BTC 4H Bollinger Band Upper-Band Breakout Momentum-Continuation Long with Daily Bull Regime Filter

A long-only single-instrument STATISTICAL-DISTANCE MOMENTUM-CONTINUATION strategy on BTCUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This proposal is the SYMMETRIC INVERSION of the failed BtcFourHourBollingerLowerBandMeanRevLong (Sharpe -0.38, PF 0.93). The analyst's failure analysis documented a CRITICAL ECONOMIC FINDING: 'BB-distance triggers tend to coincide with regime-change events (liquidation cascades, macro shocks) that take days to resolve, NOT noise that mean-reverts quickly.' This is mechanistically different from RSI(2) velocity (which captures noise overshoot that retraces). The corollary: if BB-LOWER signals downward CONTINUATION (failed as long mean-reversion), then BB-UPPER should signal upward CONTINUATION and succeed as a long momentum entry. The economic mechanism: on BTC, a 4H close above the 20-period upper Bollinger Band (more than 2 std-devs above the 20-period mean) typically reflects (a) institutional FOMO surges (ETF inflows accelerating), (b) macro flight-to-BTC events (Fed pivot, regulatory tailwind), (c) systematic momentum traders cascading-buying, (d) trapped shorts forced to cover. These regime-change UPWARD events typically take days to resolve, providing CONTINUATION over 4-24 hours rather than reversion. This is the SAME economic finding documented by the analyst (BB-distance = regime-change), applied symmetrically to the upside. The proposal explicitly satisfies the analyst's required filter: 'When proposing a new mean-reversion mechanism for an asset that already has a working mean-reversion strategy, REQUIRE the hypothesis to articulate why the new signal type would capture a fundamentally different but still positive-expectancy edge.' This is NOT a mean-reversion mechanism at all — it's a momentum-continuation that uses BB distance as the entry trigger. Mechanistically distinct from BtcFourHourRsi2OversoldMeanRevLong (different direction, different signal type) and from BtcFourHourVolumeBreakoutLong (BB-upper is std-dev-based, not Donchian+volume). This is the THIRD validated mechanism class on BTC 4H if it succeeds: velocity-reversion (RSI), volume-breakout (Donchian+vol), distance-continuation (BB-upper).