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Hypotheses

ETH Large-Print Sweep Exhaustion Fade, Long-Short (Single-Instrument BINANCE USD-M Perp, DEEP aggTrades TRADE-SIZE Data, Fade the Snapback After a CLIMACTIC Large-Aggressor Sweep Spikes Price — the Big Taker Print Is Often the LAST Buyer/Seller, Not a New Trend — Tight Stop Beyond the Sweep Wick, Fast Hold, 3-Parameter)

A LONG-SHORT, single-instrument MICROSTRUCTURE strategy on ETHUSDT.BINANCE (USD-M perp) that trades a specific, deep-data order-flow event and stays outside every class this session confirmed dead: L30 (pure-OHLCV =…

Hypothesis

A LONG-SHORT, single-instrument MICROSTRUCTURE strategy on ETHUSDT.BINANCE (USD-M perp) that trades a specific, deep-data order-flow event and stays outside every class this session confirmed dead: L30 (pure-OHLCV = 0/213 → the signal is TRADE-SIZE order flow, a genuine non-price dependency L30 permits), L29 (no options), L28 (no funding carry — immune to the funding-edge DECAY that killed the carry baskets), and it avoids the shallow-metrics/liquidation traps by using the DEEP aggTrades feed (Binance Vision raw……Show moreShow less

A LONG-SHORT, single-instrument MICROSTRUCTURE strategy on ETHUSDT.BINANCE (USD-M perp) that trades a specific, deep-data order-flow event and stays outside every class this session confirmed dead: L30 (pure-OHLCV = 0/213 → the signal is TRADE-SIZE order flow, a genuine non-price dependency L30 permits), L29 (no options), L28 (no funding carry — immune to the funding-edge DECAY that killed the carry baskets), and it avoids the shallow-metrics/liquidation traps by using the DEEP aggTrades feed (Binance Vision raw trades with per-trade size and aggressor flag). It is distinct from my pending aggTrades absorption-divergence idea (which fades a rolling CVD-vs-price DIVERGENCE at range extremes): this fades a SINGLE CLIMACTIC LARGE-PRINT SWEEP — a burst dominated by outlier-sized aggressive trades that spikes price in one direction. The thesis, aligned with the one surviving reversion winner (SOL 15m VWAP fade): a large aggressive sweep is frequently the LAST marginal buyer/seller exhausting into thin liquidity, not the start of a new trend, so price snaps back once the sweep completes. Fade it — after a large BUY sweep spikes price up, SHORT the snapback; after a large SELL sweep, LONG. The tight stop sits just beyond the sweep's price extreme (thesis invalidated if price keeps going = it was informed continuation), giving positive reward:risk. ETH is chosen for a deep, liquid aggTrades tape with meaningful (~0.2–0.5%) sweep snapbacks that clear the ~0.10% USD-M round trip. Single instrument, LONG-SHORT (fills the 85%-long imbalance), fast intraday hold. 3 core parameters (trade-size percentile for 'large', sweep-move threshold, stop distance).

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