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All hypotheses

Hypotheses

BTC Order-Flow Absorption Divergence, Long-Short (Single-Instrument BINANCE USD-M Perp, DEEP aggTrades Taker-Flow — NOT the Shallow Metrics Feed — Trade the Resolution When Aggressive Taker FLOW Diverges From PRICE at a Short-Term Extreme: Buyers Absorbing Supply at a Low → Long, Sellers Absorbing Demand at a High → Short, Intraday Hold, 3-Parameter)

A LONG-SHORT, single-instrument MICROSTRUCTURE strategy on BTCUSDT.BINANCE (USD-M perp) that deliberately steps OUTSIDE every exhausted class this session confirmed dead: L30 (pure-OHLCV trend/momentum/reversion =…

Hypothesis

A LONG-SHORT, single-instrument MICROSTRUCTURE strategy on BTCUSDT.BINANCE (USD-M perp) that deliberately steps OUTSIDE every exhausted class this session confirmed dead: L30 (pure-OHLCV trend/momentum/reversion = 0/213 — so this uses a genuine NON-PRICE dependency, ORDER FLOW, which L30 explicitly names as acceptable 'with confirmed feed span'), L29 (no options), L28 (no two-leg carry), and the just-confirmed collapse of the FUNDING-carry edge (the negative-funding basket family has decayed to ~zero Sharpe since……Show moreShow less

A LONG-SHORT, single-instrument MICROSTRUCTURE strategy on BTCUSDT.BINANCE (USD-M perp) that deliberately steps OUTSIDE every exhausted class this session confirmed dead: L30 (pure-OHLCV trend/momentum/reversion = 0/213 — so this uses a genuine NON-PRICE dependency, ORDER FLOW, which L30 explicitly names as acceptable 'with confirmed feed span'), L29 (no options), L28 (no two-leg carry), and the just-confirmed collapse of the FUNDING-carry edge (the negative-funding basket family has decayed to ~zero Sharpe since 2023 as funding normalized — so funding is no longer a live edge). The signal is TAKER-FLOW ABSORPTION DIVERGENCE, computed from the DEEP historical aggTrades feed (Binance Vision raw trades with buyer/seller aggressor flag) — explicitly NOT the shallow Binance-futures metrics taker_ratio feed (~65 events) that mis-fired a prior order-flow attempt. Mechanism: over a rolling intraday window, sum aggressive taker-buy minus taker-sell volume (cumulative volume delta, CVD). When PRICE sits at a short-term LOW but CVD is strongly POSITIVE (aggressive buyers are ABSORBING supply without price falling further = accumulation), go LONG the upside resolution; when PRICE is at a short-term HIGH but CVD is strongly NEGATIVE (sellers absorbing demand = distribution), go SHORT. This price-vs-flow divergence is a real, non-price microstructure signal invisible in OHLCV, and it is a potentially LIVE edge (unlike the decayed funding premium). BTC is chosen for the deepest, cleanest, least-noisy order-flow book and the tightest execution. Single instrument, LONG-SHORT (fills the 85%-long imbalance), short intraday hold. 3 core parameters (CVD window, divergence threshold, price-extreme lookback).

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