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Hypotheses

ETH USD-M Daily Donchian Breakout, LONG/FLAT Only (Single-Instrument BINANCE Perp, Pure OHLCV, Promoted-Book-Identical Fixed Single-Entry Sizing, NO Dynamic Resizing, NO Long-Short Flips, Leverage 1.0, Engine-Bug-Avoiding by Construction, Low-Parameter)

A LONG-ONLY (LONG/FLAT, never short), SINGLE-INSTRUMENT, DAILY Donchian-channel breakout trend strategy on ETHUSDT.BINANCE (USD-M perpetual), deliberately built as the cleanest construction that the current engine can…

Hypothesis

A LONG-ONLY (LONG/FLAT, never short), SINGLE-INSTRUMENT, DAILY Donchian-channel breakout trend strategy on ETHUSDT.BINANCE (USD-M perpetual), deliberately built as the cleanest construction that the current engine can plausibly evaluate. Context: the factory's backtest engine currently has confirmed, strategy-unfixable defects — (1) a USD-M perp base-pipeline OVER-EXPOSURE bug proven immune to hard caps/dual flat-guards (SOL vol-targeted fresh run still hit 345%); (2) spot-CASH held-position MTM broken……Show moreShow less

A LONG-ONLY (LONG/FLAT, never short), SINGLE-INSTRUMENT, DAILY Donchian-channel breakout trend strategy on ETHUSDT.BINANCE (USD-M perpetual), deliberately built as the cleanest construction that the current engine can plausibly evaluate. Context: the factory's backtest engine currently has confirmed, strategy-unfixable defects — (1) a USD-M perp base-pipeline OVER-EXPOSURE bug proven immune to hard caps/dual flat-guards (SOL vol-targeted fresh run still hit 345%); (2) spot-CASH held-position MTM broken (unbacktestable); (3) multi-instrument aggregation broken; (4) all census signals (liquidations/OI/account-ratio/taker) data-walled. CRUCIALLY, the over-exposure cluster ALL shared two traits the PROMOTED books do NOT: dynamic per-bar re-sizing (vol-/funding-scaling) and/or frequent long->short FLIPS; the promoted BTC/ETH/SOL TS-momentum books (which sized correctly enough to promote) use simple fixed single-entry sizing and hold. This hypothesis therefore copies the PROMOTED construction exactly and strips every over-exposure trigger: LONG/FLAT only (never holds a short -> can never stack opposing positions on a flip), ONE fixed-fractional position size computed ONCE at entry (NO dynamic resizing while held), leverage 1.0, and explicit close-to-FLAT before any re-entry. It uses OHLCV ONLY (the deep wall-free feed), trades the validated daily breakout/trend edge with-trend on ETH (a validated core trender, promoted TS-momentum sibling), and is single-instrument/single-venue (no aggregation bug) and perp not spot (no spot-MTM bug). It is the ETH sibling of the pending BTC long/flat Donchian, extending the maximally-evaluable construction across the two cleanest trenders. PRE-REGISTERED ACCEPTANCE / ENGINE-DEFECT DETECTOR: avg_position_pct must be ~<=100% (one position, no stacking) and no single-day return beyond ~+/-15-20% (ETH at 1x); if violated, it is the engine over-exposure defect (escalate/abandon), not the strategy. Low parameter count.

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