Skip to content
All hypotheses

Hypotheses

XRP Binance USD-M Rolling-Regression Slope Trend — Long-Short, Trade the Sign of a Fast Log-Price Regression Slope Confirmed by a Slower Slope, Vol-Scaled + Notional-Capped to Tame Fat Tails, ATR Trailing Exit (3-Parameter)

A LONG-SHORT, single-instrument, pure-price DIRECTIONAL TREND follower on XRPUSDT.BINANCE (USD-M perpetual) that DELIBERATELY changes the trend ESTIMATOR away from the EMA-cross confluence family I have already…

Hypothesis

A LONG-SHORT, single-instrument, pure-price DIRECTIONAL TREND follower on XRPUSDT.BINANCE (USD-M perpetual) that DELIBERATELY changes the trend ESTIMATOR away from the EMA-cross confluence family I have already saturated (BTC/ETH/SOL/LINK/AVAX/ADA/BNB). Instead of an EMA crossover, the signal is the SLOPE of a rolling ordinary-least-squares regression of LOG-price — a smoother, noise-averaged trend estimate that is less whipsaw-prone than EMA crosses and far less outlier-driven than Donchian breakouts (the L9/L41……Show moreShow less

A LONG-SHORT, single-instrument, pure-price DIRECTIONAL TREND follower on XRPUSDT.BINANCE (USD-M perpetual) that DELIBERATELY changes the trend ESTIMATOR away from the EMA-cross confluence family I have already saturated (BTC/ETH/SOL/LINK/AVAX/ADA/BNB). Instead of an EMA crossover, the signal is the SLOPE of a rolling ordinary-least-squares regression of LOG-price — a smoother, noise-averaged trend estimate that is less whipsaw-prone than EMA crosses and far less outlier-driven than Donchian breakouts (the L9/L41 outlier-mirage class). Two evidence-driven choices target the exact failure modes seen across my trail: (1) VENUE = Binance, which has ~5–6y of XRP 4H history — enough sample for the bootstrap-Sharpe CI to lift off zero and the deflated Sharpe to clear the best-of-N bar, the gate that killed every short-history Hyperliquid port ('unestablished edge, wrong venue/data'); (2) ASSET = XRP, chosen because it has the LARGEST sustained directional trends among the liquid majors (multi-week/month moves), which gives wide per-trade fee margin — BUT its returns are fat-tailed, the reason the earlier naive 'XRP market-structure swing' died as an outlier-mirage. This proposal explicitly engineers against that: volatility-scaled sizing DOWNSIZES into volatility spikes and a hard per-trade notional cap prevents any single bar from dominating equity, converting XRP's big trends into distributed edge rather than one-day mirages. NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54), NOT a channel breakout (outlier class), NOT a cross-sectional/per-name-ensemble basket (L52), NOT a market-neutral ratio (just died at near-zero edge), NOT a non-price-feed gate (L46), NOT options/COIN-M (L50/L51). Fills the long-short direction gap (13.7% vs an 86% long-only book) and adds a fresh non-major name + a NEW estimator to the book. Risk profile: ~1.5% equity risk per trade via ATR stop; vol-scaled sizing (notional = risk_budget / (atr_mult * ATR_4H)) hard-capped at 25% of equity*leverage per position; 2x leverage cap (reads self.config.leverage). Exactly 3 tunable parameters (fast regression window, slow regression window, ATR trailing multiple).

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