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All hypotheses

Hypotheses

BNB Price–Open-Interest Confirmed Trend Continuation, Long-Short (Single-Instrument BNBUSDT.BINANCE USD-M, 4H Bars — Take Directional Trend ONLY When Open Interest is EXPANDING With the Move = Fresh Committed Leverage, Stand Flat When OI Contracts = Short-Covering/Washout Without Conviction, ATR-Trailing Exit, 3-Parameter)

A LONG-SHORT, single-instrument, single-venue trend-CONTINUATION strategy on BNBUSDT.BINANCE USD-M perpetual (4H bars) whose signal is the JOINT state of price direction and OPEN-INTEREST change — a positioning tell,…

Hypothesis

A LONG-SHORT, single-instrument, single-venue trend-CONTINUATION strategy on BNBUSDT.BINANCE USD-M perpetual (4H bars) whose signal is the JOINT state of price direction and OPEN-INTEREST change — a positioning tell, not a pure-OHLCV filter. The core idea (which is the mechanism that PASSED as SolPriceOpenInterestQuadrantTrendLS and is live as DogeOpenInterestConfirmedTrendContinuationLS): a directional move is only worth riding when it is accompanied by EXPANDING open interest, because rising OI means new……Show moreShow less

A LONG-SHORT, single-instrument, single-venue trend-CONTINUATION strategy on BNBUSDT.BINANCE USD-M perpetual (4H bars) whose signal is the JOINT state of price direction and OPEN-INTEREST change — a positioning tell, not a pure-OHLCV filter. The core idea (which is the mechanism that PASSED as SolPriceOpenInterestQuadrantTrendLS and is live as DogeOpenInterestConfirmedTrendContinuationLS): a directional move is only worth riding when it is accompanied by EXPANDING open interest, because rising OI means new capital is committing on that side and the move is being funded by fresh leverage rather than by position-closing. When price trends up AND OI is rising, go LONG (genuine accumulation). When price trends down AND OI is rising, go SHORT (fresh shorts pressing, genuine distribution). When OI is FALLING, the move is being driven by de-risking (a rally on falling OI is short-covering; a selloff on falling OI is a long-liquidation washout) — there is no committed conviction behind it, so STAND FLAT. This is explicitly the OPPOSITE polarity of the abandoned 'BTC Price–OI Divergence Reversal' (which FADED moves on falling OI and died in coding); here we only take CONFIRMED continuation and never fade. Routed to BNB — a highly liquid major whose price series is essentially absent from the factory's momentum book (dominated by BTC/ETH/ADA/SOL) — and to Binance USD-M specifically because the mechanism genuinely requires the reliable, densely-collected OI feed that only Binance provides in the catalog (HL/COIN-M OI coverage is thinner and HL multi-history is timeframe-capped). 3 parameters only, to fight the overfitting that is the #2 killer here.

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