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Hypotheses

ADA USD-M RSI-2 Short-Term Reversion, Long-Short (Single-Instrument BINANCE Perp, 2h Bars, Fade RSI(2) Oversold/Overbought Extremes Back Toward the Mean ONLY in Ranging Regimes — High Trade Count by Design, Trend-Gated, ATR-Stopped, 3-Parameter)

A LONG-SHORT, single-instrument short-term mean-reversion on ADAUSDT.BINANCE (USD-M perp, 2h bars) using the documented Connors RSI-2 mechanism — a DIFFERENT, well-established reversion signal from the VWAP-z-score…

Hypothesis

A LONG-SHORT, single-instrument short-term mean-reversion on ADAUSDT.BINANCE (USD-M perp, 2h bars) using the documented Connors RSI-2 mechanism — a DIFFERENT, well-established reversion signal from the VWAP-z-score (pending SOL 15m), Asian-session (pending DOGE 30m), and Keltner-overshoot (pending LINK 4h) strategies, on a fresh instrument. Mechanism: compute a fast RSI(2); when it is deeply oversold (< low_thresh, default 10) go LONG, when deeply overbought (> high_thresh, default 90) go SHORT, betting on……Show moreShow less

A LONG-SHORT, single-instrument short-term mean-reversion on ADAUSDT.BINANCE (USD-M perp, 2h bars) using the documented Connors RSI-2 mechanism — a DIFFERENT, well-established reversion signal from the VWAP-z-score (pending SOL 15m), Asian-session (pending DOGE 30m), and Keltner-overshoot (pending LINK 4h) strategies, on a fresh instrument. Mechanism: compute a fast RSI(2); when it is deeply oversold (< low_thresh, default 10) go LONG, when deeply overbought (> high_thresh, default 90) go SHORT, betting on snap-back toward a short EMA. It is engineered against this session's binding failure modes: (1) TRADE COUNT — the RSI thresholds are set intentionally loose (10/90, not the classic 5/95) so the strategy fires ≳50 times/year, directly answering the two deaths that killed the smart-money-divergence (16 trades/yr) and spot-200SMA (0 trades) siblings at the sandbox measurability floor; (2) FEE VIABILITY — on a high-volatility major at 2h, an RSI(2) extreme reversion captures ~0.6–1.5% moves, multiples of the ~0.10% USD-M round-trip, unlike the fee-dead 15m/1h fades (taker-flow −0.025%); (3) REGIME — a TREND GATE (only fade when a slow EMA-slope filter is flat/ranging) removes the trending regime where RSI fades bleed, the discipline the un-gated AVAX/BNB/XRP fades lacked. It is NOT a basket (single-instrument, 2 fills/round-trip → sidesteps the L12 fee wall), NOT options (no trade-count wall, L23), NOT carry/funding-signal (L13 exhausted), NOT trend (regime-distributed reversion), NOT daily-low-frequency (2h fires often → clears the sandbox trade-count wall), and NOT a rotation duplicate (L24). Pure OHLCV on a deep-history major → no data wall. 3 low parameters (RSI thresholds as one pair, EMA/exit lookback, trend-gate lookback) resist overfit.

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