BTC 4H Trade-Tick Aggressor Buy-Imbalance Momentum Long with Daily Bull Regime Filter

A long-only single-instrument MICROSTRUCTURE ORDER-FLOW strategy on BTCUSDT perpetual futures using 4-hour bars + trade-tick supplementary data, with a daily-bar bull regime filter. This proposal targets a GENUINELY UNEXPLORED signal class — no current portfolio strategy uses trade-tick aggressor data. Order flow imbalance (buy-aggressor volume vs sell-aggressor volume) is a well-documented microstructure signal (Easley, Lopez de Prado, O'Hara 'The Volume Clock: Insights into the High-Frequency Paradigm' 2012; Cont, Kukanov, Stoikov 'The Price Impact of Order Book Events' 2014). The mechanism captures WHO is trading aggressively (takers vs makers, longs vs shorts) — a fundamentally different signal type than price oscillators (RSI/BB), volume aggregates (Vol Breakout), derivative-state signals (funding/OI/liquidations), or chart patterns. This is mechanistically novel and does NOT fall into any documented failure pattern: (1) NOT a mean-reversion/momentum-continuation transfer (it's a flow-direction signal, not a price-extreme signal), (2) NOT a sparse-trigger strategy (4H bars with aggressor imbalance fires 30-60×/year), (3) NOT a cross-asset replication (BTC is the only asset proposed), (4) NOT a symmetric inversion (this is a directly-observed flow signal, not an inversion of a failed thesis), (5) NOT options or multi-instrument (single-asset linear futures). The economic mechanism: when buy-aggressor volume materially dominates sell-aggressor volume during a 4H bar (e.g., buy-volume > 60% of total), this signals systematic institutional or retail buying pressure pushing through resting offers. In a bull regime, this aggressive buying typically continues over the next 4-8 hours as more buyers chase the breakout — momentum continuation. The signal is LEADING because it measures what's happening RIGHT NOW at the order level, not lagging price action. BTC is chosen because: (a) BTC has the deepest trade-tick data and most institutional flow (the aggressor split is most informative), (b) BTC's 4H data path is empirically the most-cached, (c) BTC's institutional ETF-driven flow makes aggressor imbalance economically meaningful (when ETF allocators buy aggressively, it's a documented continuation signal). Only 4 explicit parameters (aggressor-ratio threshold, minimum-volume filter, regime SMA period, stop pct).