Hypotheses
BTC 4H Wide-Range Bullish Bar Volatility-Expansion Momentum Long with Daily Bull Regime Filter
A long-only single-instrument RANGE-EXPANSION MOMENTUM strategy on BTCUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This proposal is designed to AVOID every…
Strategies
Hypothesis
A long-only single-instrument RANGE-EXPANSION MOMENTUM strategy on BTCUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This proposal is designed to AVOID every documented failure pattern this session: (1) it uses OHLCV-only data (avoiding the supplementary-data infrastructure failures that killed funding-rate, liquidation, and OI strategies), (2) it operates on BTC 4H (the most-validated data path), (3) it uses a fundamentally different signal type than every……Show moreShow less
A long-only single-instrument RANGE-EXPANSION MOMENTUM strategy on BTCUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar bull regime filter. This proposal is designed to AVOID every documented failure pattern this session: (1) it uses OHLCV-only data (avoiding the supplementary-data infrastructure failures that killed funding-rate, liquidation, and OI strategies), (2) it operates on BTC 4H (the most-validated data path), (3) it uses a fundamentally different signal type than every existing BTC strategy, (4) it's a high-density signal (30-50 trades/year, well above the analyst's 30-trade walk-forward threshold), (5) it's NOT a mean-reversion or momentum-continuation transfer from any failed strategy, (6) it's NOT a symmetric inversion. The trigger is the classical Wide Range Bar (WRB) concept documented by Toby Crabel (1990) and Linda Raschke ('Street Smarts' 1996): a single 4H bar whose range (high - low) materially exceeds the recent volatility baseline, combined with bullish close direction. Crucially, WRB captures a DIFFERENT signal-type than all existing BTC strategies: (a) BtcFourHourVolumeBreakoutLong uses Donchian-high break + volume (positional + volume); (b) BtcFourHourBollingerUpperBandMomentumContinuationLong uses std-dev distance from mean (statistical extension); (c) BtcFourHourAggressorBuyImbalanceMomentumLong uses order-flow direction (microstructure). NONE measures the bar's TOTAL RANGE relative to recent volatility — that's a separate single-bar geometric property. Economic mechanism: when a BTC 4H bar produces 1.5×+ normal range AND closes bullishly in the upper portion of that range, this signals (a) a capital-flow event (institutional ETF rebalancing, macro catalyst, news-driven momentum) that brought meaningful directional capital, (b) buyers maintained control through the wide range to the close (not a wick-then-reverse pattern), (c) systematic momentum traders observe the range-burst and enter, providing 4-12 hour follow-through. This is distinct from BB-Upper (which captures multi-bar extension) and from Vol Breakout (which requires Donchian high — a positional condition independent of bar range). Two bars with identical Vol Breakout signals can have very different range-expansion characteristics. Only 4 explicit parameters (range multiplier, range lookback, regime SMA, stop pct).
Backtest and paper results are hypothetical. Trading involves risk of loss.