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Dual-Momentum Long-Only Rotation over 8 USD-M Majors (BINANCE Perps, Weekly, Hold Top-3 by Relative Strength ONLY If Their Own 12-Week Return Is Also Positive — Absolute-Momentum Cash-Out Overlay, Pure OHLCV, 2-Parameter)

Hypothesis

A LONG-ONLY, weekly-rebalanced DUAL-MOMENTUM rotation over the same 8 data-verified USD-M majors that already produced a paper-stage winner (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT, LINKUSDT, ADAUSDT, XRPUSDT). It deliberately extends the promoted 'Cross-Sectional Momentum 8-major LONG' (Sharpe 2.6) with the one well-documented, mechanically-simple robustness overlay it lacks: an ABSOLUTE-momentum (time-series) gate. Pure relative-strength rotation stays fully invested even in bear markets, holding 'the best of a falling universe'; dual momentum (Antonacci) fixes exactly this by requiring a name's OWN trailing return to be positive before it can be held — otherwise that capital goes to cash. This is a distinct mechanism from the existing regime-gated rotation (which uses a single market-wide BTC-SMA switch): here each slot is gated INDEPENDENTLY on its own absolute momentum, so the book scales its net exposure smoothly from fully-invested (broad bull) to fully-cash (broad bear). It is engineered against this session's lessons: PURE OHLCV only (best-surviving tag, 5%; no OI/liquidation/funding data walls), MULTI-ASSET (escapes the 0/213 single-symbol no-edge class that just killed the SOL squeeze), STANDARD BINANCE USD-M venue and a plain rank-and-hold structure (avoids the venue-mismatch and 10-parameter implementation failures that sank my COIN-M and taker-flow proposals at Layers 2/4). Only 2 tunable parameters (momentum lookback, top-K) to resist overfit (202x killer).

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