BNB Net-Directional Time-Series Momentum (Single-Instrument USD-M, Long-Short, 2H, Discrete Trend-Flip Entries, Capital-Capped, Pure OHLCV)

A LONG-SHORT, SINGLE-INSTRUMENT net-directional TIME-SERIES MOMENTUM strategy on BNBUSDT.BINANCE USD-M perpetual (2H bars). It applies the ONE validated, most-replicated momentum factor -- an asset's own trailing-return trend predicting its near-future return -- to a DECORRELATED, liquid major NOT yet covered by the portfolio's TSMs (which are all BTC/ETH/SOL). RATIONALE FOR ASSET + HORIZON: (1) BNB is top-3 liquidity with full clean history and a DISTINCT driver (exchange/chain token), so it is decorrelated from the L1/smart-contract majors that dominate the portfolio -> genuine return diversification, and it has the CLEANEST alt trends -> highest TSM survival among alts. (2) BNB's only existing strategy is a long-ONLY daily Donchian breakout (BnbDonchianBreakoutTrendFilteredLong1D); this adds the missing SHORT side and a finer horizon. (3) 2H fills the UNDER-represented mid_30m_2h horizon bucket (11.7%) and LONG-SHORT fills the under-represented direction bucket (13%). EVERY design choice respects this session's hard engine walls and lessons: (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 momentum -- the validated edge (absolute 1.36 / dual 1.61 baskets, single-asset TSM); dollar-neutral relative momentum, cross-asset cointegration, and funding-confirmed clones are CLOSED. Plain price-TSM is 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 are engine-unwired -> zero trades; funding data ends 2024); guaranteed to trade in the Layer-3 sandbox. (e) 2H dense triggers -- avoids the daily single-asset event-sparsity that trade-starved RSI-bounce/candle-pattern walk-forwards to OOS-all-zero. (f) CAPITAL-CAPPED against STABLE realized equity (excl. unrealized PnL), hard-capped <=100%. Intentionally minimal: 3 tunables (trend_lookback, entry_band, stop_atr_mult) with robust defaults to avoid a trend_lookback cliff.