SOL–BTC Conditional Factor Capture: Stable-Coupling Regime, Reduced Risk

Hypothesis

Replace unconditional beta amplification with a conditional hypothesis: trade SOL in BTC's trend direction only when trailing paired returns show positive, stable coupling. Use synchronized 4-HOUR bars; BTC is signal-only. Freeze the previously selected trend parameters and reduce risk_pct from 0.02 to 0.015 and max_notional_frac from 0.60 to 0.45. Market orders execute at the signal bar close, the supported continuous-market equivalent of next-bar-open execution. Protective stops trigger intrabar in the platform. Preserve all prior attempts and holdout exposure in lineage accounting; historical results remain development evidence, and validation requires genuinely new forward observations.