DOGE-ADA Daily Engle-Granger Cointegration Pairs Trade with 60-Day Rolling Window

A dollar-neutral, daily-bar pairs trading strategy on DOGEUSDT.BINANCE and ADAUSDT.BINANCE perpetual futures using proper ENGLE-GRANGER COINTEGRATION testing. This responds to two pieces of accumulated session evidence: (1) the analyst's repeated recommendation to pursue 'pairs trading with proper cointegration testing' as an under-explored mechanism class, and (2) the empirical observation that DOGE and ADA bars are TESTABLE in the current data infrastructure (proven by the recent pipeline additions DOGEVolContractionSqueezeLong, DOGEVolatilityTargetedLong, and BollingerBandMeanReversionWithTrendFilterDOGEADA all backtesting successfully), while the major-basket symbols (BTC, ETH, SOL, BNB, AVAX, LINK, XRP) have widespread audit_stale failures across both 1H and 4H bar files. My prior BTC-ETH cointegration pairs trade failed at Layer 3 due to auto-collected SOL/BNB dependencies hitting audit_stale — a DOGE-ADA pairs trade avoids those dependencies entirely. Mechanism (Engle-Granger 1987, Nobel 2003; Gatev-Goetzmann-Rouwenhorst 2006; Vidyamurthy 2004): on each daily bar close, run a 60-day rolling OLS regression of DOGE_close vs ADA_close to estimate the time-varying hedge ratio β. Compute the residual series ε[t] = DOGE[t] - α - β × ADA[t]. Run the Augmented Dickey-Fuller (ADF) test on the residual series; if p-value ≤ 0.10, the pair is cointegrated this window. Z-score the latest residual. When z > +2.0 (DOGE rich vs ADA), enter SHORT DOGE + LONG ADA (sized by β to be dollar-neutral on the spread). When z < -2.0, enter LONG DOGE + SHORT ADA. Exit when |z| < 0.5 (mean reversion confirmed) or max 14 days. Both assets are memecoin-adjacent / mid-cap altcoins with similar narrative drivers (retail attention, low institutional concentration, high speculative volatility) — making cointegration more empirically likely than ETH-BTC where structural divergence has weakened the relationship. Fills FOUR critical gaps: (1) long-short direction (14.9% → toward 45%), (2) pairs scope (extends 19.2% pairs category), (3) proven-testable instruments (avoids audit_stale failure mode that killed 4+ strategies this session), (4) explicit analyst-recommended mechanism class.