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Hypotheses

DOGE Forced-Deleveraging Absorption: Long DOGEUSDT USD-M Perp for a Fixed 24h After a 12h Open-Interest Flush Coincides With a 12h Price Drop (both in the bottom tail of their own trailing 90-day distributions), Flat ~89% of the Time (1H, long-only, 3 parameters)

Single-instrument, single-leg, long-only EVENT trade on DOGEUSDT.BINANCE (Binance USD-M perp), 1-HOUR bars plus the Binance USD-M open-interest feed (supplementary key `open_interest`, sourced from the Binance Vision…

Hypothesis

Single-instrument, single-leg, long-only EVENT trade on DOGEUSDT.BINANCE (Binance USD-M perp), 1-HOUR bars plus the Binance USD-M open-interest feed (supplementary key `open_interest`, sourced from the Binance Vision 5-minute metrics files, history from 2021-12). The event is a forced-deleveraging episode: over the last 12 hours, OI has fallen by more than it did in 95% of the trailing 90 days, AND price has fallen by more than it did in 85% of the trailing 90 days. That is the 'OI down + price down = longs……Show moreShow less

Single-instrument, single-leg, long-only EVENT trade on DOGEUSDT.BINANCE (Binance USD-M perp), 1-HOUR bars plus the Binance USD-M open-interest feed (supplementary key `open_interest`, sourced from the Binance Vision 5-minute metrics files, history from 2021-12). The event is a forced-deleveraging episode: over the last 12 hours, OI has fallen by more than it did in 95% of the trailing 90 days, AND price has fallen by more than it did in 85% of the trailing 90 days. That is the 'OI down + price down = longs liquidating' quadrant. Those sellers did not choose to sell. They are liquidated or margin-called longs who pay for immediacy. Market makers and dip buyers take the other side and are paid through a subsequent partial rebound. POINT-IN-TIME PRE-STUDY, done before this proposal (2022-01 to 2026-09, entry at the next bar close after the trigger, 0.10% round trip deducted). (a) Breadth check on 9 pre-2021 USD-M names: the 12h forward return was positive on 8 of 9 coins. Pooled yearly means were +0.31%, +1.00%, +0.57%, +0.48% and -0.02% (2022-2026), 788 events. (b) DOGE was then chosen WITH knowledge of (a), with a 12-cell grid; deflation should count about 100 trials. (c) DOGE with a 12h lookback, 5%/15% tails and a 24h clock: 195 events. Mean NET return +0.84% per trade, calendar Sharpe about 0.97, every year positive (+0.40, +1.02, +1.41, +0.58, +0.22). Loosening the tails to 10%/20% collapses the edge to +0.23%, so the effect is tail-only forced flow. Honesty notes: a Sharpe of 0.97 is at the lesson-166 bar, not above it; XRP fails the same test; 2026 is the weakest year.

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