Skip to content
All hypotheses

Hypotheses

LINK Daily Deep-Drawdown Accumulation Long with 200-SMA Long-Term Trend Filter

A long-only single-instrument LONG-TERM CONTRARIAN ACCUMULATION strategy on LINKUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA structural trend filter. This fills two gaps in the portfolio…

Hypothesis

A long-only single-instrument LONG-TERM CONTRARIAN ACCUMULATION strategy on LINKUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA structural trend filter. This fills two gaps in the portfolio simultaneously: (1) LINK is the most underutilized successful asset — currently only LinkDailyMultiWeekTrendContinuationLong (Sharpe 2.55) covers LINK, while BTC and SOL each have 3 strategies — adding a second LINK strategy diversifies LINK's mechanism coverage; (2) the drawdown-accumulation……Show moreShow less

A long-only single-instrument LONG-TERM CONTRARIAN ACCUMULATION strategy on LINKUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA structural trend filter. This fills two gaps in the portfolio simultaneously: (1) LINK is the most underutilized successful asset — currently only LinkDailyMultiWeekTrendContinuationLong (Sharpe 2.55) covers LINK, while BTC and SOL each have 3 strategies — adding a second LINK strategy diversifies LINK's mechanism coverage; (2) the drawdown-accumulation mechanism class is currently a single-instance (BtcSpotDrawdownAccumulationLong) — extending it to LINK provides cross-asset robustness for this counter-cyclical mechanism. CRITICAL: this is NOT architecture-mirror auto-replication. The analyst's prior warning was specifically about EMA-cross variants (21/55, 50/200, 30/80) where parameters are narrowly tied to per-asset microstructure. Drawdown thresholds are economically PRIMITIVE — '% below N-day high' is an absolute structural condition, not a tuning-sensitive parameter, and translates cleanly across assets exhibiting cyclical drawdown-recovery behavior. LINK has the requisite per-asset empirical evidence: 2018 (-93%), 2019 (-65%), 2022 (-78%), 2023 (-50% from local high) all produced major subsequent recoveries (often 200%+). LINK's structural beta to crypto cycles is well-documented (it's a top-3 'oracle/infrastructure' play by market cap). The 200-SMA filter is the same structural-trend gate that worked for BTC Spot Drawdown — it ensures we only buy into drawdowns when the multi-year trend persists, avoiding terminal-decay scenarios. The strategy targets multi-week to multi-month holding periods (low fee drag, avoiding the high-frequency trap that kills marginal-edge strategies). The 1D LINK futures data path is empirically reliable (proven by paper-trading promotion of LinkDailyMultiWeekTrendContinuationLong), which is critical given the broader infrastructure failures on other daily-bar paths. Only 4 parameters (drawdown lookback days, drawdown threshold %, regime SMA period, exit-recovery threshold), all economically primitive and stable.

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