Skip to content

View translation

Open-Interest-Inflow Long-Only Spot Rotation over Majors (Weekly Rebalance, Signal from Perp OI Growth + Uptrend Regime Gate, Execution on BINANCE_SPOT, 3-Parameter)

Hypothesis

A LONG-ONLY, multi-instrument WEEKLY rotation strategy executed on Binance SPOT majors, whose ranking factor is a genuine non-price futures feed with confirmed multi-year history: perpetual open-interest growth. Each week, rank a fixed basket of liquid majors by the trailing growth in their perp open interest (fresh capital / conviction inflow), and hold the top-3 that are ALSO above their long-term moving average (regime gate to avoid buying inflows into a crash). This is deliberately in the PROMOTED-WINNER family (long-only rotation) rather than the 0/53-survival dollar-neutral basket class (L12) — turnover is low, only one long leg per name, no shorting, so per-rebalance fees are a fraction of the market-neutral rank-and-rotate that repeatedly died. Critically, the SORT factor is OI inflow, NOT relative strength — the exact 'new signal input no promoted basket already uses' that L24 requires to avoid the duplicate-momentum-rotation graveyard. It is a completely different family from the abandoned taker-flow divergence reversal it replaces: multi-instrument not single-name, weekly not intraday, long-only spot not long-short futures, rotation not fade, OI-inflow factor not order-flow-vs-price divergence. It fills the highest-survival, most under-represented venue (BINANCE_SPOT at 6%) while sourcing an edge from a futures-only microstructure feed — a real cross-venue signal/execution split.

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