ETH Daily Consecutive-Down-Day Pullback Long with 200-SMA Bull Regime Filter

A long-only single-instrument SHORT-TERM MEAN-REVERSION strategy on ETHUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA bull regime filter. The trigger is STRUCTURALLY NOVEL within the portfolio: it counts CONSECUTIVE DOWN DAYS (a discrete-event count, not a continuous statistic), making it mechanistically orthogonal to every existing strategy. Existing mean-reversion strategies trigger on continuous-statistic extremes: SolFourHourBbOversoldMeanReversionLong on std-dev distance, BnbFourHourRsi2OversoldMeanReversionLong on Wilder-smoothed velocity, BtcFourHourVwapDistanceMeanReversionLong on volume-weighted distance, and the Drawdown Accumulation strategies on % from N-day high. None use a discrete-count event mechanism. The N-down-days-in-a-row pattern was extensively documented by Larry Connors (Short-Term Trading Strategies That Work, 2008) and has remained a robust short-term mean-reversion trigger across asset classes for ~17 years. It captures a different microstructure regime than oscillator extremes: persistent multi-day selling pressure that exhausts as systematic sellers complete their flow, rather than sharp single-bar capitulation (RSI(2)) or position-relative-to-mean (BB). Daily timeframe is chosen because (a) ETH daily futures data path is empirically reliable (proven by EthDailyGoldenCrossMomentumLong already in pipeline), (b) ETH 4H has consistently failed Layer 3 infrastructure (4 iterations), (c) consecutive-down-day patterns are statistically meaningful only at daily resolution — at 4H they become noise. ETH is chosen specifically because (a) ETH is the most underutilized asset in the portfolio (only 1 strategy despite reliable data path), (b) ETH has well-documented short-term pullback-then-resume dynamics in bull regimes (institutional mean-reversion flows are heaviest on ETH due to its derivatives/staking ecosystem), (c) the existing EthDailyGoldenCrossMomentumLong fires on RARE long-term regime events while this fires on FREQUENT short-term pullbacks — truly orthogonal signal timing on the same asset. Only 4 parameters (down-day count threshold, regime SMA period, exit lookback, stop-loss pct), all economically meaningful and stable.