LINK Spot Capitulation-Reset Swing Accumulation, Long-Only (LINKUSDT.BINANCE_SPOT, Vol-Scaled Z-Score Oversold Entry Gated by a Perp Funding-Reset Filter, Multi-Day Hold, 3-Parameter)
Hypothesis
A LONG-ONLY, spot, single-instrument SWING mean-reversion on LINKUSDT.BINANCE_SPOT that is a deliberate departure from the dead dual-timeframe momentum-confluence family (L91/L92) that the colliding LTC hypothesis belongs to. Mechanism: accumulate LINK on the SPOT book after a multi-day capitulation flush AND a same-asset perp funding reset, then hold the mean-reversion bounce for several days. This is NOT an intraday cascade/liquidation fade (L80/L89): entry is measured on 4H closes over a multi-day window, the hold is days, and the per-trade capture is a full swing, not a sub-fee tick. Direction is long-only because it runs on the CASH spot account (no leverage, no short) — routing it to spot per the venue rule and filling the under-represented spot bucket (6% vs >=15% target, highest-survival venue in the portfolio). ENTRY: LINK spot log-price z-score over an N-bar lookback <= -z_enter (deep oversold) WHILE the LINKUSDT.BINANCE perp funding (point-in-time supp_as_of) has gone negative and is resetting up from its trough (over-leveraged longs already flushed -> mechanical bounce fuel). EXIT: reversion of the z-score back toward 0 (>= z_exit) OR a fixed multi-day time stop OR a volatility-based stop below the entry flush low. Conviction sizing scales the spot allocation by flush depth (|z|). FEE MATH: spot RT ~0.20%. Target only deep multi-day flushes on a mid-cap major that historically bounce 3-8% over the following days; capturing even a third of a 6% bounce = ~2.0% per trade = ~10x the 0.20% spot RT cost, and >> the 0.25% spot minimum. Cadence ~20-40 flushes/yr on LINK -> ~120-240 trades over 6yr, well under 1/day, so this is NOT fee-churn and NOT a crash-only zero-trade design.
Backtest and paper results are hypothetical. Trading involves risk of loss.