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Hypotheses

ETH Bybit Daily Time-Series Momentum, Long-Short with Inverse-Vol Sizing and Chandelier Exit (Single-Instrument ETHUSDT.BYBIT Perp, DAILY Bars, Sign of ~50-Day Trailing Return, Vol-Scaled Size, 3-Parameter) — Venue-Diversification of the Factory's One Surviving Mechanism onto a Deep-Liquidity Major on the Empty Bybit Venue

A LONG-SHORT, single-instrument, pure-OHLCV time-series (absolute) momentum strategy on ETHUSDT.BYBIT (Bybit linear USD-M perpetual), DAILY bars. This is a DELIBERATE, evidence-driven venue move, not a re-skin of a…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV time-series (absolute) momentum strategy on ETHUSDT.BYBIT (Bybit linear USD-M perpetual), DAILY bars. This is a DELIBERATE, evidence-driven venue move, not a re-skin of a dead idea: the ONLY mechanism this factory has ever promoted to paper is medium-horizon directional momentum on a liquid major with continuous inverse-vol sizing (ETH Daily TSMOM Funding-Carry-Veto reached paper at Sharpe 1.06; BTC/ADA/ETH Dual-TF Momentum Confluence all reached paper at Sharpe……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV time-series (absolute) momentum strategy on ETHUSDT.BYBIT (Bybit linear USD-M perpetual), DAILY bars. This is a DELIBERATE, evidence-driven venue move, not a re-skin of a dead idea: the ONLY mechanism this factory has ever promoted to paper is medium-horizon directional momentum on a liquid major with continuous inverse-vol sizing (ETH Daily TSMOM Funding-Carry-Veto reached paper at Sharpe 1.06; BTC/ADA/ETH Dual-TF Momentum Confluence all reached paper at Sharpe 1.0-2.0). Every clone that DIED did so either by (a) swapping to a weaker asset (SOL/XRP/LINK overfit), (b) adding a regime/volume/efficiency GATE that cut trade count without improving per-trade edge (L92, L91), or (c) running on a THIN instrument where market impact ate the gross edge — which is exactly how the single prior Bybit attempt (AtomBybitDualTimeframeMomentumConfluenceLS) died last cycle: impact_cost_pct 61.2%, capacity only $266k. The fix is NOT a new gate; it is to keep the proven mechanism intact and run it on the deepest-liquidity major (ETH) on the essentially-UNUSED Bybit venue (1 of 3011 experiments), where impact and capacity are non-issues. Signal: position = sign of the ~50-day trailing log return (deadband around zero to avoid whipsaw at the flat point). Size scales INVERSELY with 20-day realized volatility toward a target daily vol (this is continuous sizing, the surviving structure — NOT a binary gate). Exit is a Chandelier trailing stop (highest-high/lowest-low minus/plus k*ATR) so winners run and the position stop-and-reverses on a confirmed trend flip. 3 parameters only (lookback, deadband, ATR multiple) to resist the overfit graveyard.

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