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Hypotheses

ETH/BTC Ratio Dual-Timeframe Momentum Confluence — Dollar-Neutral Pairs Spread, Long-Short, 4H Primary + 1D Confirm, Flat on Disagreement (ETHUSDT.BINANCE + BTCUSDT.BINANCE, 3-Parameter)

A DOLLAR-NEUTRAL PAIRS-SPREAD strategy that applies the factory's ONE proven survivor mechanism — dual-timeframe momentum confluence (BTC Dual-Timeframe Momentum Confluence, Sharpe 1.99, paper_stage) — to the ETH/BTC…

Hypothesis

A DOLLAR-NEUTRAL PAIRS-SPREAD strategy that applies the factory's ONE proven survivor mechanism — dual-timeframe momentum confluence (BTC Dual-Timeframe Momentum Confluence, Sharpe 1.99, paper_stage) — to the ETH/BTC RATIO instead of a single directional instrument. This is a deliberate structural fix for the #1 killer in the failure log: every single-name OHLCV trend follower (ETH vol-targeted, BNB pullback, XRP swing, DOGE fat-tail, LINK efficiency-ratio) dies because its headline return is just 2020-2021……Show moreShow less

A DOLLAR-NEUTRAL PAIRS-SPREAD strategy that applies the factory's ONE proven survivor mechanism — dual-timeframe momentum confluence (BTC Dual-Timeframe Momentum Confluence, Sharpe 1.99, paper_stage) — to the ETH/BTC RATIO instead of a single directional instrument. This is a deliberate structural fix for the #1 killer in the failure log: every single-name OHLCV trend follower (ETH vol-targeted, BNB pullback, XRP swing, DOGE fat-tail, LINK efficiency-ratio) dies because its headline return is just 2020-2021 crypto BULL BETA that goes negative every year after, so the walk-forward OOS and 15-day holdout in the recent regime lose. Trading the ETH/BTC RATIO (long one leg, short the other, equal notional) REMOVES crypto-wide beta by construction — the PnL cannot be a bull-market artifact because a dollar-neutral spread is ~flat to the market. What remains is the persistent, well-documented ETH-vs-BTC relative-strength cycle (capital rotates between the two majors in multi-week regimes). The proven confluence gate (require a FAST 4H and SLOW 1D momentum read on the ratio to AGREE, stand flat on disagreement) is precisely what separated the survivor from the outlier-driven single-signal trend followers. This is momentum/CONTINUATION on the ratio — explicitly NOT ratio mean-reversion (which died in L53) and NOT a cross-sectional rank rotation over many names (which died in L52); it is a single, dedicated, beta-neutral pair with the one gate that has actually worked here. Fills the under-weight long_short direction bucket and keeps parameters to 3 to resist overfitting.

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