Hypotheses
BCH Idiosyncratic (BTC-Residual) Intermediate Momentum, Long-Short (BCHUSDT.BINANCE USD-M, DAILY Bars, Trade the Sign of the Market-Neutralized Trend After Removing Rolling BTC Beta, Vol-Scaled Legs + Deadband + Chandelier Stop, 3-Parameter)
A LONG-SHORT single-primary-instrument directional strategy on BCHUSDT.BINANCE whose signal is idiosyncratic (BTC-residual) momentum, not price momentum: roll a 60-session OLS of BCH log-returns on BTC log-returns,…
Hypothesis
A LONG-SHORT single-primary-instrument directional strategy on BCHUSDT.BINANCE whose signal is idiosyncratic (BTC-residual) momentum, not price momentum: roll a 60-session OLS of BCH log-returns on BTC log-returns, form the residual, and trade the sign of the standardized 40-day cumulative residual. Distinct from every surviving/dead corpus family; BCH is un-mined and BTC is signal-only (never traded).
Backtest and paper results are hypothetical. Trading involves risk of loss.