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All hypotheses

Hypotheses

SOL Perp Open-Interest-Confirmed Trend (Single-Instrument USD-M, Long-Short, 2H, Conviction-Gated by Rising OI, Flat on Deleveraging)

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on SOLUSDT.BINANCE USD-M perpetual futures using 2-HOUR bars, that takes a directional position ONLY when the price trend is CONFIRMED by RISING open…

Hypothesis

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on SOLUSDT.BINANCE USD-M perpetual futures using 2-HOUR bars, that takes a directional position ONLY when the price trend is CONFIRMED by RISING open interest. The mechanism mirrors the structure of the promoted ETH funding-confirmed trend (a crypto-native signal used as a directional confirmation on a single price-creditable leg) but deliberately swaps BOTH the signal (open-interest change instead of funding) AND the asset (SOL instead of ETH),……Show moreShow less

A long-SHORT, SINGLE-INSTRUMENT, single-venue directional strategy on SOLUSDT.BINANCE USD-M perpetual futures using 2-HOUR bars, that takes a directional position ONLY when the price trend is CONFIRMED by RISING open interest. The mechanism mirrors the structure of the promoted ETH funding-confirmed trend (a crypto-native signal used as a directional confirmation on a single price-creditable leg) but deliberately swaps BOTH the signal (open-interest change instead of funding) AND the asset (SOL instead of ETH), so it is portfolio-ADDITIVE rather than a duplicate of the existing USD-M funding/TSM family. Core thesis: a price move accompanied by RISING aggregate open interest reflects NEW capital entering and taking conviction (genuine trend continuation), whereas a price move on FALLING OI reflects position unwinding / short-covering / long-liquidation (an unreliable, often-exhausting move). The strategy therefore goes long uptrends and short downtrends ONLY while OI is expanding, and stands flat when OI is contracting or when price-trend and OI disagree. CRITICAL DESIGN NOTES separating this from the closed families: (1) it is a SINGLE creditable price leg — no delta-neutral pair, no funding/basis CARRY (funding is never booked as a cash flow here); (2) OI is a SIGNAL only, exactly the role the meta-guidance says crypto-native data can validly play; (3) it is NOT cross-venue, NOT spot-perp basis, NOT COIN-M, NOT tick-driven; (4) the trend gate fires CONTINUOUSLY across every trending stretch (not on rare deep-drawdown events), so walk-forward OOS windows are densely populated — the opposite of the OOS-all-zero event-sparsity signature that killed every drawdown-accumulation variant. Intentionally minimal: 3 tunables (trend_lookback, oi_lookback, oi_rise_threshold) to resist overfitting.

Backtest and paper results are hypothetical. Trading involves risk of loss.