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All hypotheses

Hypotheses

BTC-Signal-Driven Diversified Alt-Basket Beta-Timing, Long-Short (Signal: BTCUSDT.BINANCE Momentum Confluence → Execute Equal-Weight ETH+SOL+BNB USD-M Perps in BTC's Direction, Pure OHLCV, 3-Parameter)

A LONG-SHORT, MULTI-INSTRUMENT, pure-OHLCV strategy that uses the ONLY signal empirically shown to carry edge in this factory — BTC's dual-timeframe momentum confluence (the paper-stage survivor) — as an exogenous…

Hypothesis

A LONG-SHORT, MULTI-INSTRUMENT, pure-OHLCV strategy that uses the ONLY signal empirically shown to carry edge in this factory — BTC's dual-timeframe momentum confluence (the paper-stage survivor) — as an exogenous driver to time a DIVERSIFIED, equal-weight basket of three higher-beta alt perps (ETHUSDT, SOLUSDT, BNBUSDT), taking all three in BTC's confirmed direction. It is grounded in the session's exhaustive evidence: an alt's OWN price signal has NO edge (XRP, LINK, SOL, ETH all died 'no edge'), supplementary……Show moreShow less

A LONG-SHORT, MULTI-INSTRUMENT, pure-OHLCV strategy that uses the ONLY signal empirically shown to carry edge in this factory — BTC's dual-timeframe momentum confluence (the paper-stage survivor) — as an exogenous driver to time a DIVERSIFIED, equal-weight basket of three higher-beta alt perps (ETHUSDT, SOLUSDT, BNBUSDT), taking all three in BTC's confirmed direction. It is grounded in the session's exhaustive evidence: an alt's OWN price signal has NO edge (XRP, LINK, SOL, ETH all died 'no edge'), supplementary confirms fail on coverage/edge (taker, OI, premium abandoned), and only BTC price momentum is real — so this does not rely on any alt's own signal, only on BTC's proven leadership, which alts follow with higher beta. It is the risk-diversified evolution of my single-ETH lead-lag idea: a single alt carries idiosyncratic decoupling risk (an ETH-specific event mis-times the trade), whereas an equal-weight 3-alt basket averages that noise out and expresses cleaner BTC-led market beta, lowering variance for the same signal. It stays entirely in PURE OHLCV (the only reliably measurable, coverage-complete data — supplementary feeds hit coverage ceilings), is developer-safe (BTC signal + equal-weight basket execution, standard incremental indicators), measurable (~120-200 signal changes at the BTC-confluence cadence over multi-year history), and fee-viable (alt beta makes each leg's move ~1.2-1.5× BTC's, ~3-6% per 4H trend leg vs the ~0.10% fee). It fills the under-target LONG-SHORT (13.3%) and multi-instrument scope (19.1%) buckets. Only 3 parameters.

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