Classification: concrete trading strategy. Faithful translation of TDSequentialStrategy from berlinguyinca's Freqtrade collection, with the source docstring crediting @bmoulkaf; GPL-3.0. Source: https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/TDSequentialStrategy.py. Use the supplied Python as the authoritative source, including its ninth-count assignment behavior rather than correcting it to match the prose. Preserve 1h bars, 30 startup candles, long-only operation, limit entries and exits, GTC entry/exit orders, stoploss=-0.05, trailing_stop=False, use_exit_signal=True, exit_profit_only=False and ignore_roi_if_entry_signal=False. The source ROI schedule {'0': 5} means a 500% profit threshold from minute zero, not 5%. Correct the validation error by storing minimal_roi as the finite scalar 5.0 and roi_start_minutes as 0; reconstruct the original schedule in implementation. The source provides no pair, stake allocation or limit-price selection; platform additions are LINKUSDT.BINANCE_SPOT, 1x cash execution, fixed equity-relative sizing and signal-close limit prices. The source's stoploss_on_exchange=False is implemented through a platform-matched intrabar protective stop at 5% below entry, with no exchange-hosted protection requirement. This explicitly substitutes the platform's intrabar stop for the source's locally managed stoploss order mapping of 'limit'. No performance claim is verified. The outbox file workspace/outbox/research_lead/hypothesis_88d0a4cd75.json could not be written because this session permits read-only filesystem access.