BTC Daily Volatility-Compression Expansion Long with 200-SMA Regime Filter

A long-only single-instrument volatility-regime strategy on BTCUSDT perpetual futures using daily bars and OHLCV-only data. This is a STRUCTURALLY NEW mechanism not present in any existing pipeline strategy: it captures the empirical pattern that low-volatility compression in BTC tends to be followed by directional expansion, and during confirmed bull regimes the expansion is biased UPWARD. The strategy enters long when BTC is in a vol-compression regime (realized volatility in bottom 30% of trailing 90-day distribution) AND the long-term regime is up (price > 200-SMA), then holds until volatility normalizes (returns to 50th percentile) or the regime breaks. This explicitly differs from all 12 existing pipeline strategies: NOT a trend-following strategy (no EMA crossovers, no breakouts, no momentum filters), NOT a drawdown DCA (no buy-the-dip mechanics), NOT a volume breakout (no volume signal), NOT a regime-flat hold (uses vol regime, not just price regime). The mechanism is 'Bollinger squeeze' style — buy compression, exit on expansion completion. Critically, this proposal addresses the AVAX Calm-Regime Trend Hold failure (abandoned for sparsity + outlier dependency) by: (1) selecting BTC instead of AVAX — BTC has 3-5× the frequency of vol-compression regimes due to its lower baseline volatility and deeper liquidity, (2) using a single dominant filter (vol percentile) instead of triple-AND-gate (low vol + uptrend + rising SMA + EMA stack), (3) targeting 8-15 entries/year (well above the 2.5/year sparsity threshold). BTC-SPECIFIC empirical justification: BTC has multiple WORKING strategies confirming clean vol/price dynamics (BTC LT Momentum Sharpe 5.91, BTC Spot Drawdown Sharpe 3.33, BTC 4H Volume Breakout Sharpe 3.74). The pattern of low-vol-then-expansion is documented in TradFi (Bollinger, Connors) and applies cleanly to BTC's institutional-flow-dominated microstructure.