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Hypotheses

ETC Binance USD-M Dual-Timeframe Momentum Confluence — Long-Short 4H Trend Aligned with the Daily Trend, Flat on Disagreement, ATR Trailing Exit (Volatility-Scaled, Single-Bar, 3-Parameter)

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on ETCUSDT.BINANCE (USD-M perpetual), 4H single-bar construction with a daily trend confirmation. HONEST framing: the confluence family is…

Hypothesis

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on ETCUSDT.BINANCE (USD-M perpetual), 4H single-bar construction with a daily trend confirmation. HONEST framing: the confluence family is an asset-LOTTERY — the qualitative 'clean large-cap' heuristic was just FALSIFIED by DOT (Sharpe 0.208, below SOL/AVAX), so I do NOT claim ETC is definitely ADA-like. But it remains the ONLY family with survivors in 1125 hypotheses (BTC 1.99 paper-stage; ADA 1.75 near-miss that emphatically cleared……Show moreShow less

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on ETCUSDT.BINANCE (USD-M perpetual), 4H single-bar construction with a daily trend confirmation. HONEST framing: the confluence family is an asset-LOTTERY — the qualitative 'clean large-cap' heuristic was just FALSIFIED by DOT (Sharpe 0.208, below SOL/AVAX), so I do NOT claim ETC is definitely ADA-like. But it remains the ONLY family with survivors in 1125 hypotheses (BTC 1.99 paper-stage; ADA 1.75 near-miss that emphatically cleared the deflated-Sharpe gate), so probing fresh, untested moderate-volatility majors with the proven mechanism has the highest base rate available. ETC is chosen as a probe distinct from the queued L1/DeFi ports (AAVE, ATOM) and the survivor set: a Proof-of-Work major (ETH Classic) with ~5–6y Binance USD-M history, moderate ~4-5% daily vol (enough per-trade margin to clear fees, unlike lower-vol names, but not memecoin fat tails), and its own idiosyncratic trend drivers (mining-narrative flows, the 2021 run, 2024 rallies) that are somewhat decorrelated from the L1/DeFi complex. It applies the exact mechanism + vol-scaling that produced the BTC and ADA clears. NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54), NOT a channel breakout (structurally-unmeasurable, abandoned), NOT a cross-sectional/always-on-ensemble basket (L52 — this is single-name), NOT a NON-PRICE-feed gate (L46), NOT options/COIN-M (L50/L51). Fills the long-short gap (13.5% vs 86% long-only). Single 4H bar type, 3 params, fixed fast-EMA to resist overfit (the #1 killer). Risk profile: ~1.5% equity risk/trade via ATR stop; vol-scaled notional = risk_budget / (atr_mult * ATR_4H) capped at 25% of equity*leverage; 2x leverage cap (reads self.config.leverage). Exactly 3 tunable parameters (slow/fast EMA ratio, daily-trend EMA length, ATR trailing multiple).

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