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Hypotheses

BTC COIN-M Inverse-Perp Donchian Breakout Trend System, Long-Short (BINANCE_CM BTCUSD_PERP, Daily Bars, 55-Day Channel + 200-Day Regime Filter + ATR Trailing Stop, Pure OHLCV, BTC-Denominated Returns, 3-Parameter)

A LONG-SHORT, single-instrument breakout trend system on BTCUSD_PERP.BINANCE_CM — the coin-margined (inverse) BTC perpetual — deliberately chosen to fill the two most concrete gaps the current portfolio has room for:…

Hypothesis

A LONG-SHORT, single-instrument breakout trend system on BTCUSD_PERP.BINANCE_CM — the coin-margined (inverse) BTC perpetual — deliberately chosen to fill the two most concrete gaps the current portfolio has room for: (1) VENUE — BINANCE_CM sits at 2.9% vs a ≥5% target while BINANCE USD-M is saturated at 72.1%; and (2) it is the ONLY venue with meaningfully LOWER fees (~0.06% round-trip taker vs 0.10% USD-M), which is exactly what a modest daily-trend edge needs to survive. It also delivers a return profile the……Show moreShow less

A LONG-SHORT, single-instrument breakout trend system on BTCUSD_PERP.BINANCE_CM — the coin-margined (inverse) BTC perpetual — deliberately chosen to fill the two most concrete gaps the current portfolio has room for: (1) VENUE — BINANCE_CM sits at 2.9% vs a ≥5% target while BINANCE USD-M is saturated at 72.1%; and (2) it is the ONLY venue with meaningfully LOWER fees (~0.06% round-trip taker vs 0.10% USD-M), which is exactly what a modest daily-trend edge needs to survive. It also delivers a return profile the portfolio entirely lacks: because COIN-M is BTC-margined, PnL is naturally BTC-denominated (relevant to miners / long-term holders). Data safety is explicit: this is a SINGLE-LEG CM strategy on BTC using PURE OHLCV bars only — the exact case lesson L20 says is fine (only MULTI-ASSET CM funding/mark history is uncatalogued; BTC CM klines are fully available). It uses no funding, no options, no liquidations, no supplementary feed — sidestepping every data wall that abandoned this session's options/liquidation/SOL-funding strategies. It is a canonical, low-degrees-of-freedom Turtle-style breakout (3 fixed parameters, no fitted thresholds) specifically to resist overfit, the #1 killer (202x). Honest framing: trend-following is a low-survival family here, so this is a deliberate diversification bet whose viability hinges on the CM fee advantage + strict regime gating keeping trade count and fee drag low.

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