (L11). Only 3 parameters to hold down overfitting (the #1 killer, 202x).

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