BTC 4H VWAP-Distance Mean-Reversion Long with Daily Bull Regime Filter

A long-only single-instrument MICROSTRUCTURE-BASED mean-reversion strategy on BTCUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This is the THIRD orthogonal mean-reversion mechanism for the portfolio: SolFourHourBbOversoldMeanReversionLong fires on STATISTICAL distance (std-dev from SMA), BnbFourHourRsi2OversoldMeanReversionLong fires on VELOCITY (rate of recent decline), and this proposal fires on MICROSTRUCTURE positioning (distance from volume-weighted average price). VWAP is the canonical institutional execution benchmark — large players actively work orders against VWAP, creating real defensive flow when price gaps materially below it. The three triggers fire on different bar conditions: BB triggers when price has drifted FAR below the simple-mean over many bars; RSI(2) triggers when price has dropped FAST over 2-3 bars; VWAP-distance triggers when price has moved AWAY from where most recent volume traded (a different statistical property — VWAP is volume-weighted, so it's anchored to where institutions executed). BTC is chosen specifically because (a) BTC has the most reliable data path in the system (proven by Sharpe 3.74 BtcFourHourVolumeBreakoutLong already in paper trading), (b) BTC has only momentum/breakout coverage (4H Vol Breakout + Spot Drawdown) — it's missing a 4H mean-reversion mechanism, (c) BTC has the deepest institutional flow of any crypto, making VWAP a meaningful microstructure reference rather than retail noise, (d) BTC's lower volatility produces cleaner VWAP-distance signals than higher-volatility alts where VWAP gets blown out by retail panics. The strategy uses 4H timeframe specifically because daily-bar fetches have proven unreliable (10+ Layer 3 infrastructure failures). 4H bars on BTCUSDT.BINANCE are empirically reliable. Only 4 parameters total (VWAP rolling window in 4H bars, distance threshold pct, regime EMA period, stop-loss pct), all economically meaningful, low overfitting surface.