ETH/BTC Ratio Daily Trend-Following Long-ETH with EMA-Cross Filter

A long-only MULTI-INSTRUMENT CROSS-ASSET RELATIVE-STRENGTH strategy that trades ETHUSDT perpetual futures on Binance based on the ETH/BTC PRICE RATIO trend. This is the FIRST multi-instrument strategy in the portfolio — every existing strategy uses a single-instrument signal (price patterns, oscillators, breakouts on one asset). NONE use cross-asset relative strength. The mechanism is fundamentally orthogonal: the signal is derived from the RATIO of two asset prices (ETH/BTC), not either asset's absolute price. When the ETH/BTC ratio trends upward, ETH is outperforming BTC — the canonical 'alt-season' or 'ETH-cycle' regime documented in crypto markets since 2018. The trigger uses an EMA crossover ON THE RATIO ITSELF (not on either underlying): when the 50-day EMA of the ETH/BTC ratio crosses above the 200-day EMA, enter long ETH. Exit when the ratio EMA crosses back down OR ETH itself breaks below its own 200-day SMA (safety filter). This is mechanistically distinct from every existing strategy: (a) no candlestick or single-bar pattern (the ratio is a smooth time series), (b) no single-asset breakout (entry depends on cross-asset behavior), (c) no oscillator extreme (we follow ratio trend, not extremes), (d) no calendar effect. The signal captures a documented economic phenomenon: ETH-cycles where ETH outperforms BTC are driven by structurally different flows (DeFi adoption waves, ETF approval cycles, EIP releases, staking dynamics) than BTC-driven cycles (macro flows, ETF rebalances, halving anticipation). Trading the cross-asset relative trend captures this 'alt-rotation alpha' that no single-instrument strategy can isolate. The multi-instrument architecture uses ETHUSDT.BINANCE as primary (where positions are taken) and BTCUSDT.BINANCE as the secondary instrument (used only for ratio computation). Only 4 explicit parameters (short EMA period, long EMA period, ratio computation, safety SMA period) — minimum-parameter relative-strength strategy.