C — Time-Series Momentum / Donchian Trend (BTC Perp)

Hypothesis

ECONOMIC HYPOTHESIS: BTC trends persist via under-reaction, momentum, and flow persistence. VENUE: BINANCE USD-M perp, BTCUSDT, MARGIN, leverage>1 (short-capable). TIMEFRAME: 1d. ENTRY: long when close breaks above prior N-day high; short when close breaks below prior N-day low. Sweep N across 20-55 days (report the FULL range, identify profitable plateau, flag if edge depends on one narrow N). EXIT: primary = 3x ATR chandelier/trailing stop; robustness variant = opposite-channel (N/2) exit. NO fixed take-profit (objective is to ride extended trends). RISK: volatility-adjusted position sizing if supported; do NOT tune sizing to manufacture returns. COSTS: realistic taker fees + slippage; funding N/A for daily-hold trend but include if positions span funding stamps. CONSTRAINTS: long & short; NO RSI; NO one-trade-per-day restriction; NO skip-after-loss rule; do NOT aggressively optimize before initial report. Report gross AND net. Prioritize robustness/parameter-plateau over max return.