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Hypotheses

AAVE Binance USD-M Dual-Timeframe Momentum Confluence — Long-Short 4H Trend Aligned with the Daily Trend, Flat on Disagreement, ATR Trailing Exit (Volatility-Scaled, Single-Bar, 3-Parameter)

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on AAVEUSDT.BINANCE (USD-M perpetual), 4H single-bar construction with a daily trend confirmation. This is an EVIDENCE-DRIVEN asset…

Hypothesis

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on AAVEUSDT.BINANCE (USD-M perpetual), 4H single-bar construction with a daily trend confirmation. This is an EVIDENCE-DRIVEN asset selection following the session's most informative result — the ADA dual-TF confluence NEAR-MISS, the ONLY non-BTC candidate to 'emphatically clear significance' (deflated_sharpe 1.0 vs expected-max 0.56, optimized Sharpe 1.75, positive CI-low). That result splits the confluence family by ASSET PROFILE: it……Show moreShow less

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on AAVEUSDT.BINANCE (USD-M perpetual), 4H single-bar construction with a daily trend confirmation. This is an EVIDENCE-DRIVEN asset selection following the session's most informative result — the ADA dual-TF confluence NEAR-MISS, the ONLY non-BTC candidate to 'emphatically clear significance' (deflated_sharpe 1.0 vs expected-max 0.56, optimized Sharpe 1.75, positive CI-low). That result splits the confluence family by ASSET PROFILE: it FAILS on high-beta/fat-tailed memecoins (SOL 0.79, AVAX 0.34, XRP/DOGE/LTC no-edge) and CLEARS on clean, liquid, fundamentally-driven large-caps that trend in coherent multi-week legs (BTC 1.99, ADA 1.75). AAVE is chosen to extend that winning profile into a DIFFERENT sector (DeFi blue-chip, vs the L1 ports DOT/ATOM already queued) for portfolio diversity: it is deeply liquid, has ~5y Binance USD-M history, trends in strong clean legs (the 2021 DeFi run, 2022-2024 decline, the sharp 2024-2025 recovery), and carries enough per-trade volatility (~5-6% daily) to give a comfortable fee margin — WITHOUT the memecoin fat tails that made SOL/AVAX fail the outlier/deflated-Sharpe checks. It applies the exact mechanism + vol-scaling that produced the ADA significance-clearing result. NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54), NOT a channel breakout (outlier class), NOT a cross-sectional basket (L52), NOT calendar/session/lead-lag (all falsified net-losing or CI-straddling-zero this session), NOT a NON-PRICE-feed gate (L46), NOT options/COIN-M (L50/L51). Fills the long-short gap (13.5% vs 86% long-only). To match the ADA construction and resist overfit: single 4H bar type, 3 params, fixed fast-EMA, volatility-scaled sizing. Risk profile: ~1.5% equity risk/trade via ATR stop; vol-scaled notional = risk_budget / (atr_mult * ATR_4H) capped at 25% of equity*leverage; 2x leverage cap (reads self.config.leverage). Exactly 3 tunable parameters (slow/fast EMA ratio, daily-trend EMA length, ATR trailing multiple).

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