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Hypotheses

Open-Interest-Confirmed Breakout, Single-Venue Long-Short (Single-Instrument ETHUSDT.BINANCE USD-M — Take a Donchian-Channel Breakout ONLY When It Is Backed by a Simultaneous EXPANSION in Open Interest (Fresh Positioning Capital Entering), FLAT/Skip the Breakouts That Fire on FALLING OI = Short-Covering / Stop-Run Fakeouts, ATR-Trailing Exit, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE strategy on ETHUSDT.BINANCE USD-M perpetual. It is the orthogonal-feed upgrade of the factory's one proven survivor (BTC dual-timeframe momentum confluence LS): instead of…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE strategy on ETHUSDT.BINANCE USD-M perpetual. It is the orthogonal-feed upgrade of the factory's one proven survivor (BTC dual-timeframe momentum confluence LS): instead of confirming a momentum breakout with a second PRICE timeframe (pure OHLCV, the 0/213 dead class per L42), it confirms the breakout with OPEN INTEREST — a genuinely orthogonal, well-populated catalog feed whose mechanism is positioning-flow, not a re-derivation of trend. Core observation: a price……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE strategy on ETHUSDT.BINANCE USD-M perpetual. It is the orthogonal-feed upgrade of the factory's one proven survivor (BTC dual-timeframe momentum confluence LS): instead of confirming a momentum breakout with a second PRICE timeframe (pure OHLCV, the 0/213 dead class per L42), it confirms the breakout with OPEN INTEREST — a genuinely orthogonal, well-populated catalog feed whose mechanism is positioning-flow, not a re-derivation of trend. Core observation: a price breakout is only sustainable when it is backed by FRESH capital taking new positions. A breakout on RISING open interest means new longs (upside) or new shorts (downside) are entering and pushing price — it tends to follow through. A breakout on FALLING open interest is short-covering (upside) or long-liquidation (downside) closing existing positions into a vacuum — no new conviction, so it typically fails and reverts. The strategy therefore takes a Donchian-channel breakout ONLY when open interest is simultaneously EXPANDING, and SKIPS (stays flat on) breakouts that fire while OI contracts. This is distinct from the dead cross-sectional OI-confirmed momentum ROTATION family (whose edge was cross-sectional dispersion across 8 names ranked and dollar-neutralized — this is a single-instrument time-series breakout gate, no ranking, no cross-sectional book) and from an OI-FLUSH reversal (opposite sign: this requires OI to RISE with the move, not collapse). Single-venue, single-instrument — no cross-venue joint-availability problem (L44), no options/IV feed (L43). ETHUSDT chosen for deep liquidity, well-populated OI history, and high volatility so breakout follow-through clears the 0.10% USD-M round trip with margin; diversifies away from the 2%-survival BTC tag. 3 parameters to resist overfit. Instruments: ["ETHUSDT.BINANCE"]. venue_type: futures. data_requirements: ["ohlcv", "open_interest"].

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