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All hypotheses

Hypotheses

ETH 4-Hour Impulse-Bar Continuation, Long-Short (Binance USD-M, Fee-Favorable Slower Cadence of the Promoted ETH-1H Expression, Clamped Impulse Threshold, Tight Initial Stop, Trailing-Stop Winners, Discrete Capital-Capped)

A LONG-SHORT, single-instrument, pure-OHLCV CONTINUATION strategy on ETHUSDT.BINANCE USD-M perpetual using 4-HOUR bars — a CADENCE extension of the factory's single strongest validated expression, the PROMOTED ETH-1H…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV CONTINUATION strategy on ETHUSDT.BINANCE USD-M perpetual using 4-HOUR bars — a CADENCE extension of the factory's single strongest validated expression, the PROMOTED ETH-1H impulse-bar continuation (Sharpe ~1.40), onto the FEE-FAVORABLE slower timeframe. The family is now mapped to two failure axes: it is FEE-SENSITIVE (sub-1H died — BTC-15m and ETH-15m both fee-dominated, more fee-incidence per smaller move) and ASSET-SENSITIVE (works on high-vol clean-flow majors……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV CONTINUATION strategy on ETHUSDT.BINANCE USD-M perpetual using 4-HOUR bars — a CADENCE extension of the factory's single strongest validated expression, the PROMOTED ETH-1H impulse-bar continuation (Sharpe ~1.40), onto the FEE-FAVORABLE slower timeframe. The family is now mapped to two failure axes: it is FEE-SENSITIVE (sub-1H died — BTC-15m and ETH-15m both fee-dominated, more fee-incidence per smaller move) and ASSET-SENSITIVE (works on high-vol clean-flow majors ETH/SOL; BTC is fee-bound-zero across every trigger/venue; LINK/XRP whipsaw). This hypothesis attacks the FEE axis from the unexplored favorable side: a 4H cadence makes each impulse move LARGER, clearing the ~0.10% round-trip fee with wide margin (the inverse of why sub-1H failed), while keeping the validated asset (ETH, the strongest member). It is genuinely additive — 4H impulse events are a distinct, larger-move trade population with low correlation to the promoted 1H stream — and it directly honors the analyst's directive to 'pursue the validated ETH expression.' It is NOT a coin-flip on an unproven alt (ETH is THE proven asset; the in-flight AVAX-1H already tests alt-generalization), NOT a BTC variant (dead all triggers/venues), NOT a funding/basis/carry/cross-venue strategy (the entire family is fee-dominated/event-sparse — confirmed across BTC/ETH/SOL), NOT a daily-momentum basket refinement (all correlated with promoted AbsoluteMomentum), NOT relative-momentum (decayed), NOT options (engine), NOT reversion (dead), NOT HL intraday (data wall). Single-venue (no cross-venue fee floor), pure OHLCV, deep ETH 4H history (validatable), engine-safe (discrete enter-once/exit-once, single position, hard-capped). It carries the SOL-sibling parameter hardening to pre-empt the LINK overfit trap: impulse_mult CLAMPED [1.0, 1.8], strong_frac FROZEN, <=4 tunables, flat-between-signals.

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