SOL Spot 4H Negative Realized-Skewness Mean-Reversion Long with Trend Filter

A long-only, single-instrument BINANCE_SPOT strategy on SOLUSDT 4H bars using a higher-moment statistical signal: realized skewness of log returns over the last 20 bars. When the third moment of returns becomes strongly negative (large drawdown bars dominate the recent window) AND the broader trend remains intact (close > sma_100), enter long anticipating mean-reversion of the skewness toward neutral as volatility normalizes. This is a fundamentally different mechanism class from everything currently in the pipeline: (a) classical first-moment indicators (MACD, OBV, SAR, RSI, Heikin-Ashi) all use price-level or smoothed-price information — empirically refuted on ADA 4H; (b) volume-z and bar-range mechanisms (ADAVolumeSpikeMeanReversionLong, ETHSpotNR4BreakoutLong, ADAHammerReclaimAbsorptionLong) use volume or range geometry; (c) Donchian/breakout and trend-continuation mechanisms (most pipeline entries) use first-moment momentum. Realized skewness is the third standardized moment — orthogonal to all of these. Spot venue chosen because BINANCE_SPOT is critically under-quota at 6.3% vs 15% target. SOL spot specifically because no SOL spot strategies exist in the pipeline (current spot entries are BTC and ETH only), adding within-venue instrument diversity. Long-only-only because (i) the strategy is on a CASH-account spot instrument; (ii) the skewness-mean-reversion mechanism has the strongest empirical support on the bullish side per the crypto leverage-effect literature; (iii) short-only directional on crypto majors has been empirically refuted.