BTC 4H Bollinger Band Lower-Band Oversold Mean-Reversion Long with Daily Bull Regime Filter

A long-only single-instrument STATISTICAL-DISTANCE MEAN-REVERSION strategy on BTCUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This is the COMPLEMENTARY mean-reversion mechanism to the just-added BtcFourHourRsi2OversoldMeanRevLong: RSI(2) measures VELOCITY of recent decline (Wilder-smoothed 2-period rate); Bollinger Bands measure DISTANCE FROM MEAN (std-dev distance from 20-period SMA). The two statistical foundations are fundamentally different and fire on partially overlapping but distinct bar conditions: RSI(2) fires after rapid 2-bar drops regardless of starting level; BB fires when current price is far below the 20-period mean regardless of recent velocity. A slow multi-bar drift downward can trigger BB without triggering RSI(2); a sharp 2-bar drop from a high level can trigger RSI(2) without going below BB. Together they provide robust mean-reversion coverage across both fast (RSI) and slow (BB) oversold conditions on the same asset+timeframe. This proposal is DOUBLY FILTERED against the documented failure patterns: (1) AVOIDS the 'altcoin_daily_minimum_param_trend' pattern — BTC is the top-tier crypto (explicitly excluded), uses 4H not daily (high signal density), uses mean-reversion not trend-following; (2) AVOIDS the 'hypothesis specifies instrument class unsupported by FactoryStrategy' pattern — uses LINEAR FUTURES (BTCUSDT.BINANCE perpetual, fully supported), no options or multi-leg derivatives. The Bollinger Band mechanism was documented by John Bollinger ('Bollinger on Bollinger Bands', 2002) and has 40+ years of empirical validation. BTC 4H specifically has the most-cached data path in the system (BtcFourHourVolumeBreakoutLong in paper trading at Sharpe 3.74). The economic mechanism: when BTC 4H close drops below the 20-period lower Bollinger Band (more than 2 std-devs below the 20-period mean), it represents a statistical-distance extreme. On BTC specifically, this is amplified by (a) institutional dip-buying flows that systematically respond to multi-sigma extensions, (b) ETF rebalancing that buys at extension lows, (c) systematic mean-reversion algos that target the 20-period SMA. Trade frequency: 30-50/year, well above tail-dependence threshold. Only 4 explicit parameters (BB period, BB std-dev multiplier, regime SMA period, stop pct).