BTC and BNB 1H Pullback-to-SMA Continuation with 4H Trend Confirmation Long Portfolio

A long-only, multi-timeframe, multi-instrument continuation strategy on BTCUSDT.BINANCE and BNBUSDT.BINANCE perpetual futures. Combines proven elements from the session's only confirmed-winning strategy (ETH+SOL 1H Breakout with 4H Trend Confirmation, Sharpe 1.73) with a DIFFERENT entry style (pullback rather than breakout) and a DIFFERENT instrument set (BTC + BNB rather than ETH + SOL). The thesis: when the 4-hour trend is up (price > 50-period 4H SMA), brief intraday pullbacks to the 20-period 1H SMA represent low-risk re-entry points in a confirmed uptrend. The 4H filter restricts entries to genuine trending regimes only (avoiding the 'breakout + trend filter' tension that killed prior single-timeframe Donchian strategies); the 1H pullback entry captures the well-documented intraday-rebound effect at moving-average support. Critically: this strategy does NOT rely on the 4H pure-breakout class which has been confirmed-failed multiple times this session — it's a fundamentally different mechanism (pullback continuation, not breakout). The pullback-into-trend mechanism failed at the DAILY single-instrument level (AVAX 1D Trend-Pullback), but the failure was statistical (insufficient sample, 1.11x avg-win/avg-loss ratio combined with 35% win rate). At 1H bars × 2 instruments × multi-year history, the sample size is ~17,520 1H bars per instrument × 2 = 35,040 evaluation points, generating ample trade events. The multi-timeframe gate ensures entries fire only in confirmed trend regimes, avoiding the whipsaw periods that destroy single-timeframe strategies. Uses ONLY BINANCE USD-M perp 1H + 4H bars (proven clean for BTC + BNB; multi-timeframe verified via the recent success). Long-only, fee-aware, 3 parameters maximum. Fills under-represented buckets: multi-instrument scope (8.4% → grow), 1H horizon (currently underrepresented), and adds proven-mechanism extension. Position sizing: 15% of equity per instrument when entry conditions met (max 30% gross exposure if both fire). Risk per trade: 1.5% of equity capped by ATR-based trailing stop.