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All hypotheses

Hypotheses

SOL Maker-Execution Intraday Reversion, Long-Short (Single-Instrument BINANCE Perp, 15m Bars, The Fee-Optimized Version of the DEPLOYED SOL Reversion Winner — Enter AND Exit With Passive MAKER Limits at 0.02%/side to Cut the Round-Trip From ~0.10% Taker to ~0.04% Maker, NO Trend Filter, Frequently-Firing, 3-Parameter)

This is NOT a new signal — it is the DEPLOYED, paper-stage 'SOL Intraday VWAP-Reversion' winner with its single biggest weakness fixed: execution cost. The factory's #1 killer is fee_edge (163 deaths, and the explicit…

Hypothesis

This is NOT a new signal — it is the DEPLOYED, paper-stage 'SOL Intraday VWAP-Reversion' winner with its single biggest weakness fixed: execution cost. The factory's #1 killer is fee_edge (163 deaths, and the explicit reason DOGE/XRP/ETH-BTC reversions were abandoned) — reversion edges on liquid perps are real but marginal against a ~0.10% TAKER round-trip. The proven SOL reversion cleared even that 0.10% hurdle (hence paper). This variant keeps the identical proven edge and instrument but executes with PASSIVE……Show moreShow less

This is NOT a new signal — it is the DEPLOYED, paper-stage 'SOL Intraday VWAP-Reversion' winner with its single biggest weakness fixed: execution cost. The factory's #1 killer is fee_edge (163 deaths, and the explicit reason DOGE/XRP/ETH-BTC reversions were abandoned) — reversion edges on liquid perps are real but marginal against a ~0.10% TAKER round-trip. The proven SOL reversion cleared even that 0.10% hurdle (hence paper). This variant keeps the identical proven edge and instrument but executes with PASSIVE MAKER limit orders on both entry and profit-exit, paying 0.02%/side (per the venue table: BINANCE maker 0.0200% vs taker 0.0500%) for a ~0.04% maker round-trip — more than halving the cost floor and roughly DOUBLING the net edge of the exact strategy already validated. It deliberately does NOT add a trend filter (the just-named L7 anti-pattern that killed the DOGE/XRP variants; the winning SOL recipe was explicitly trend-gated OFF and frequently-firing), and it is single-name (no cross-sectional best-of-N overfit surface), high-trade-count (diagnostic across all regimes — no single-regime artifact), pure OHLCV, and low-parameter. It is distinct from the deployed taker SOL reversion (maker vs taker economics — a materially different, better cost structure) and from the pending ADA maker-reversion (proven-edge SOL name; the deployed winner is the reference, not an unproven alt). It fills long_short (14.7%) and short-horizon (6.7%).

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