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Hypotheses

BTC Intraday Sustained Multi-Bar Drive Continuation, Long-Short (Binance USD-M, 1H, Persistence-Gated Momentum Burst, Tight Initial Stop, Trailing-Stop Winners, Discrete Capital-Capped)

A LONG-SHORT, single-instrument, pure-OHLCV intraday CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual using 1-HOUR bars, whose DISTINCT, mechanistically-orthogonal trigger is a SUSTAINED MULTI-BAR DRIVE…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV intraday CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual using 1-HOUR bars, whose DISTINCT, mechanistically-orthogonal trigger is a SUSTAINED MULTI-BAR DRIVE (persistence) rather than a SINGLE large impulse bar. It enters in the direction of a confirmed momentum burst — N consecutive same-direction 1H closes whose cumulative move exceeds a volatility threshold — to ride the continuation that follows a persistent intraday drive. This is a deliberately ORTHOGONAL……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV intraday CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual using 1-HOUR bars, whose DISTINCT, mechanistically-orthogonal trigger is a SUSTAINED MULTI-BAR DRIVE (persistence) rather than a SINGLE large impulse bar. It enters in the direction of a confirmed momentum burst — N consecutive same-direction 1H closes whose cumulative move exceeds a volatility threshold — to ride the continuation that follows a persistent intraday drive. This is a deliberately ORTHOGONAL complement to the promoted impulse-continuation family (the analyst's explicit directive to 'pursue genuinely orthogonal mechanisms'): the validated single-impulse trigger fires on ONE outlier bar, which is exactly the failure mode that whipsawed XRP (one-off news spikes that mean-revert), whereas requiring multi-bar PERSISTENCE filters out one-off spikes and only acts on confirmed momentum — a different trigger, a different trade population, low correlation with the single-impulse instances. It targets BTC specifically because BTC's single-impulse-1H instance is only MARGINAL (Sharpe ~0.75) — single outlier bars on BTC often chop — so a persistence-gated drive is the targeted attempt to extract a cleaner intraday-continuation signal on the deepest, most liquid, most fee-survivable major. It respects every established guardrail: validated 1H grain (NOT the fee-dead sub-1H), clean flow-driven major (NOT XRP-style news-whipsaw), single-instrument discrete enter-once/exit-once capital-capped sizing (engine-safe — NOT continuous vol-scaling/netting-flips). It is NOT a daily-trend momentum-basket variant (all banned — correlated with promoted Absolute Momentum), NOT single-asset daily trend/momentum-confluence (decayed), NOT reversion/breakout (dead), NOT funding-carry (fee-dominated), NOT options/spot (blocked), and NOT a re-expression of the single-impulse trigger. Larger cumulative drive moves clear the fee floor better than single bars, and the persistence gate yields FEWER, higher-quality trades (lower fee incidence). Core parameters kept minimal (drive length, drive magnitude, initial stop, trail).

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