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All hypotheses

Hypotheses

SOL COIN-M Failed-Breakout Trap Fade — Fade Stop-Hunt Liquidity Grabs Above/Below the N-Day Range, Long-Short (Single-Instrument SOLUSD_PERP.BINANCE_CM, 4H Bars, Plain OHLCV, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT mean-reversion strategy on BINANCE_CM SOLUSD_PERP (inverse, coin-margined, ~0.06% RT taker → 0.10% fee floor) that fades FAILED range breakouts — the classic crypto stop-hunt /…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT mean-reversion strategy on BINANCE_CM SOLUSD_PERP (inverse, coin-margined, ~0.06% RT taker → 0.10% fee floor) that fades FAILED range breakouts — the classic crypto stop-hunt / liquidity-grab pattern where price pokes through an obvious multi-day high (or low), triggers resting breakout orders and stops, then snaps back inside the range as the move fails to find follow-through. It is deliberately NOT the generic RSI/Bollinger mean-reversion the anti-patterns warn against (the entry……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT mean-reversion strategy on BINANCE_CM SOLUSD_PERP (inverse, coin-margined, ~0.06% RT taker → 0.10% fee floor) that fades FAILED range breakouts — the classic crypto stop-hunt / liquidity-grab pattern where price pokes through an obvious multi-day high (or low), triggers resting breakout orders and stops, then snaps back inside the range as the move fails to find follow-through. It is deliberately NOT the generic RSI/Bollinger mean-reversion the anti-patterns warn against (the entry is a specific structural price event, not an oscillator extreme), NOT the volatility-compression breakout that died (it fades the OPPOSITE — the failure of the breakout), NOT a momentum/confluence clone, NOT a non-price supplementary gate (L46), NOT a liquidation/basis feed edge (L47), and NOT a long-only structural basket (L48). It fills two under-represented buckets — the COIN-M venue (3.2% vs 5% target) and long_short direction (13.1%) — while carrying ZERO options/cross-venue infrastructure risk: plain OHLCV only, all rolling stats O(1) via a fixed-length deque (no full-history rescan → no 300s timeout), on SOLUSD_PERP which has multi-year 4H history (ample trade count and walk-forward span, unlike the 90-day options chain cap). SOL is chosen over BTC/ETH because its higher volatility makes both false breakouts more frequent AND the post-trap reversion larger — key to clearing fees — and it diversifies the BTC-heavy portfolio. The 'close back inside the range' confirmation is itself the regime filter: a genuine breakout closes at/beyond the level, a trap closes back inside, so no separate trend gate (and no extra parameter) is needed. Three parameters only, to resist the overfit death mode.

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