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Hypotheses

ETH Volume-Confirmed Momentum, Long-Short (Single-Instrument ETHUSDT.OKX Perp, 4H Bars — Take Directional Momentum ONLY When a Volume Surge Confirms Genuine Participation, Flat Otherwise, ATR-Trailing, 3-Parameter)

A LONG-SHORT, single-instrument, pure-OHLCV strategy on ETHUSDT.OKX USD-M perpetual that trades directional momentum ONLY when a concurrent VOLUME SURGE confirms real participation, and stands flat otherwise. It keeps…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV strategy on ETHUSDT.OKX USD-M perpetual that trades directional momentum ONLY when a concurrent VOLUME SURGE confirms real participation, and stands flat otherwise. It keeps the one principle with demonstrated positive edge in this factory — the survivor's SELECTIVE directional filter (trade only high-conviction momentum, flat on non-confirmation) — but replaces the second-timeframe confirm with a genuinely DIFFERENT, non-overfit-prone confirmation axis: VOLUME. This……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV strategy on ETHUSDT.OKX USD-M perpetual that trades directional momentum ONLY when a concurrent VOLUME SURGE confirms real participation, and stands flat otherwise. It keeps the one principle with demonstrated positive edge in this factory — the survivor's SELECTIVE directional filter (trade only high-conviction momentum, flat on non-confirmation) — but replaces the second-timeframe confirm with a genuinely DIFFERENT, non-overfit-prone confirmation axis: VOLUME. This makes it materially distinct from every pending idea (dual-timeframe / EMA-structure momentum confluence on BTC/XRP/LINK, Turtle breakout on BNB, weekly ORB on ETH) — the selectivity gate is volume-backed participation, not a timeframe agreement, breakout, or range. It is deliberately built to avoid the session's confirmed failure modes: NOT a generic unconfirmed breakout/channel/MR (all shown to have negative per-trade expectancy on measurable samples), NOT an options/supplementary/low-frequency idea (which die in the developer stage or as unmeasurable samples), NOT a majors cross-sectional rotation (banned by L32). It is SIMPLE pure-OHLCV single-instrument with standard incremental indicators (developer ships it without swaps/timeouts), sits in the fee-viable / measurable zone (4H volume-backed legs of ~1-3% dwarf the ~0.10% fee; volume surges recur often enough for ~150-250 trades over multi-year history), and fills the under-target LONG-SHORT bucket (13.4% vs an 86%-long-only book). Only 3 parameters. ETH is chosen for the deepest, cleanest volume series among liquid majors and because its prior confluence attempt died on OVERFIT (not on absent edge), suggesting a real directional signal that a simpler, volume-gated construction can capture more robustly.

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