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Hypotheses

BTC Macro Weekly Trend Regime — Simplest Robust Expression of the One Proven Edge at the EMPTIEST Horizon: Position = Side of the 20-Week Moving Average, Flip on Regime Change, Vol-Targeted, Weeks-to-Months Holds (BINANCE USD-M, WEEKLY Bars, Long-Short, 3-Parameter)

A LONG-SHORT, single-instrument MACRO trend-follower on BTCUSDT.BINANCE (USD-M perp) at the WEEKLY timeframe — deliberately the simplest, most overfit-resistant, most fee-robust expression of the ONLY edge the factory…

Hypothesis

A LONG-SHORT, single-instrument MACRO trend-follower on BTCUSDT.BINANCE (USD-M perp) at the WEEKLY timeframe — deliberately the simplest, most overfit-resistant, most fee-robust expression of the ONLY edge the factory has ever promoted (directional trend), placed in the EMPTIEST bucket in the whole portfolio: macro_1w_plus is 0.5% (12 of 2462). Every symmetric mean-reversion / pairs / funding / options / cross-sectional sleeve is dead; cross-sectional momentum ROTATION was just abandoned overfit at Sharpe 0.85……Show moreShow less

A LONG-SHORT, single-instrument MACRO trend-follower on BTCUSDT.BINANCE (USD-M perp) at the WEEKLY timeframe — deliberately the simplest, most overfit-resistant, most fee-robust expression of the ONLY edge the factory has ever promoted (directional trend), placed in the EMPTIEST bucket in the whole portfolio: macro_1w_plus is 0.5% (12 of 2462). Every symmetric mean-reversion / pairs / funding / options / cross-sectional sleeve is dead; cross-sectional momentum ROTATION was just abandoned overfit at Sharpe 0.85 (killed by DSR deflation on its parameter search). This sleeve responds to that specific failure mode by minimizing degrees of freedom and turnover: the position is simply the SIDE of a 20-week moving average, flipped only on a confirmed regime change — a handful of trades per year, so fee drag is negligible (the fee_edge graveyard that killed the 4H/daily fades cannot bite at this horizon) and there is almost nothing to overfit. It is distinct from the four pending trend sleeves (all 4H/daily intraday-to-swing on BTC/ETH/HL) by HORIZON (weekly bars, weeks-to-months holds) and by construction (MA-regime flip, not breakout/momentum-confluence/OI-gate). CRITICAL implementation note (the prior weekly attempt died on a config bug): the bar_type MUST be 1-WEEK, not 1-DAY — the strategy is defined on weekly bars end-to-end. Pure OHLCV, computationally TRIVIAL (one rolling SMA + ATR). Avoids every graveyard: NOT symmetric reversion, NOT pairs/cross-sectional (both dead), NOT funding (L57), NOT options (infra-broken), NOT a liquidation feed (L58). Exactly 3 tunable parameters: MA lookback (weeks), the ATR confirmation buffer, and the volatility target.

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