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Multi-Symbol Major Crypto 4H Donchian Breakout Portfolio Long

A long-only multi-instrument portfolio breakout strategy on a basket of 5 major Binance USD-M perpetuals (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT) using 4-HOUR bars. Each symbol is monitored independently for a…

Hypothesis

A long-only multi-instrument portfolio breakout strategy on a basket of 5 major Binance USD-M perpetuals (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT) using 4-HOUR bars. Each symbol is monitored independently for a Donchian channel breakout: 4H close > prior 30-bar high (~5 days lookback) triggers a long entry on that single symbol. Each leg risks 4% of equity (notional ~25% per leg given the 8% stop), with portfolio cap at 3 concurrent positions max (12% aggregate risk). Exits: trailing stop at prior 15-bar low……Show moreShow less

A long-only multi-instrument portfolio breakout strategy on a basket of 5 major Binance USD-M perpetuals (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT) using 4-HOUR bars. Each symbol is monitored independently for a Donchian channel breakout: 4H close > prior 30-bar high (~5 days lookback) triggers a long entry on that single symbol. Each leg risks 4% of equity (notional ~25% per leg given the 8% stop), with portfolio cap at 3 concurrent positions max (12% aggregate risk). Exits: trailing stop at prior 15-bar low (~2.5 days), 8% hard stop, or 20-bar time stop. NO volume confirmation filter (the 4H volume breakout single-instrument template is already in pipeline for these symbols — this strategy deliberately uses pure-price Donchian to test whether the aggregator structure alone supplies the edge). NO regime/trend gate (200-SMA filters caused the DOGE Bollinger failure by firing at trend changes rather than dips). The aggregator multiplies trade frequency: each symbol produces ~40-60 4H breakouts/year, so the 5-symbol basket generates ~200-300 trades/year — well above the walk-forward statistical threshold and avoiding the rare-event concentration that empirically falsified XRP/ADA/DOGE/LINK daily breakouts at N=4. Per-symbol drawdowns are imperfectly correlated (BTC vs SOL vs AVAX have different regime sensitivities), so equity-curve smoothing comes from intra-basket diversification, not from a single symbol's hot streak. Risk profile: 4% per-trade risk, max 12% portfolio exposure, hard 8% stop per position, no leverage stacking.

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