Hypotheses
ETH Daily Golden Cross Momentum with ATR Trailing Stop
A simple long-only trend-following strategy on ETHUSDT perpetual futures using daily bars. Enters long when a fast EMA crosses above a slow EMA in the context of a confirmed long-term uptrend (price above 200-day SMA),…
Hypothesis
A simple long-only trend-following strategy on ETHUSDT perpetual futures using daily bars. Enters long when a fast EMA crosses above a slow EMA in the context of a confirmed long-term uptrend (price above 200-day SMA), then rides the trend with an ATR-based trailing stop. Designed deliberately as a low-parameter, single-instrument, bars-only strategy to avoid the Layer-2 verification timeouts that have plagued recent multi-instrument pairs and supplementary-data strategies. ETH is chosen over BTC because BTC mean-reversion is already in the pipeline (BtcZScoreDipBuyUptrend) and we need style/instrument diversity. ETH has well-documented trend persistence during bull regimes (e.g., 2020-2021, 2023-2024 rallies) and the daily timeframe means ~3-8 trades per year with average winners of 20-40% — vastly exceeding the 0.10% round-trip futures fee. Total of 4 strategy parameters: ema_fast, ema_slow, atr_period, atr_mult.
Backtest and paper results are hypothetical. Trading involves risk of loss.