XRP Net-Directional Time-Series Momentum (Single-Instrument USD-M, Long-Short, 4H, Discrete Trend-Flip Entries, Capital-Capped, Pure OHLCV)

A LONG-SHORT, SINGLE-INSTRUMENT net-directional TIME-SERIES MOMENTUM strategy on XRPUSDT.BINANCE USD-M perpetual (4H bars). It applies the ONE validated, most-replicated momentum factor -- an asset's own trailing-return trend predicting its near-future return -- to the MOST-DECORRELATED liquid major NOT yet covered by the portfolio's TSMs (which are all on the tightly-correlated L1/smart-contract/exchange majors BTC/ETH/SOL/BNB). RATIONALE FOR ASSET + HORIZON: (1) XRP is top-5 liquidity with full clean history (since 2020 on Binance USD-M) and a DISTINCT idiosyncratic driver -- payment-rail adoption and the SEC legal saga -- so its largest trends (2021 run, 2023 SEC-ruling spike, 2024-25 rally) are LARGELY UNCORRELATED with the L1 majors, adding a genuine diversifying return stream rather than re-expressing BTC beta. (2) The prior XRP *breakout* hypothesis died of EVENT-SPARSITY (a sparse daily breakout+volume conjunction -> OOS-all-zero); a DENSE 4H TIME-SERIES-MOMENTUM signal (continuous trend sign evaluated every bar) structurally avoids that -- it fires in every window and populates the walk-forward. (3) LONG-SHORT fills the under-represented direction bucket (13.1%). This is NOT a closed family: the analyst's verdict this session is explicit -- 'reversion as a family is dead in this engine; redirect to the validated net-directional momentum/trend edge' -- and single-asset TSM is exactly that (baskets, funding-confirmed clones, and dollar-neutral are the closed variants, NOT single-asset net-directional TSM). EVERY design choice respects this session's hard engine walls: (a) SINGLE-INSTRUMENT -- NOT a multi-leg basket, whose summed gross exposure proved structurally UNCAPPABLE in this engine. (b) DISCRETE full-size enter/exit on trend flips -- NOT continuous per-bar rebalancing, which produced the 244%-vs-cap notional-inflation artifact on both spot and perp. (c) NET-DIRECTIONAL plain price-TSM -- more robust than the funding-confirmed version that failed on alts: it goes net-SHORT in downtrends (real crash protection) rather than long-biased bull-beta. (d) PURE OHLCV -- no options/tick/funding plumbing (options engine-unwired -> zero trades; funding data ends 2024); guaranteed to trade in the Layer-3 sandbox. (e) 4H dense triggers -- avoids the daily single-asset event-sparsity that trade-starved breakout/RSI/candle walk-forwards to OOS-all-zero. (f) CAPITAL-CAPPED against STABLE realized equity (excl. unrealized PnL), hard-capped <=100%. Per the brief's guidance to favor simpler strategies, intentionally minimal: 3 tunables (trend_lookback, entry_band, stop_atr_mult) with robust defaults to avoid a trend_lookback cliff.