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All hypotheses

Hypotheses

Trend-Efficiency-Gated Dual-Timeframe Momentum, Long-Short (LTCUSDT.BINANCE USD-M, 4H primary + 1D confirm) — take the proven momentum-confluence edge ONLY when Kaufman Efficiency Ratio confirms a CLEAN directional trend, sit flat in choppy/low-efficiency tape, ATR-trailing exit, 3-parameter

A LONG-SHORT, single-instrument, pure-OHLCV momentum strategy on LTCUSDT.BINANCE (USD-M perpetual), the ONE mechanism family that has ever reached paper-stage in this factory (BTC/ADA/ETH dual-TF momentum-confluence…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV momentum strategy on LTCUSDT.BINANCE (USD-M perpetual), the ONE mechanism family that has ever reached paper-stage in this factory (BTC/ADA/ETH dual-TF momentum-confluence survivors). Two deliberate departures from the clones that keep dying: (1) a FRESH, deep-liquidity, 2020-listed instrument that has NEVER been run on this mechanism — the abandoned clones (BNB x2, XRP, DOT, SOL, LINK) all overfit because they re-pointed the identical recipe at lower-quality alts; LTC……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV momentum strategy on LTCUSDT.BINANCE (USD-M perpetual), the ONE mechanism family that has ever reached paper-stage in this factory (BTC/ADA/ETH dual-TF momentum-confluence survivors). Two deliberate departures from the clones that keep dying: (1) a FRESH, deep-liquidity, 2020-listed instrument that has NEVER been run on this mechanism — the abandoned clones (BNB x2, XRP, DOT, SOL, LINK) all overfit because they re-pointed the identical recipe at lower-quality alts; LTC is a distinct payment-coin with genuine multi-year directional regimes and is not in that graveyard. (2) a real mechanistic differentiator vs both the dead EMA-only confluence and the dead vol-EXPANSION gate (SOL vol-expansion trend died fee_edge, PF 1.02): entries are gated by the KAUFMAN EFFICIENCY RATIO (ER = |net move over N bars| / sum of |bar-to-bar moves| over N bars), which measures DIRECTIONAL cleanliness, not vol level. High ER means price is trending with little back-and-forth (few fee-eating reversals inside the hold); low ER means chop, where momentum whipsaws and fees dominate. Gating on ER filters out precisely the low-efficiency tape that turned SOL/XRP/LINK momentum into sub-fee churn, WITHOUT keying on the volatility-level knob that is exhausted. 4H primary bar gives adequate trade count (~200-350 over 6y) so the walk-forward is not underpowered (the BNB/DOT overfit deaths were flagged ~63-73 trades vs 100 needed); the 1D confirm keeps direction anchored to the macro trend.

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