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All hypotheses

Hypotheses

Open-Interest-Confirmed Positioning-Shift Swing (BINANCE_CM Inverse Perp BTCUSD_PERP — Take a Directional Swing ONLY When a Price Move Is Backed by RISING Open Interest = New Conviction Money; Stand Aside on Deleveraging Moves Where OI Is Falling; Exit When OI Rolls Over, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE swing strategy on BTCUSD_PERP.BINANCE_CM (COIN-M inverse perpetual, BTC-margined, ~0.06% RT taker). The signal is driven PRIMARILY by open interest (a sandbox-available,…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE swing strategy on BTCUSD_PERP.BINANCE_CM (COIN-M inverse perpetual, BTC-margined, ~0.06% RT taker). The signal is driven PRIMARILY by open interest (a sandbox-available, orthogonal-to-price positioning feed), not by price alone. The core insight — which is NOT a re-derivation of trend — is that a directional price move means very different things depending on whether open interest is EXPANDING or CONTRACTING. Rising-OI moves are new money taking conviction positions……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE swing strategy on BTCUSD_PERP.BINANCE_CM (COIN-M inverse perpetual, BTC-margined, ~0.06% RT taker). The signal is driven PRIMARILY by open interest (a sandbox-available, orthogonal-to-price positioning feed), not by price alone. The core insight — which is NOT a re-derivation of trend — is that a directional price move means very different things depending on whether open interest is EXPANDING or CONTRACTING. Rising-OI moves are new money taking conviction positions and tend to persist; falling-OI moves are deleveraging / short-covering / stop-runs with no fresh conviction and tend to chop and reverse. The strategy therefore only takes a swing in the two 'rising-OI' quadrants and stays FLAT in the deleveraging quadrants, which is exactly where price-only trend systems whipsaw. It deliberately fills three under-represented buckets: BINANCE_CM venue (3.2% vs >=5% target), long_short direction (13.2% vs push target), and it keeps a single-venue single-instrument structure to avoid the cross-venue/multi-leg verification_loop trap (L44) and the options/IV sandbox trap (L43). It uses OI as the orthogonal dependency demanded by L42 rather than dressing a price-only trend signal in a new indicator name.

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