Hypotheses
SOL Weekend Volatility Spike Mean Reversion
Exploit mean-reverting behavior of SOL during weekends (Fri 22:00 UTC → Sun 22:00 UTC) when institutional liquidity is absent and retail-driven volatility spikes tend to overshoot. Entry on pure 1h return z-score…
Hypothesis
Exploit mean-reverting behavior of SOL during weekends (Fri 22:00 UTC → Sun 22:00 UTC) when institutional liquidity is absent and retail-driven volatility spikes tend to overshoot. Entry on pure 1h return z-score extremes using 7d rolling standard deviation. SHORT when z-score > 2.0, LONG when z-score < -2.0. Position size 3% equity. Exit on reversion to 24h VWAP, 1.2% stop loss, or time stop at Monday 00:00 UTC. Instrument: SOLUSDT.BINANCE USD-M Futures (MARGIN). Expected avg trade return ~0.35-0.50% net after fees, 55-60% win rate, ~120-150 trades/year.
Backtest and paper results are hypothetical. Trading involves risk of loss.