BTC Intraday Opening-Range Breakout — Long-Short, Single-Instrument OHLCV: Trade the Directional Break of the 00:00-UTC Session Opening Range, Flat Overnight, ATR-Stopped (BINANCE BTCUSDT USD-M, 1H Bars, Intraday Hold, 2-Parameter)
Hypothesis
A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV INTRADAY strategy on BTCUSDT.BINANCE USD-M perpetual — a deliberate change of FAMILY, HORIZON and REGIME away from the swing trend/momentum constructions that keep dying here (dual-timeframe momentum, ATR-channel SuperTrend, multi-horizon TSMOM ensemble — the last abandoned overfit despite Sharpe 0.97/PF 2.19). Instead of a multi-day directional trend, this trades an INTRADAY TIME-ANCHORED breakout: each UTC day, the OPENING RANGE (OR) is the high/low of the first W hours after 00:00 UTC; a 1H close beyond the OR high triggers a LONG for the remainder of that session, beyond the OR low a SHORT, and the position is CLOSED before the next 00:00 UTC (flat overnight — no funding exposure, no overnight gap risk). The edge is intraday continuation: once the session's initial consolidation is resolved directionally, order flow and momentum tend to extend the move through the day. The 00:00 UTC boundary is a genuine structural anchor in crypto's 24/7 tape (daily-candle algos, daily settlement, funding at 00/08/16 UTC), giving the opening range real meaning rather than an arbitrary cut. It targets the gates that killed prior work: pure OHLCV with FULL 2020-2026 1H history and a daily cadence gives a LARGE trade count (>150/yr, far clearing the 100-trade measurability tripwire and tightening the Sharpe CI — the opposite of the 73-trade BNB death); single-instrument, no supplementary feed (which turned every funding/positioning/order-flow idea into a net loser), no second leg (runs clean in the Layer-3 sandbox per L69); and only 2 FREE parameters (opening-range window W, ATR stop multiple) for the smallest possible deflation penalty. It also fills the under-represented short-horizon bucket (8.6% vs 10% target).
Backtest and paper results are hypothetical. Trading involves risk of loss.