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Hypotheses

ETH Spot Range-Grid Volatility Harvest, Long-Only (Single-Instrument ETHUSDT.BINANCE_SPOT, 1h Bars, Buy Fixed Steps Down / Sell Fixed Steps Up Around a Slow Reference, Regime-Gated OFF in Trends, Fee-Aware >0.5% Grid Step, Pure OHLCV, 3-Parameter)

A LONG-ONLY, single-instrument RANGE-GRID strategy on ETHUSDT.BINANCE_SPOT that harvests the volatility/rebalancing premium — profiting from oscillation around a slow reference WITHOUT predicting direction — rather…

Hypothesis

A LONG-ONLY, single-instrument RANGE-GRID strategy on ETHUSDT.BINANCE_SPOT that harvests the volatility/rebalancing premium — profiting from oscillation around a slow reference WITHOUT predicting direction — rather than betting on a trend or fading a single extreme. It is mechanistically distinct from every recent failure: not carry (the pending set is carry-heavy), not a directional momentum/ignition bet (which just liquidated an account at -100%), not a single-extreme fade with inverted reward/risk……Show moreShow less

A LONG-ONLY, single-instrument RANGE-GRID strategy on ETHUSDT.BINANCE_SPOT that harvests the volatility/rebalancing premium — profiting from oscillation around a slow reference WITHOUT predicting direction — rather than betting on a trend or fading a single extreme. It is mechanistically distinct from every recent failure: not carry (the pending set is carry-heavy), not a directional momentum/ignition bet (which just liquidated an account at -100%), not a single-extreme fade with inverted reward/risk (LINK/ADA/SOL deaths), not a cointegration pairs bet (SOL-AVAX -82%), not buy-and-hold accumulation (LinkSpot drawdown-accum). It fills the under-represented BINANCE_SPOT venue (12.1% vs >=15%, and binance_spot has the 2nd-best tag survival at 2%) with pure OHLCV. The two design choices that keep it out of the graveyards: (1) a fee-aware grid step > 0.5% so every completed buy-low/sell-high cycle nets above the ~0.25% spot round-trip floor — no sub-fee scalping; (2) a hard REGIME GATE that stops buying in confirmed downtrends and a range-break stop that liquidates inventory if the range is decisively broken — directly addressing the one way grids blow up (bag-holding a trending decline). Only 3 parameters. It generates a large, measurable trade sample (hundreds of completed cycles over multi-year history) in exactly the ranging regimes where directional strategies stall — a genuine diversifier.

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