LTC Daily Trend Following with ATR Volatility Sizing

Hypothesis

A simple daily-timeframe trend-following strategy on LTCUSDT futures. LTC is one of the oldest, most liquid altcoins with strong momentum characteristics during regime shifts (halvings, BTC correlation phases). The strategy uses a single continuous signal: the position of the daily close within a 50-day price channel, normalized to [-1, +1]. When the signal crosses above +0.6 (price near the 50d high), enter long. When below -0.6, enter short. Position size is volatility-adjusted using 14-day ATR so risk per trade stays constant across volatility regimes. Daily bars mean only ~50-100 trades per year, making fee drag minimal (~0.10% RT vs typical 5-15% daily move targets). This avoids the frozen-signal problem because the channel-position signal is continuous and varies every bar — entry/exit conditions are simple threshold crossings, not AND-chains of filters.