BTC 4H RSI(2) Extreme-Oversold Velocity Mean-Reversion Long with Daily Bull Regime Filter

A long-only single-instrument VELOCITY-BASED MEAN-REVERSION strategy on BTCUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This proposal is SPECIFICALLY DESIGNED to AVOID the 'altcoin_daily_minimum_param_trend' failure pattern that abandoned AvaxHyperliquidDailySimpleTrendFollowingLong and SolHyperliquidDailyDonchianBreakoutLong. The failure pattern: single mid-cap altcoin + daily bars + ≤4 params + trend mechanism = OOS Sharpe ~0 because trends are concentrated in 1-2 alt-cycle peaks. This proposal INVERTS every component of that failure pattern: (1) ASSET = BTC, the top-tier crypto with richest trend AND mean-reversion signal density (not a mid-cap altcoin); (2) TIMEFRAME = 4H not daily, producing ~30-60 signals per year vs the 8/year that killed SOL Donchian; (3) MECHANISM = mean-reversion (RSI(2) extreme oversold), NOT trend-following — fundamentally doesn't depend on alt-cycle bull-peak trends to generate returns; (4) TRIGGER STATISTICS = oscillator velocity (RSI(2) <= 5), which fires consistently across market regimes (oversold conditions occur in bull, sideways, AND bear markets), making this strategy regime-INSENSITIVE in signal frequency (though directional gate via 200-SMA regime filter still applies). RSI(2) is Larry Connors' canonical short-term mean-reversion trigger documented in 'Short-Term Trading Strategies That Work' (2008) — RSI(2) <= 5 represents the bottom ~2-3% of historical RSI(2) readings, marking statistical-extreme velocity exhaustion. Mechanistically distinct from every other portfolio strategy: it captures the SPEED of recent decline (Wilder-smoothed 2-period RSI), not distance from mean (BB) or volume confirmation (Vol Breakout) or trend direction (Golden Cross/Multi-Week TC). The BTC 4H data path is empirically the MOST RELIABLE in the system — BtcFourHourVolumeBreakoutLong is in paper trading at Sharpe 3.74, proving the data fetch works. Adding RSI(2) MR diversifies BTC's mechanism coverage (currently 4H Vol Breakout + Spot Drawdown + Deribit Options — all momentum/contrarian/convex; no velocity-mean-reversion). Only 4 explicit parameters (RSI period=2, RSI threshold, regime SMA period, stop pct).