BTC-ETH-SOL Daily Equal-Weight Trend-Filtered Basket Long

A long-only, multi-instrument (3-asset) DYNAMIC BASKET strategy at Daily timeframe on the three most-liquid crypto majors — BTCUSDT.BINANCE, ETHUSDT.BINANCE, SOLUSDT.BINANCE. The mechanism: each Daily bar, evaluate a per-asset trend filter (close > 50-day SMA), then hold equal-weighted long positions in EVERY asset that passes its filter. Composition is dynamic: 0/1/2/3 of the assets may be held at any given time. When all three pass, the basket runs at 99% gross (33% each); when only one passes, 33%; when none pass, 100% cash. Rebalance only on filter-state transitions to avoid daily fee drag. Genuinely distinct from the two rotation strategies I recently got into pipeline (BTCETHRelativeStrengthRotationLong, BTCETHSOLThreeWayRotationLong): those concentrate ALL capital in the single-strongest asset and capture leadership-streak alpha; THIS basket diversifies across all qualifying assets and captures broad-market beta. The two mechanisms are complementary — rotation wins during clear leadership cycles (e.g., 2023 Q4 SOL season), basket wins during synchronized rallies (e.g., 2024 Q1 broad-market rally where BTC + ETH + SOL all gained 50-150%). Fills the multi-instrument scope under-quota bucket (8.9% vs target ≥15%). Uses ONLY confirmed-working Daily bars (BtcSpotDrawdownAccumulationLong validates BTC Daily, EthDailyGoldenCrossMomentumLong validates ETH Daily, SolDailyEmaTrendContinuationLong validates SOL Daily). NO secondary instruments — directly avoids the Layer-3-audit_stale failure mode that killed earlier cross-venue proposals. Long-only because all three are crypto majors with documented positive long-term drift; short-only directional has been empirically refuted.