BTC Liquidation Cascade Momentum

Hypothesis

A crypto-native momentum strategy on BTCUSDT futures using 1-hour bars that exploits liquidation cascades. Large liquidation events in crypto perpetual futures create forced buying/selling that mechanically pushes price further in the same direction, triggering additional liquidations in a positive feedback loop. This strategy monitors liquidation volume from supplementary data and enters in the direction of the cascade when liquidation volume spikes above a threshold, riding the forced-flow momentum. Uses only 4 parameters to keep implementation simple and avoid the frozen-signal bugs that plagued more complex strategies. The 1H timeframe on BTC ensures high trade frequency (target 150-300 trades/year) avoiding the sparse-trade overfitting problem seen in SOL Keltner. Holding period of 3-12 hours captures the cascade effect while keeping per-trade returns well above the 0.15% fee threshold.