ETH Daily Three-Day Down-Close Reversal Long in Confirmed Uptrend

A LONG-ONLY short-term reversal strategy on ETHUSDT.BINANCE perpetual futures (Binance USD-M) using DAILY bars. Entry trigger: ETH closes DOWN for 3 consecutive days while still in a confirmed long-term uptrend (price > 100-day SMA, 100-day SMA > 200-day SMA, 100-day SMA rising). Exit within 5 days on profit target, stop, or time. This is the Connors-Sen 'Short-Term Trading Strategies That Work' 3-day-down-in-uptrend pattern — a well-documented short-term reversal setup with reported 65-75% win rates and 2-3 day holding periods across stocks, ETFs, futures, and crypto. Mechanism: in a healthy uptrend, 3 consecutive down days represents a normal oversold pullback (not trend breakdown) and is statistically followed by a snap-back rally within 1-5 days. The uptrend filter (>100-SMA, 100>200, 100 rising) ensures we only trade reversals during the regime where short-term reversal works; in a downtrend, 3 consecutive down days are just the trend continuing and the strategy would lose. ETH is the chosen instrument because: (1) the current pipeline has only 1 ETH strategy (Golden Cross Momentum Long — a slow momentum entry); a short-term reversal pattern is structurally orthogonal and adds within-ETH diversification; (2) ETH has 5+ years of clean Binance USD-M data, no deprecation risk, in the precision map; (3) ETH has historically shown cleaner short-term reversal patterns than BTC (BTC's higher institutional ownership dampens the retail-panic-then-snapback dynamic that the strategy exploits). Structurally orthogonal to every prior session failure and every pipeline strategy: it is NOT a breakout (entry on weakness, not strength), NOT a moving-average pullback (uses consecutive-day-count not MA distance — different from XRP pullback already in pipeline), NOT sub-daily mean reversion (daily bars, low frequency), NOT cross-asset, NOT supp-data dependent, NOT accumulation, NOT options, NOT cross-venue, NOT calendar, NOT a death-cross short. Trade frequency naturally falls in the 30-50/year range (3-down-day events are common but uptrend filter prunes many), holding period 1-5 days produces many discrete closed trades that the factory framework can evaluate via walk-forward.