Hypotheses
LINK Intraday Large-Impulse-Bar Continuation (Single-Instrument USD-M, Long-Short, 1H, Ride Directional Impulse Bars, Tight Initial Stop, Trailing-Stop Winners, Discrete Capital-Capped, Pure OHLCV)
A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday MOMENTUM-CONTINUATION strategy on LINKUSDT.BINANCE USD-M perpetual futures (1-HOUR bars) -- the next asset in the factory's VALIDATED, analyst-endorsed…
Strategies
- LinkImpulseBarContinuationTrendLS1H Abandoned
Hypothesis
A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday MOMENTUM-CONTINUATION strategy on LINKUSDT.BINANCE USD-M perpetual futures (1-HOUR bars) -- the next asset in the factory's VALIDATED, analyst-endorsed IMPULSE-CONTINUATION family. The ETH instance (EthImpulseBarContinuationTrendLS1H) PASSED optimization at Sharpe 1.40 and is PROMOTING; BTC, SOL, and XRP instances are in pipeline. The analyst's standing guidance after the funding-carry and basket-refinement failures is 'route novelty to the validated intraday……Show moreShow less
A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday MOMENTUM-CONTINUATION strategy on LINKUSDT.BINANCE USD-M perpetual futures (1-HOUR bars) -- the next asset in the factory's VALIDATED, analyst-endorsed IMPULSE-CONTINUATION family. The ETH instance (EthImpulseBarContinuationTrendLS1H) PASSED optimization at Sharpe 1.40 and is PROMOTING; BTC, SOL, and XRP instances are in pipeline. The analyst's standing guidance after the funding-carry and basket-refinement failures is 'route novelty to the validated intraday continuation family.' This applies it to the family's missing DeFi/oracle-infrastructure sector. MECHANISM (mirrors the proven ETH template exactly): an IMPULSE bar is a 1H bar whose directional body (close - open) exceeds impulse_mult x ATR(atr_period) AND closes in the strong third of its high-low range -- a high-conviction directional thrust (genuine flow/information, not noise). The strategy enters in the impulse direction to capture short-horizon CONTINUATION before the move is absorbed, with a TIGHT initial stop (cut losers fast) and a TRAILING stop that lets continuation winners run. WHY LINK: among uncovered majors it is the best survival/additivity balance -- top-10 liquidity (clean signal), ample 1H intraday volatility (frequent large impulse bars -> dense walk-forward population, strong continuation character), and a genuinely DECORRELATED oracle/DeFi-infrastructure driver (distinct from the existing family's store-of-value BTC, smart-contract ETH, L1 SOL, and payment XRP) -> real portfolio diversification. LINK is deliberately chosen over the higher-impulse but mania-prone DOGE because the analyst's dominant holdout-killer is CONCENTRATION -- LINK's volatility is more DISTRIBUTED across years (it trades actively in all regimes, not just 2021/2024 retail manias), giving the best generalization/holdout odds, exactly the distributed-return profile that let the ETH impulse pass. WHY IT GENERALIZES WHERE OTHER SINGLE-ASSET INTRADAY DECAYED: impulse-continuation is EVENT-DRIVEN and SELECTIVE (only large-conviction bars), the higher-quality signal that passed the ETH holdout, unlike VWAP-continuation (rode noisy excursions, decayed) and single-asset TSM/continuous-trend (whipsawed, mania-beta -- a DIFFERENT mechanism). WHAT IT AVOIDS (every closed path): NOT funding/carry/cross-venue (comprehensively closed -- uncreditable funding + HL-data wall); NOT a basket refinement (prohibited axis); NOT single-asset TSM/continuous-trend (dead -- event-driven not continuous); NOT reversion (dead); NOT continuous-rebalance/netting-flip (the 316%/385% sizing-artifact cause -- this uses DISCRETE enter-then-exit-to-FLAT, like the cleanly-sized ETH sibling). EVERY design choice respects the lessons: (1) DISCRETE entries, flat between signals, sized against STABLE realized equity (excl. unrealized PnL), hard-capped <=100% (leverage 1x). (2) FEE-AWARE: fires only on large-impulse bars; LINK's big intraday moves clear the ~0.10% RT floor easily -- NOT scalping. (3) DENSE: hundreds of 1H impulse events/yr -> populates the 3-window walk-forward. (4) PURE OHLCV. Per the 'favor simpler' mandate, 3 tunables (impulse_mult, trail_mult, init_stop_mult) mirroring the proven ETH config.
Backtest and paper results are hypothetical. Trading involves risk of loss.