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All hypotheses

Hypotheses

XRP USD-M Dual-Timeframe Momentum with Open-Interest EXPANSION Confirmation, Long-Short (4H primary + 1D trend confirm, take directional momentum ONLY when open interest is rising WITH price = genuine new-money trend; stand flat / fade when the move is powered by position unwinding, ATR-trailing exit, 3-parameter)

A LONG-SHORT, single-instrument, single-venue directional-momentum trend follower on XRPUSDT.BINANCE (USD-M perpetual) that borrows the ONLY consistently-surviving mechanism in this factory (dual-timeframe momentum…

Hypothesis

A LONG-SHORT, single-instrument, single-venue directional-momentum trend follower on XRPUSDT.BINANCE (USD-M perpetual) that borrows the ONLY consistently-surviving mechanism in this factory (dual-timeframe momentum confluence + a participation-confirmation gate) but replaces the volume/taker-flow confirmation with a crypto-native OPEN-INTEREST signal. Entries fire only when 4H fast momentum agrees with the 1D slow trend AND open interest is EXPANDING with price (oi_z > +thresh). A move on rising OI is new capital committing (continuation-prone); a move on falling OI is short-covering / liquidation unwinding (fragile) — gating on OI expansion filters out the fake breakouts that make raw momentum sub-fee. Flat on TF disagreement or contracting OI. ATR-trailing chandelier exit. Not a COIN-M/HL/Bybit clone (L94/L100), not beta-neutral (L95), not a pairs spread (L96), not a delta-neutral VRP. IMPLEMENTATION: OI read via point-in-time supp_as_of/supp_window incrementally (avoids the taker-flow sandbox_timeout).

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