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Hypotheses

Diversified Intraday Impulse-Bar Continuation Portfolio Across Majors (Long-Short, Binance USD-M, 1H, Event-Driven Discrete Entries, Per-Position + Gross Caps, Fee-Clearing ATR Targets)

A LONG-SHORT, MULTI-INSTRUMENT intraday CONTINUATION strategy that runs the factory's EXPLICITLY-SANCTIONED, generalizing impulse-bar-continuation signal as a DIVERSIFIED PORTFOLIO across ~10 deep-history Binance USD-M…

Hypothesis

A LONG-SHORT, MULTI-INSTRUMENT intraday CONTINUATION strategy that runs the factory's EXPLICITLY-SANCTIONED, generalizing impulse-bar-continuation signal as a DIVERSIFIED PORTFOLIO across ~10 deep-history Binance USD-M majors (BTC, ETH, SOL, BNB, XRP, ADA, DOGE, AVAX, LINK, LTC) on 1-HOUR bars. Each asset is monitored independently; when any asset prints an abnormally large, high-volume directional thrust (impulse bar), the strategy opens a discrete position in the thrust direction to capture the short-horizon……Show moreShow less

A LONG-SHORT, MULTI-INSTRUMENT intraday CONTINUATION strategy that runs the factory's EXPLICITLY-SANCTIONED, generalizing impulse-bar-continuation signal as a DIVERSIFIED PORTFOLIO across ~10 deep-history Binance USD-M majors (BTC, ETH, SOL, BNB, XRP, ADA, DOGE, AVAX, LINK, LTC) on 1-HOUR bars. Each asset is monitored independently; when any asset prints an abnormally large, high-volume directional thrust (impulse bar), the strategy opens a discrete position in the thrust direction to capture the short-horizon continuation that follows. This is the analyst-endorsed novelty lane (the impulse-continuation family is repeatedly flagged as 'generalizing'; single-asset ETH-1H, SOL-1H, and BTC-1H-HL instances exist), generalized to a PORTFOLIO specifically to cure the two failure modes that killed nearly every recent abandon: (1) LOW BREADTH / single-event concentration (the 3-name HL book hit 68% DD as leveraged beta; single-name breakouts were 2021-concentrated) — fixed because impulse events fire at different times on different, imperfectly-correlated names, diversifying the TRADE STREAM rather than stacking correlated directional beta; and (2) TRADE-SPARSITY (the 26-trade CoinM Donchian could not populate the walk-forward; OOS windows went empty) — fixed because ~10 names × frequent 1H impulses produce hundreds of trades/year, densely populating every walk-forward/holdout window. It is NOT a banned momentum-basket refinement (different signal class: discrete intraday thrust-continuation, not SMA/trailing-return trend state), NOT single-asset TSM (dead), NOT a slow breakout (regime-broken), NOT reversion (dead), NOT options/spot (blocked). Engine-safe by construction: discrete enter-once/exit-once event entries, one position per asset max, per-position notional cap + a portfolio GROSS exposure cap — never continuous vol-scaling/netting-flips (the construction that caused the notional-inflation artifact). Geometry is wide-target/tight-stop (TP >= SL) to avoid the flush-bounce reward:risk trap. Three core parameters.

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