SOL Turn-of-the-Month Long on Daily Bars

A long-only single-instrument calendar-effect strategy on SOLUSDT perpetual futures using daily (1D) bars. Exploits the well-documented 'turn-of-the-month' (TOM) anomaly where institutional and retail capital flows concentrate around month boundaries. In TradFi (Ariel 1987, Lakonishok-Smidt 1988), the last 4 trading days plus first 3 of each month capture a disproportionate share of monthly equity returns due to pension contributions, payroll allocations, and 401k flow timing. Crypto has a parallel mechanism: monthly DCA programs (Coinbase recurring buys, Binance Auto-Invest, Strike), Grayscale-style fund rebalances, monthly altcoin index rebalances (CoinShares, Bitwise products), and retail 'first of month' wallet deposits all create predictable bid pressure around the calendar boundary. SOL is selected because (a) it has very high retail penetration via Phantom wallet and the Solana memecoin ecosystem, (b) it's a top constituent in most crypto indices that rebalance at month-end, (c) high beta means the TOM effect amplifies more than on BTC, and (d) SOL is NOT in the failure set or current pipeline. Strategy is fully deterministic — entry/exit triggered purely by calendar day position, no indicators, no thresholds, no regime filters. This minimizes parameters to fight overfitting and keeps verification fast.