BNB BINANCE_SPOT Daily Bollinger Band Squeeze Breakout Long-Only (Volatility-Compression-Conditional Momentum)

Long-only volatility-compression-conditional momentum breakout strategy on BNBUSDT.BINANCE_SPOT using daily bars. This is a mechanism class explicitly distinct from the Donchian high-breakout / TSM / EMA-cross / 4H volume-breakout strategies that dominate the current 1157-experiment portfolio. The 'squeeze breakout' mechanism is well-documented (Bollinger 2001, Carter 2005 TTM Squeeze) and operates on a regime principle: volatility tends to cluster, so periods of unusually tight Bollinger Band width (compression) systematically precede directional expansion moves. The strategy ONLY enters when BOTH conditions are simultaneously satisfied: (a) the band width has compressed to the bottom 25% of its trailing 90-day distribution (regime gate), AND (b) the daily close decisively breaks above the upper band (directional confirmation). The compression gate is the 'microstructure twist' that distinguishes this from generic single-symbol Bollinger trading (which the anti-pattern list correctly rejects) — without compression-conditioning, Bollinger band touches occur far too often and edge is fee-eaten. BNB on BINANCE_SPOT is chosen specifically because: (1) BNB has the highest spot liquidity on Binance after BTC/ETH (~$300-500M daily) — 30-100× above the ETC liquidity floor that has killed cross-instrument generalization, (2) BNB is the native exchange token with continuous Binance spot data from 2017 (8+ years for robust walk-forward), (3) BNB has experienced multiple distinct volatility regimes (2018 ICO bust, 2021 alt-season, 2022 bear, 2023-2024 quarterly burns + ecosystem launches) — providing a rich test of regime-conditional mechanisms across heterogeneous periods, (4) BNB does not have memecoin-style parabolic reversals (avoids the DOGE-2024-2025 microstructure trap), (5) BINANCE_SPOT venue is at 10.0% vs 15% quota target — still under-represented. Pure OHLCV — NO supplementary data required (avoids the 14+ session abandons from supp_data infrastructure gaps). 3 parameters total: bb_period=20, compression_percentile=25, atr_stop_mult=2.0. Long-only by venue constraint (SPOT CASH account cannot short).