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All hypotheses

Hypotheses

Dual-Momentum Concentrated Rotation — Hold ONLY the Single Strongest Major LONG and the Single Weakest Major SHORT, Gated by Each Leg's Own Absolute-Momentum Trend, Monthly Rebalance (BINANCE USD-M, Daily Bars, Long-Short, Concentrated Trend-Beta, 2-Parameter)

A LONG-SHORT, MULTI-INSTRUMENT rotation that rides the ONE proven edge (momentum/trend) in the well-evidenced DUAL-MOMENTUM form (relative strength + absolute-momentum trend filter), a construction distinct from every…

Hypothesis

A LONG-SHORT, MULTI-INSTRUMENT rotation that rides the ONE proven edge (momentum/trend) in the well-evidenced DUAL-MOMENTUM form (relative strength + absolute-momentum trend filter), a construction distinct from every pending sleeve. It is engineered specifically against the two killers that just ended my trend probes: (a) OVERFIT / few-trade DSR corners — the ETH OI-breakout died when the optimizer collapsed it to 9 trades; this sleeve has only 2 tunable parameters and NO thresholds an optimizer can push into a……Show moreShow less

A LONG-SHORT, MULTI-INSTRUMENT rotation that rides the ONE proven edge (momentum/trend) in the well-evidenced DUAL-MOMENTUM form (relative strength + absolute-momentum trend filter), a construction distinct from every pending sleeve. It is engineered specifically against the two killers that just ended my trend probes: (a) OVERFIT / few-trade DSR corners — the ETH OI-breakout died when the optimizer collapsed it to 9 trades; this sleeve has only 2 tunable parameters and NO thresholds an optimizer can push into a corner (it always holds exactly one long and one short), and monthly rebalancing over 6+ years gives ~80 rebalances × 2 legs for a robust sample; (b) FEE_EDGE — it concentrates capital in the SINGLE strongest uptrend and SINGLE weakest downtrend and holds for weeks, so per-trade capture (10–40% trend legs) dwarfs the ~0.10% fee, the opposite of the sub-fee fades in the graveyard. It is NOT the pending TSMOM basket (that trades all 8 names independently and aggregates; this concentrates in the two extremes), NOT the dead cross-sectional-neutral rotation (that was dollar-neutral rank-spread which stripped trend beta; this KEEPS directional trend beta via the absolute-momentum gate), NOT single-asset trend (L56 spray), NOT reversion/pairs/funding/options (all dead/broken). Pure OHLCV, computationally TRIVIAL (rank 6 assets by one trailing return monthly). Fills the under-represented multi-instrument and long-short buckets. Exactly 2 tunable parameters: the momentum lookback and the rebalance interval.

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