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All hypotheses

Hypotheses

BTC Volatility-Regime-Gated Momentum Confluence, Long-Short (Single-Instrument BTCUSDT.BINANCE Perp, 4H+1D Momentum ACTIVE ONLY in Normal-to-Elevated Volatility Regimes, Flat in Dead-Low-Vol Chop, ATR-Trailing, 3-Parameter)

A LONG-SHORT, single-instrument, pure-OHLCV strategy on BTCUSDT.BINANCE USD-M perpetual that runs the factory's ONLY proven-positive mechanism — 4H primary + 1D confirm momentum confluence (the paper-stage survivor,…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV strategy on BTCUSDT.BINANCE USD-M perpetual that runs the factory's ONLY proven-positive mechanism — 4H primary + 1D confirm momentum confluence (the paper-stage survivor, Sharpe ~1.99) — but adds a VOLATILITY-REGIME ENTRY GATE: it only takes the momentum trade when realized volatility is in a normal-to-elevated regime, and it stands flat when volatility is dead-low. This is a distinct robustness lever from everything in my pending book: the horizon variants (faster……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV strategy on BTCUSDT.BINANCE USD-M perpetual that runs the factory's ONLY proven-positive mechanism — 4H primary + 1D confirm momentum confluence (the paper-stage survivor, Sharpe ~1.99) — but adds a VOLATILITY-REGIME ENTRY GATE: it only takes the momentum trade when realized volatility is in a normal-to-elevated regime, and it stands flat when volatility is dead-low. This is a distinct robustness lever from everything in my pending book: the horizon variants (faster 1H+4H, macro 4H+1W) changed the timeframe and were FALSIFIED; the vol-TARGETED trend scales SIZE by inverse vol; this instead FILTERS ENTRIES by the volatility regime. The rationale is grounded in the exhaustive evidence: momentum's edge is real on BTC but fragile, and its variants' failure mode is whipsaw in low-conviction regimes — dead-low-volatility ranges are exactly where trend signals produce false flips and bleed. Sitting those out (trading only when volatility indicates a real directional environment) targets that failure directly, potentially lifting per-trade edge and cutting the choppy-period drawdown. It stays on BTC (the one instrument with demonstrated tradability), pure OHLCV (only reliably measurable, coverage-complete data — grids/supplementary/relative-value all failed on execution, coverage, or DD), single-instrument, developer-safe with standard incremental indicators, and measurable (~100-200 trades over multi-year history). It fills the under-target LONG-SHORT bucket (13.7% vs 86.3% long-only). 3 parameters, with the vol-regime threshold set from a rolling percentile (non-tuned) to limit overfit.

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