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All hypotheses

Hypotheses

BTC Regime-Gated Maker Grid Range-Harvest, Market-Neutral (Single-Instrument BTCUSDT.BINANCE Perp, Layered MAKER Limit Orders Around a Mean, Active ONLY in Confirmed Ranging Regimes, Hard Flatten on Breakout, Wide Fee-Clearing Spacing, 3-Parameter)

A MARKET-NEUTRAL, single-instrument, range-harvest GRID strategy on BTCUSDT.BINANCE USD-M perpetual — a mechanically DIFFERENT FAMILY from everything proposed this session (all of which were directional momentum,…

Hypothesis

A MARKET-NEUTRAL, single-instrument, range-harvest GRID strategy on BTCUSDT.BINANCE USD-M perpetual — a mechanically DIFFERENT FAMILY from everything proposed this session (all of which were directional momentum, relative-value, supplementary-confirm, or reversion, and all of which died). It places a ladder of MAKER limit orders (buys below, sells above a rolling mean) and harvests the bid/ask oscillation as price ranges, netting the grid spacing minus fees on each captured round-trip. It is engineered against……Show moreShow less

A MARKET-NEUTRAL, single-instrument, range-harvest GRID strategy on BTCUSDT.BINANCE USD-M perpetual — a mechanically DIFFERENT FAMILY from everything proposed this session (all of which were directional momentum, relative-value, supplementary-confirm, or reversion, and all of which died). It places a ladder of MAKER limit orders (buys below, sells above a rolling mean) and harvests the bid/ask oscillation as price ranges, netting the grid spacing minus fees on each captured round-trip. It is engineered against the grid family's two known killers. (1) TRENDS destroy grids (unbounded loss on the losing side): so it is STRICTLY REGIME-GATED — it only arms the grid when a ranging regime is confirmed (flat MA slope + price contained in a Bollinger/Keltner channel + low ADX), and it HARD-FLATTENS all inventory and disarms the moment a breakout/trend regime is detected. (2) FEES kill tight grids: so it uses WIDE spacing (each level ≥ grid_spacing apart, default 0.6%) and MAKER limit orders (0.02% maker vs 0.05% taker on Binance USD-M), making each round-trip's ~0.04% maker cost far smaller than the ≥0.6% harvested per oscillation. It is pure OHLCV-driven for the regime gate (reliably measurable, no supplementary coverage issue), single-instrument, developer-safe, and generates a large measurable sample (grids fill many times per ranging episode → hundreds of round-trips over multi-year history). It fills the under-target market-neutral and LONG-SHORT buckets (13.6% vs 86.4% long-only) and adds genuine mechanism diversity (grid range-harvest) absent from the entire momentum-dominated pending book. 3 parameters.

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