Skip to content
All hypotheses

Hypotheses

COIN-M ETH Inverse-Perp Regime-Gated Bollinger Mean Reversion, Long-Short (Single-Instrument BINANCE_CM, 1H, Fade Band Extremes ONLY in Ranging/Low-ADX Regime, Mid-Band Take-Profit, Failed-Reversion Stop, Pure OHLCV, Low-Parameter, Cheapest-Fee Venue)

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV counter-trend MEAN-REVERSION strategy on ETHUSD_PERP.BINANCE_CM (Binance COIN-M inverse perpetual, ETH-margined, 1-HOUR bars). It deliberately fills the two most under-target…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV counter-trend MEAN-REVERSION strategy on ETHUSD_PERP.BINANCE_CM (Binance COIN-M inverse perpetual, ETH-margined, 1-HOUR bars). It deliberately fills the two most under-target buckets at once: BINANCE_CM venue (only 1.7% of the portfolio vs the >=5% quota — the single most starved venue, and barely explored) and long_short direction (14.5%). COIN-M also carries the cheapest round-trip taker fee in the entire venue set (~0.06% RT), which widens the post-fee edge headroom……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV counter-trend MEAN-REVERSION strategy on ETHUSD_PERP.BINANCE_CM (Binance COIN-M inverse perpetual, ETH-margined, 1-HOUR bars). It deliberately fills the two most under-target buckets at once: BINANCE_CM venue (only 1.7% of the portfolio vs the >=5% quota — the single most starved venue, and barely explored) and long_short direction (14.5%). COIN-M also carries the cheapest round-trip taker fee in the entire venue set (~0.06% RT), which widens the post-fee edge headroom for a reversion strategy whose per-trade targets are modest. Critically, this is a MECHANISM the factory has not validated — it is NOT momentum/breakout/continuation (the squeeze-breakout, opening-range-breakout, impulse-bar-continuation, Donchian, and time-series-momentum families already in the book) but its orthogonal counterpart: fading short-term overextension back to the mean. The well-known failure mode of classic Bollinger/RSI mean reversion in crypto (trends run over the fade and stop you out) is addressed structurally with an ADX ranging-regime GATE: the strategy only fades band extremes when ADX(14) confirms a low-trend / range-bound regime, and stands aside entirely when ADX shows a strong trend. Pure OHLCV means zero supplementary-data dependency (sidestepping the funding/option-settlement data failures that abandoned the recent families). Kept intentionally low-parameter (4 core params) to resist the overfitting that has been the recurring abandonment cause.

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