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ETH 4H Volume-Confirmed Breakout Long with Daily Regime Filter

Hypothesis

A long-only single-instrument breakout strategy on ETHUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar regime filter. Architecturally MIRRORS the proven BNB 4H Volume-Confirmed Breakout (Sharpe 2.03, paper_stage), applied to ETH as the FIFTH validation point of this construction class (BNB ✓ proven; SOL, LINK, BTC ⏳ in pipeline; ETH proposed here). ETH is selected on a strong empirical basis: ETH Daily Golden Cross Momentum produced Sharpe 4.04 (the highest in this pipeline) — definitive evidence that ETH has clean trend persistence at daily timeframe. The 4H volume breakout is the intraday momentum-continuation extension of the same trend dynamic, so the architecture-asset fit is empirically supported (NOT a thesis-only argument like BNB Golden Cross had). Importantly, this proposal explicitly addresses the recently-documented failures: (a) NO bait-and-switch — strictly ETHUSDT.BINANCE perp, well-validated infrastructure (ETH Golden Cross is already running cleanly at paper_stage), (b) NO architecture-clone-without-evidence — ETH has explicit trend-persistence proof, (c) NO multi-condition AND-gate, (d) sensitivity_passed=true REQUIRED before optimization. Existing ETH strategy in pipeline (EthDailyGoldenCrossMomentumLong) uses daily bars + EMA-crossover events — this proposal uses 4H bars + intraday volume-confirmed breakouts: orthogonal in BOTH timeframe AND mechanism, providing genuine portfolio diversification with minimal signal correlation to existing ETH exposure. Single-dominant-filter design (200-day SMA daily regime + 20-bar 4H Donchian high + volume confirmation), explicitly NOT a multi-condition AND-gate. Calibrated for ~30-50 entries/year — well above the sparsity-failure threshold.

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