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Hypotheses

BTC→LTC Beta-Lag Catch-Up, Long-Short (Two-Instrument Same-Venue: BTCUSDT.BINANCE as Non-Traded LEAD Signal → Trade LTCUSDT.BINANCE Perp, 1m Bars, Enter the Laggard After a Strong BTC Impulse the Alt Has Not Yet Priced In, Time-Boxed, 3-Parameter)

A LONG-SHORT, short-horizon LEAD-LAG strategy that trades information transmission from BTC to a high-beta alt on the SAME venue (BINANCE USD-M): BTCUSDT is the NON-TRADED lead/signal source, LTCUSDT is the ONLY traded…

Hypothesis

A LONG-SHORT, short-horizon LEAD-LAG strategy that trades information transmission from BTC to a high-beta alt on the SAME venue (BINANCE USD-M): BTCUSDT is the NON-TRADED lead/signal source, LTCUSDT is the ONLY traded instrument. This is a deliberately fresh mechanism family — not carry, not options, not OI/liquidation, not a cross-sectional ranker, not a single-name reversion or impulse — chosen because those families are either deployed-duplicates or session graveyards. Documented crypto microstructure effect:……Show moreShow less

A LONG-SHORT, short-horizon LEAD-LAG strategy that trades information transmission from BTC to a high-beta alt on the SAME venue (BINANCE USD-M): BTCUSDT is the NON-TRADED lead/signal source, LTCUSDT is the ONLY traded instrument. This is a deliberately fresh mechanism family — not carry, not options, not OI/liquidation, not a cross-sectional ranker, not a single-name reversion or impulse — chosen because those families are either deployed-duplicates or session graveyards. Documented crypto microstructure effect: BTC leads the alt complex in price discovery, and lower-tier alts (LTC) reprice a sharp BTC impulse with a short lag rather than instantaneously; the residual catch-up is a directional edge that a single-instrument view cannot see. CRITICAL design lesson applied from this session's deaths: the ETH taker-flow reversion and deep-neg carry basket both died on TRADE COUNT (18 trades / zero trades) because tight dual-gates throttled entries below the ~100-trade measurability floor. This strategy is engineered to FIRE FREQUENTLY — BTC produces many strong 3-minute impulses across a multi-year 1m history, so even after gating to strong impulses the expected count is many hundreds/year, keeping the sample measurable. It uses a SINGLE clear directional gate (strong BTC impulse + alt underreaction) rather than a compound extreme-and-extreme gate. Fills three under-represented buckets: short horizon (8.2% vs >=10%), long-short direction (14.4%), and pairs scope (13.5% vs 15%). 3 parameters to fight overfit. Fee arithmetic: entries are gated so the EXPECTED catch-up move exceeds ~0.25% (BTC impulse >= 0.5% and the alt has captured < half of it), clearing the ~0.10% USD-M round trip ~2.5x; the time-box caps fee-bleeding churn.

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