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DOGE 1D Lower Bollinger Mean Reversion in Confirmed Bull Regime Long

Hypothesis

A long-only single-instrument mean-reversion strategy on DOGEUSDT perpetual futures using daily (1D) bars and ONLY OHLCV data. DOGE addresses a clear portfolio diversification gap — no DOGE strategy exists yet, and the existing portfolio is heavily skewed toward majors (BTC/ETH/BNB/SOL/AVAX/LINK/ADA/DOT/XRP). DOGE provides exposure to the high-liquidity retail-driven meme segment of crypto, which has structurally different return dynamics (strong intraday capitulation followed by aggressive dip-buying) than utility-token majors. The strategy specifically targets short-term oversold conditions ONLY within established long-term uptrends, directly addressing the failure mode of the SUI 4H N-Bar Lower-Low Reversal hypothesis (naive mean-reversion without volatility/regime confirmation produced PF 0.83 across 221 trades). Three independent confirmation gates eliminate the catastrophic 'buy a falling knife in a bear market' regime where mean reversion has zero edge: (1) mechanical oversold via Bollinger lower-band touch, (2) momentum oversold via RSI(14) < 30, (3) long-term regime gate via close > 200-day SMA. Daily timeframe and intentionally low trade frequency (estimated 6-12 trades/year) keep fee drag minimal (~0.10% RT vs. expected 8-15% per winning trade) and dramatically reduce the overfitting surface area that destroyed BTC Spot Drawdown Accumulation walk-forward OOS. Five total parameters with all values set to canonical defaults (Wilder's 14/30 for RSI, Bollinger's 20/2.0, the standard 200-day institutional regime line) — no tuning required to construct the hypothesis.

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