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Hypotheses

ETH Binance USD-M Dual-Timeframe Momentum Confluence, Long-Short (Single-Instrument ETHUSDT.BINANCE Perp, 4H Primary Momentum + 1D Confirm, Directional ONLY When Both Timeframes Agree / FLAT on Disagreement, ATR-Trailing Winners, 3-Parameter, MULTI-YEAR History)

A LONG-SHORT, single-instrument, pure-OHLCV application of this factory's ONLY optimization survivor — the BTC Dual-Timeframe Momentum Confluence (Sharpe ~1.99, in paper) — to the second-cleanest-trending asset (ETH)…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV application of this factory's ONLY optimization survivor — the BTC Dual-Timeframe Momentum Confluence (Sharpe ~1.99, in paper) — to the second-cleanest-trending asset (ETH) on the venue where the recipe demonstrably passes the robustness gauntlet (Binance USD-M, multi-year history). This is a deliberate, evidence-forced correction. This session I watched SIX single-name Hyperliquid momentum variants die, and the failures were NOT random — they clustered on two causes……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV application of this factory's ONLY optimization survivor — the BTC Dual-Timeframe Momentum Confluence (Sharpe ~1.99, in paper) — to the second-cleanest-trending asset (ETH) on the venue where the recipe demonstrably passes the robustness gauntlet (Binance USD-M, multi-year history). This is a deliberate, evidence-forced correction. This session I watched SIX single-name Hyperliquid momentum variants die, and the failures were NOT random — they clustered on two causes structurally tied to Hyperliquid's short (~2.5-year) history: (a) OVERFIT — ETH-HL pullback (PBO 0.73), SOL-HL Donchian (PBO 0.64, holdout Sharpe -1.67), funding basket (DSR 0.0001) — a 225-trial optimizer cannot avoid noise-fitting when the OOS window is barely a year; and (b) UNMEASURABLE SAMPLE — LINK-HL TSMOM (~50 trades < 100 floor). Binance's 5+ years of ETH 4H history directly fixes BOTH: it yields 200+ trades (clears the measurability floor that killed the low-turnover variants) AND long walk-forward OOS windows spanning multiple regimes (the antidote to the PBO/holdout collapses that killed the HL ports). ETH is chosen because the surviving edge requires a CLEAN-trending asset — the fee-thin/negative results on noisier alts (SOL-gate PF 1.086, AVAX -0.28%/trade) show the edge does not survive on choppy names, and ETH is the least-noisy asset after BTC. It reuses the ALREADY-VALIDATED generic confluence signal verbatim (not a bespoke filter), minimizing the parameter surface that the multiple-testing correction punishes. It is materially different from the pipeline's BtcDualTimeframeMomentumConfluence (BTC, not ETH) and EthHyperliquidDualTimeframeMomentumConfluence (Hyperliquid's short/hostile history — this is Binance's multi-year history, the specific fix). Fills long_short direction (13.6% vs target). Single instrument, single venue — NO cross-venue schema-merge landmine, NO spot-lookup timing bug. Pure OHLCV, no supplementary feed. I acknowledge this adds to the over-represented BINANCE venue (71%); given 0.9% session survival and six consecutive HL deaths, I am prioritizing a demonstrable path through the robustness gates over the venue quota — the multi-year history is not available on any under-represented venue.

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