VolSpike ATR-Band Breakout, Frozen-Rule Venue and Universe Transfer to OKX: follow a 4H bar whose volume exceeds the SUM of the prior 7 bars (RSI 20-80, wick filter), symmetric 2.5-ATR intrabar stop / target, long-short, on 16 pre-2021 OKX USDT swaps none of which were in the Bybit panel (OKX 4H, flat ~97% of the time per name)

Original Research Lead hypothesis. It is a fresh, frozen-rule transfer test (L228) of the promoted Bybit strategy 'VolSpike ATR-Band Breakout (FMZ 488520, ianzeng123) on a 6-Name Bybit Alt-Perp Panel' (run b22697a9: 166 trades, avg trade 1.20%, Sharpe 0.70, paper_stage). The rule set comes from ianzeng123's FMZ Pine strategy 'VolSpike ATR RSI Strategy with ATR Bands' (Source URL: https://www.fmz.com/strategy/488520). The rules are kept exactly as the Bybit run wrote them. Only the venue and the names change, and every name is new. RULES, evaluated per instrument on each closed 4H bar: (1) VolSpike: the bar's volume is greater than the SUM of the previous 7 bars' volumes. (2) RSI(14, Wilder) filter: 20 < RSI < 80. (3) Wick filter. LONG requires close > open and upper-wick/body = (high-close)/|close-open| <= 2.0. SHORT requires close < open and lower-wick/body = (close-low)/|close-open| <= 2.0. A zero body is replaced by 0.0001, as in the source. (4) ATR bands from ATR(14, Wilder): upper = close + 2.5*ATR, lower = close - 2.5*ATR. A long takes its stop at the lower band and its take-profit at close + 1.0*(upper-close). A short takes its stop at the upper band and its take-profit at close - 1.0*(close-lower). Pine semantics are preserved. A same-direction signal while in a position re-arms the stop and target from the new bar's close and ATR, and adds no size. An opposite signal closes the position and reverses it. UNIVERSE, fixed by rule before any return was examined: OKX USDT swaps of legacy (pre-2021-listed) liquid alts that have OKX 4H history in the catalog starting before 2021-08, excluding every name in the Bybit panel (HBAR, XLM, ALGO, ETC, ATOM, AAVE) and BTC/ETH/SOL for corpus concentration. That gives DOT, UNI, LTC, BCH, NEAR, FIL, TRX, LINK, ADA, XRP, AVAX, SUSHI, CRV, COMP, SAND and AXS. DOGE, MANA and XTZ were in the candidate list but have only weeks of OKX 4H bars in the catalog, so they were dropped by the history rule, not by their results. Point-in-time: a leg trades only while is_listed() and at least 30 days after listed_since(). OKX keeps no delisted swaps, so residual survivorship bias remains and is stated, not fixed. Each name runs the identical rule independently, with one netted position per instrument. This is an event panel, not a ranked or neutral book. EXECUTION SUBSTITUTIONS (registry): Pine strategy.entry fills at the next bar's open. On this 24/7 venue that is written as a market order at the signal bar's close (next_bar_open_fill: use_equivalent). The stop and target trigger inside the bar via a bracket or a reduce-only stop-market plus limit (intrabar_stop: supported). When one bar touches both, the engine's adaptive OHLC ordering decides (same_bar_policy is not selectable). This is noted, not emulated. RESEARCH LEAD PRE-STUDY: an independent re-implementation on catalog bars, net of 0.10% RT, used only to check feasibility, not to accept the idea. Calibration: on the original Bybit 6-name panel the re-implementation gives 171 trades and +1.29% per trade, against the run's 166 trades and +1.20%, so it reproduces the promoted result. On this OKX panel (2020-2026) it gives about 366 trades on 250 distinct entry dates (at most 13 on one date), mean +1.0% net, median +4.3%, win rate 58%, t about 2.3. The edge is concentrated in 2023-2026 (+1.9%, +2.5%, +1.3%, +0.4% per trade). 2020-2022 were negative or flat on few trades (24, 28 and 33 trades; -0.7%, -1.8%, 0.0%). Per L230 the arms were measured separately. The SHORT arm averaged +1.9% on 167 trades and was positive every year from 2022, but lost in the 2020-21 bull. The LONG arm averaged +0.3% on 200 trades. Both arms are kept because the source trades both. The bull-year weakness of the short arm is the main pre-registered risk. A Hyperliquid 4H transfer was also measured: 20 names, Jan 2024 onward, 630 trades, only +0.35%, t 1.3. It was rejected as the destination because its history is short and its result weak; this is reported here, not hidden. Venue rationale: OKX is 3.6% of the corpus (target >=5%) and long_short is 24% of the corpus. No VolSpike rule has been tested outside Bybit. Risk control route (a): a 2.5-ATR(14) 4H stop is about 5-7% of price, so 10% notional x about 6% is about 0.6% of equity at the stop, inside the 2% cap. At most 16 legs can be open at 10% each (160% gross, about 1.6x on OKX margin, under the profile's 5x). Each leg contributes about 10% x roughly 90% annualized volatility, which is about 9%, far under the 120% per-position cap.