BTC Daily Z-Score Dip Buy in Uptrend

Hypothesis

A simple long-only mean-reversion strategy on BTCUSDT perpetual futures using daily bars. The strategy buys oversold dips ONLY when the broader trend is up (price above 200-day SMA). Edge is simple and well-documented: in established uptrends, sharp short-term selloffs in BTC tend to revert as dip-buyers and trend-followers reload positions. The 200-day filter avoids the failure mode of catching falling knives in bear markets, which is when mean-reversion strategies typically blow up. Designed deliberately as a low-frequency, low-parameter strategy (only 4 parameters total) to avoid the verification timeouts and overfitting failures seen in recent complex pairs/funding/seasonality strategies. Holds 3-10 days per trade, ~2-4 trades per month, with per-trade target moves of 3-5% which dwarfs the 0.10% round-trip futures fee.