ETH Daily Bullish Engulfing Pattern Long with 200-SMA Bull Regime Filter

A long-only single-instrument CANDLESTICK-PATTERN strategy on ETHUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA bull regime filter. The trigger is a classic Japanese candlestick reversal pattern documented by Steve Nison (Japanese Candlestick Charting Techniques, 1991) and tested across asset classes for ~35 years: a 'bullish engulfing' is a single-bar formation where the current daily bar's range fully engulfs the prior bar's range AND closes in the direction of upside expansion. Specifically: current_high > prior_high AND current_low < prior_low AND current_close > prior_close AND prior_close < prior_open (the prior bar was bearish — the engulfing reverses the prior down-bar). This is a DISCRETE 2-BAR GEOMETRIC PATTERN — fundamentally different from every existing portfolio mechanism: it's NOT a continuous-statistic threshold (RSI/BB/VWAP), NOT a count-of-events (consecutive-down-days), NOT a drawdown-depth measure, NOT volatility-compression (inside day), and NOT a momentum-continuation breakout. It captures directional volatility-expansion with commitment (the close in the expansion direction is the key signal). The pattern works because it represents a market microstructure event: the bar that engulfs the prior bar's range AND closes bullishly indicates that buyers absorbed all of the prior day's selling AND added new demand at higher prices — a textbook supply-exhaustion-then-reversal signature. ETH daily timeframe is chosen because (a) ETH daily futures data path is the most-cached in the system (3 in-pipeline strategies already use it: EthDailyGoldenCrossMomentumLong, EthDailyConsecutiveDownDayPullbackLong, plus daily regime filters from other strategies), maximizing data-fetch resilience, (b) candlestick patterns require human-decision-relevant timeframes — daily is the canonical Nison timeframe, NOT 4H or intraday, (c) ETH has well-documented daily-candlestick mean-reversion behavior driven by ETH-specific institutional flows (ETF rebalancing, staking redemption cycles). Existing ETH coverage: Golden Cross fires on RARE multi-month regime events; Consecutive-Down-Day fires on SHORT-TERM count-based pullbacks; Bullish Engulfing fires on DISCRETE 2-bar reversal patterns — three orthogonal signal frequencies and statistical foundations on the same asset. Only 2 explicit parameters (regime SMA period, stop-loss pct) — minimum parameter count of any strategy in the portfolio.