BTC and ETH 1H Bollinger Band Reversion with 4H Trend Filter Long-Short Portfolio

A LONG-SHORT, multi-timeframe, trend-aware mean-reversion strategy on BTCUSDT.BINANCE and ETHUSDT.BINANCE perpetual futures. Structurally distinct from every current portfolio strategy: the promoted CrossSectionalMeanReversion3Major is multi-instrument cross-sectional MR; the promoted ETH+SOL 1H+4H is long-only breakout; my pipelined MultiTimeframePullbackBTCBNBLong is long-only pullback-to-SMA; my pipelined BTCETHCointegrationPairsReversion is dollar-neutral pairs; my pipelined BTCVolatilityTargetedLong is long-only vol-overlay. This strategy is the FIRST in the portfolio to combine: (a) trend-following framework (4H SMA(50) filter), (b) statistically-grounded mean-reversion signal (1H Bollinger Bands at ±2σ), AND (c) LONG-SHORT direction. The mechanism: when the 4H trend is UP (close > 4H SMA(50) AND SMA slope rising), Bollinger -2σ touches on 1H represent oversold dips WITHIN an uptrend — buy the dip with mean-reversion thesis, exit on +1σ recovery (back to center). When the 4H trend is DOWN, Bollinger +2σ touches represent overbought rallies WITHIN a downtrend — short the rally. The trend filter prevents the strategy from fighting trend (which killed pure mean-reversion strategies on majors); the Bollinger threshold provides precise statistical entry timing (well-documented technical analysis tool, not curve-fit). This responds to the analyst's directive to pursue 'materially differentiated mechanism classes' beyond the cross-sectional MR class which has been declared closed. Uses ONLY BINANCE USD-M perp 1H + 4H bars (proven clean data; the recent 1H+4H success demonstrates this combination is testable). Fills FOUR critical gaps: (1) LONG-SHORT direction (14.8% → toward 45%), (2) trend-aware mean-reversion hybrid mechanism (zero in portfolio), (3) two-asset multi-timeframe (covers different instruments than the ETH+SOL success and BTC+BNB pullback), (4) OHLCV-only data dependency. Position sizing: 12% per instrument per direction; max 24% gross per instrument; max 48% gross portfolio total. Risk per trade: 1.0% of equity from per-trade 1.0% Bollinger-band-width stop.