Skip to content
All hypotheses

Hypotheses

BTC Single-Asset Macro Trend Regime Long-Short on BINANCE Daily (50d/200d MA Crossover, Months-Long Holding, Macro Horizon)

Single-asset macro trend regime strategy on BTCUSDT.BINANCE using the classic 50-day / 200-day moving average crossover — one of the most documented and simplest macro-regime classifiers in financial literature. LONG…

Hypothesis

Single-asset macro trend regime strategy on BTCUSDT.BINANCE using the classic 50-day / 200-day moving average crossover — one of the most documented and simplest macro-regime classifiers in financial literature. LONG when 50d_MA > 200d_MA AND the spread is widening (confirmed bull regime); SHORT when 50d_MA < 200d_MA AND spread is widening on the down side (confirmed bear regime); FLAT during regime transitions (crossover events without confirmation). This is the SINGLE-ASSET application of the Antonacci 2014……Show moreShow less

Single-asset macro trend regime strategy on BTCUSDT.BINANCE using the classic 50-day / 200-day moving average crossover — one of the most documented and simplest macro-regime classifiers in financial literature. LONG when 50d_MA > 200d_MA AND the spread is widening (confirmed bull regime); SHORT when 50d_MA < 200d_MA AND spread is widening on the down side (confirmed bear regime); FLAT during regime transitions (crossover events without confirmation). This is the SINGLE-ASSET application of the Antonacci 2014 'Dual Momentum' framework simplified to time-series only. Holding periods are MONTHS (regime cycles last 3-12 months in BTC), filling the SEVERELY UNDER-REPRESENTED macro_1w_plus horizon quota (currently 0.5% — nearly untouched in 1135 experiments). The mechanism is FUNDAMENTALLY DIFFERENT from my in-pipeline TSM family (t-stat-based fast-moving signal, weekly turnover) and RSI MR family (extreme-reversal short-horizon signal): macro regime captures the slowest-moving trend persistence available in BTC daily data. Single-asset scope means no multi-asset translation curse. BTCUSDT.BINANCE 1D is on the system's explicit safe-list. Helps direction quota (90.0% long-only — adds long/short/flat positions). Fills macro horizon quota (0.5% vs the implicit need for slower-horizon strategies to balance the 48.8% mid_long_4h_12h concentration). The combination of TSM (weeks) + RSI MR (days) + MACRO REGIME (months) on the same instrument creates a multi-horizon strategy stack.

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