Hypotheses
LINK Weekly 12-Bar High Breakout Long with ATR Trailing Stop
A LONG-ONLY weekly-bar momentum breakout on LINKUSDT.BINANCE perpetual futures (Binance USD-M). Entry on weekly close that exceeds the highest weekly close of the prior 12 weeks (quarterly breakout). Exit via ATR-based…
Hypothesis
A LONG-ONLY weekly-bar momentum breakout on LINKUSDT.BINANCE perpetual futures (Binance USD-M). Entry on weekly close that exceeds the highest weekly close of the prior 12 weeks (quarterly breakout). Exit via ATR-based trailing stop OR a 26-week time exit. CRITICAL EMPIRICAL GROUNDING from this session: the XRP pullback strategy just failed catastrophically (-7.15 Sharpe, 19% win rate, contrarian signal), confirming that PULLBACK and MEAN-REVERSION mechanisms do NOT work on crypto perpetuals. The empirically……Show moreShow less
A LONG-ONLY weekly-bar momentum breakout on LINKUSDT.BINANCE perpetual futures (Binance USD-M). Entry on weekly close that exceeds the highest weekly close of the prior 12 weeks (quarterly breakout). Exit via ATR-based trailing stop OR a 26-week time exit. CRITICAL EMPIRICAL GROUNDING from this session: the XRP pullback strategy just failed catastrophically (-7.15 Sharpe, 19% win rate, contrarian signal), confirming that PULLBACK and MEAN-REVERSION mechanisms do NOT work on crypto perpetuals. The empirically working pattern across this session has been pure MOMENTUM/BREAKOUT (BTC ATR-compression range expansion, volume breakouts, trend continuation — all moved through the pipeline successfully). This hypothesis sticks rigorously to the WORKING pattern: zero pullback, zero reversal, zero contrarian elements. Pure 'price breaks above 12-week high = enter, ride the trend, exit on trailing stop.' LINK is selected because: (1) confirmed in the precision map (already running daily trend continuation in pipeline), (2) ZERO existing LINK strategies use weekly bars — adds within-instrument diversification, (3) LINK has 5+ years clean Binance USD-M data with no deprecation risk, (4) LINK's oracle-infrastructure positioning produces episodic multi-month trends (Q3 2021, Q4 2023, Q1 2024) that weekly breakouts cleanly capture. Structurally distinct from the 13 pipeline strategies: NOT pullback (avoiding the now-falsified class), NOT cross-asset, NOT supp-data, NOT calendar, NOT accumulation, NOT options. The fresh dimensions vs pipeline: WEEKLY timeframe (only DOGE Triple Screen partially uses weekly), 12-bar lookback (none of the 50-day, 4H, daily-20 lookbacks in pipeline match), ATR-trailing exit (different from fixed-stop and MA-crossover exits used elsewhere). Simple parameter set: lookback=12, ATR_period=14, trailing_multiplier=3.0 — only three free parameters, minimizing overfitting surface area.
Backtest and paper results are hypothetical. Trading involves risk of loss.