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Compression-Trap Reversal on Binance COIN-M Inverse Alt Perps: Buy the Close Below an NR7 Day's Low on 12 Untested USD_PERP Contracts, Fixed 3-Day Clock, Long-Only Event Panel (BINANCE_CM 1-DAY, pure OHLCV)

A breadth test of the factory's most-replicated promoted mechanism on a new venue type and new names. The mechanism has been promoted on Bybit perps, OKX swaps, Binance spot and Hyperliquid perps (742-1,090 trades, PF…

Hypothesis

A breadth test of the factory's most-replicated promoted mechanism on a new venue type and new names. The mechanism has been promoted on Bybit perps, OKX swaps, Binance spot and Hyperliquid perps (742-1,090 trades, PF 1.31-1.47, average trade 0.97-1.10%). Here it moves to Binance COIN-M inverse perpetuals (BINANCE_CM, 2.7% of the corpus against a >=5% target) and to 12 names that no sibling panel traded. Following lesson L228, this is a fresh test: the rules are frozen from the siblings and the result is reported……Show moreShow less

A breadth test of the factory's most-replicated promoted mechanism on a new venue type and new names. The mechanism has been promoted on Bybit perps, OKX swaps, Binance spot and Hyperliquid perps (742-1,090 trades, PF 1.31-1.47, average trade 0.97-1.10%). Here it moves to Binance COIN-M inverse perpetuals (BINANCE_CM, 2.7% of the corpus against a >=5% target) and to 12 names that no sibling panel traded. Following lesson L228, this is a fresh test: the rules are frozen from the siblings and the result is reported on its own, not inferred from them. MECHANISM: the NR7 day is the day with the narrowest high-low range of the last 7 daily bars. It packs resting stop-losses and breakout-short entries just below a tight range. A daily CLOSE below that NR7 day's low runs those stops into a thin liquidity pocket. The forced selling is spent by the close, and price tends to revert over the next few days. The sibling rule is kept exactly: there is no reclaim condition. UNIVERSE (pre-registered and fixed): EOSUSD_PERP, XTZUSD_PERP, VETUSD_PERP, THETAUSD_PERP, ICXUSD_PERP, ZILUSD_PERP, KNCUSD_PERP, CHZUSD_PERP, MANAUSD_PERP, SANDUSD_PERP, ALGOUSD_PERP and EGLDUSD_PERP on BINANCE_CM. Selection rule: older COIN-M alt perps (daily history from 2022-08 or earlier), excluding BTC/ETH/SOL for corpus concentration and excluding every name used by the Bybit, OKX and Binance-spot NR7 siblings (so ADA, XRP, DOGE, LINK, LTC, BNB, AVAX, DOT, ATOM, FIL, ETC, BCH, UNI, NEAR, TRX, XLM and AAVE are out). The 12 names were fixed before testing, and none was dropped for its results (VET and CHZ were negative in the pre-study and stay in). Several contracts stopped trading on COIN-M (for example EOS in 2025-05, THETA/MANA/EGLD in 2025-11, CHZ in 2025-10). The developer must set parameters['point_in_time_universe']=True, so each leg trades only while is_listed() and at least 30 days after listed_since(). The base template closes a position at a delisting. RESEARCH LEAD PRE-STUDY: Binance COIN-M daily bars 2020-09 to 2026-10, events non-overlapping per name, gross of fees, used only to check the firing rate and the fee arithmetic, never to accept the rule. The 12-name panel produced about 673 events (about 150 per year), mean 3-day forward return about +1.0%, median about +0.85%, win rate about 54%. Every year from 2021 to 2026 had a positive mean; 2022 was the weakest at +0.29% across 244 events. EXECUTION: daily signals on completed bars. Entry is a market order at the signal bar's close; on a 24/7 market this is the platform's equivalent of a next-bar-open fill. Contracts are inverse USD-face contracts sized with contracts_for_notional(). Fees are the BINANCE_CM taker rate on both sides.

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