LTC/BTC Ratio Z-Score Mean Reversion Long-Spread Pair (4H)

A DOLLAR-NEUTRAL CROSS-ASSET RELATIVE-VALUE PAIR strategy: simultaneously LONG LTCUSDT and SHORT BTCUSDT in equal dollar notional, triggered by extreme NEGATIVE z-scores of the LTC/BTC ratio. RATIONALE driven by the now-DECISIVE session finding (10 strategies analyzed, TIER 1 path-dependent trend-following EMPTY post-walk-forward, all long-only OHLCV directional alt-perp strategies abandoned with 100% failure rate, AND the empirical falsification of cross-symbol mechanism generalization via AVAX Supertrend's 1.72-Sharpe gap vs DOT): the only viable strategy class remaining per the analyst's explicit recommendation is cross-asset relative-value pairs. Pipeline already has 4 pairs: ETH/BTC (4H), BNB/ETH (4H), SOL/ETH (4H), LINK/ETH (1H). Adding LTC/BTC extends pair coverage to a FIFTH ratio with structurally different characteristics: (a) LTC/BTC is one of the longest-history cointegrated pairs in crypto (Litecoin launched 2011, 5+ years of Binance perp data on both legs), (b) historically REMARKABLY stationary — LTC has hovered in the 1-3% of BTC price range for 8+ years despite massive absolute moves in both, (c) LTC's 'digital silver' narrative (smaller blocks, faster confirmations, payments-focused) is structurally distinct from BTC's 'digital gold' store-of-value narrative — these are independent flow drivers, (d) LTC halvings (every 4 years) create unique relative-performance pulses that mean-revert. DESIGN CHOICES that ELIMINATE every session failure mode: (a) Dollar-neutral construction, (b) MR on stationary spread, (c) ZERO supplementary data, (d) Not directional/contrarian/oscillator/trend-following, (e) MAXIMALLY SIMPLE (2 params). DIFFERENTIATION FROM EXISTING PAIRS: ETH/BTC = smart-contract vs SoV; BNB/ETH = exchange vs DeFi; SOL/ETH = throughput-L1 vs mature-L1; LINK/ETH = oracle vs L1 — adding LTC/BTC = payments-coin vs SoV creates a fifth independent cointegration source with low cross-pair correlation.