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Hypotheses

BTC Perp Taker-Flow-Confirmed Momentum (Single-Instrument USD-M, Long-Short, 1H, Aggressor-Imbalance Gated Trend, Flat on Flow Divergence)

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on BTCUSDT.BINANCE USD-M perpetual futures using 1-HOUR bars, that takes a directional position ONLY when the price trend is CONFIRMED by sustained…

Hypothesis

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on BTCUSDT.BINANCE USD-M perpetual futures using 1-HOUR bars, that takes a directional position ONLY when the price trend is CONFIRMED by sustained TAKER AGGRESSOR FLOW in the same direction. This is the third member of the ONLY mechanism class with a promoted survivor in this factory (a single, price-creditable leg gated by a crypto-native confirmation signal — cf. the promoted ETH funding-confirmed trend), but it deliberately swaps to an……Show moreShow less

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on BTCUSDT.BINANCE USD-M perpetual futures using 1-HOUR bars, that takes a directional position ONLY when the price trend is CONFIRMED by sustained TAKER AGGRESSOR FLOW in the same direction. This is the third member of the ONLY mechanism class with a promoted survivor in this factory (a single, price-creditable leg gated by a crypto-native confirmation signal — cf. the promoted ETH funding-confirmed trend), but it deliberately swaps to an ORTHOGONAL signal not used by its siblings: the taker buy/sell volume imbalance (which side is the aggressor lifting offers vs hitting bids), distinct from funding (ETH sibling) and open-interest change (SOL sibling). Core thesis: a price move accompanied by persistent taker-BUY dominance reflects real demand paying up through the book (genuine continuation), while a move on persistent taker-SELL dominance reflects real supply hitting bids (genuine downside continuation); when price direction and aggressor flow DISAGREE (e.g. price ticking up while sellers dominate the tape), the move is unsupported and likely to exhaust, so the strategy stands flat. CRITICAL DESIGN NOTES separating this from the closed families: (1) SINGLE creditable price leg — no delta-neutral pair, no funding/basis CARRY (funding is never booked as cash flow here), so it avoids the uncreditable-carry and sub-fee-basis traps; (2) taker flow is a SIGNAL only, the validated role for crypto-native data; (3) NOT cross-venue / HYPERLIQUID, NOT COIN-M, NOT spot-perp basis, NOT cross-sectional, NOT tick-dispatched (it reads aggregated per-bar taker volume, fully representable in the bar engine); (4) BTC has the deepest, longest taker-flow and price history of any crypto asset, so walk-forward windows are data-rich — no thin-data ceiling; (5) the gate fires CONTINUOUSLY across every trending stretch (not on rare events), so OOS windows are densely populated — the opposite of the OOS-all-zero event-sparsity signature that killed the drawdown-accumulation class. Intentionally minimal: 3 tunables (trend_lookback, taker_window, taker_threshold) to resist overfitting.

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