SOL Open-Interest-Confirmed Donchian Breakout, Long-Short (Single-Instrument SOLUSDT.BINANCE USD-M, 4H Bars — Trade the Breakout ONLY When Open Interest EXPANDS Into It (New Money), Fade Nothing, ATR-Chandelier Trailing Exit, 3-Parameter)

Hypothesis

A LONG-SHORT, single-instrument, mid-horizon directional trend strategy on SOLUSDT.BINANCE (USD-M perpetual), 4H bars. It stays inside the ONE mechanism family that survives here (directional Binance-USD-M trend with a confirmation gate — cf. promoted BTC/ETH/ADA confluence and ETH volume-confirmed siblings), but the gate is a crypto-native structural signal, not another price filter: OPEN-INTEREST EXPANSION. A Donchian breakout only continues when NEW capital enters; a breakout on flat/falling OI is short-covering/stop-running with no fuel and reverts. Fee math: 4H Donchian(20) breakouts fire ~1-3x/week, hold multiple days; a gate-passing breakout continues ~2-4% over 1-3 days — capturing half a 3% move ≈1.5%/win vs ~0.10% RT (>10x fee floor). 3 params only to fight overfit.