BTC 4H Keltner Channel Mean Reversion (Symmetric)

Hypothesis

A simple, symmetric mean-reversion strategy on BTCUSDT perpetual futures using 4-hour bars and Keltner Channels (EMA midline +/- ATR multiple). The hypothesis: BTC 4H bars spend roughly 60-70% of calendar time in horizontal/range regimes punctuated by short trending bursts. During range regimes, price excursions beyond an EMA +/- 2*ATR envelope are statistically followed by reversion toward the midline within 1-3 bars. The strategy enters long when close pierces the lower channel and short when close pierces the upper channel, exits on a touch of the midline or the opposite channel, and uses an ATR-based hard stop to cap losses on the ~30% of the time when the range breaks (trending regime). Deliberately kept extremely simple (4 parameters total) to avoid the verification timeouts and overfitting issues seen in recent pipeline failures. Single instrument, single timeframe, no supplementary data, no multi-instrument coordination.