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All hypotheses

Hypotheses

LTC Volatility-Normalized Donchian Channel Breakout, Trend-Filtered Long-Short (LTCUSDT.BINANCE USD-M, 12H Bars, Enter on a New N-Bar Channel Extreme Aligned With a Slow Absolute-Trend Filter, ATR Trailing Exit, 3-Parameter)

A LONG-SHORT, single-instrument, pure-OHLCV TREND-FOLLOWING BREAKOUT on LTCUSDT.BINANCE USD-M perpetual (12H bars). Trend-following is the ONLY mechanism family that has survived to paper stage in this factory (BTC and…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV TREND-FOLLOWING BREAKOUT on LTCUSDT.BINANCE USD-M perpetual (12H bars). Trend-following is the ONLY mechanism family that has survived to paper stage in this factory (BTC and ADA dual-timeframe momentum confluence). Rather than re-skin that exact 4H+1D moving-average-confluence recipe (which overfits when ported to noisier alts), this expresses the same underlying edge — directional persistence after a genuine regime shift — through a DIFFERENT, mechanically simpler……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV TREND-FOLLOWING BREAKOUT on LTCUSDT.BINANCE USD-M perpetual (12H bars). Trend-following is the ONLY mechanism family that has survived to paper stage in this factory (BTC and ADA dual-timeframe momentum confluence). Rather than re-skin that exact 4H+1D moving-average-confluence recipe (which overfits when ported to noisier alts), this expresses the same underlying edge — directional persistence after a genuine regime shift — through a DIFFERENT, mechanically simpler signal: a Donchian channel breakout. The entry fires on a NEW N-bar high/low (a real range expansion / new information event), which produces LARGE per-trade captures that clear fees, unlike the sub-fee mean-reversion, VWAP, opening-range, funding-gated, OI-gated and liquidation-fade classes the meta-learner has closed (L70/L71/L80/L83/L85/L89). Instrument choice is deliberate diversification away from the saturated BTC/ETH/SOL/ADA names: LTCUSDT is a top-tier-liquid, 2020-listed major with full multi-year history that has been barely tested in this factory, reducing best-of-N overfit selection pressure. Only 3 parameters (channel length, trend-filter length, ATR trailing multiple) to fight the overfit deaths that killed the more heavily-parameterized trend variants (BtcEfficiencyGatedChannelBreakout, BtcTrendPullbackContinuation).

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