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Hypotheses

BTC Supertrend Follower — ATR-Band Trend Signal (Always-Firing, No Rarity Gate; the Band IS the Trailing Stop) with a Drawdown Circuit-Breaker and Vol-Targeting (BINANCE USD-M, 4H Bars, Long-Short, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT BTC trend model on BINANCE USD-M 4H bars — the survivor's proven venue/horizon — using the SUPERTREND construction, a signal distinct from every pending sleeve (momentum-confluence,…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT BTC trend model on BINANCE USD-M 4H bars — the survivor's proven venue/horizon — using the SUPERTREND construction, a signal distinct from every pending sleeve (momentum-confluence, MACD, pullback, VWAP, regression-slope, conviction-scaled-dual). This session has now mapped the trend graveyard precisely, and Supertrend is chosen because it structurally sidesteps each documented death mode: (1) CORNER-COLLAPSE (efficiency/OI/breakout gates died when the optimizer pushed a rarity……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT BTC trend model on BINANCE USD-M 4H bars — the survivor's proven venue/horizon — using the SUPERTREND construction, a signal distinct from every pending sleeve (momentum-confluence, MACD, pullback, VWAP, regression-slope, conviction-scaled-dual). This session has now mapped the trend graveyard precisely, and Supertrend is chosen because it structurally sidesteps each documented death mode: (1) CORNER-COLLAPSE (efficiency/OI/breakout gates died when the optimizer pushed a rarity threshold to 3–9 trades) — Supertrend has NO gate; price is always above or below the ATR band, so a side is always held and trade count stays stable across all parameters. (2) DRAWDOWN abandon (the always-in weekly MA hit 62%) — the ATR band IS a built-in trailing stop that flips the position promptly when the trend breaks, bounding adverse excursions, plus an explicit 20% equity circuit-breaker de-grosses. (3) ARTIFACT deaths (the multi-instrument rotation/weekly posted non-physical single-day/week returns) — this is SINGLE-instrument and vol-targeted so no single bar can dominate; and single-asset Binance USD-M avoids the COIN-M coding timeouts, Hyperliquid history cap, options infra breakage, and multi-leg sizing artifacts that killed the other substrates. (4) FEE_EDGE — 4H trend with multi-day holds keeps per-trade capture well above the ~0.10% fee. Pure OHLCV, computationally trivial (one ATR + band recursion). Avoids the graveyards: NOT reversion/pairs/funding/options (dead/broken), NOT a rarity-gated breakout (corner), NOT multi-instrument (artifact), NOT COIN-M/HL (fragile/capped), NOT a symbol respray (L56 — proven asset, a distinct indicator). Exactly 3 tunable parameters: ATR period, ATR band multiplier, drawdown-breaker threshold.

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