BTC Daily Momentum with Volatility Filter

Hypothesis

A simple daily-timeframe momentum strategy on BTCUSDT futures. Enters in the direction of recent momentum when volatility is expanding (favorable for trend continuation) and stays out during low-volatility chop. Uses only 2 core indicators (ROC and ATR ratio) with 3 tunable parameters, minimizing overfitting risk. Daily bars mean ~1-2 trades per week, keeping fee drag negligible. This is deliberately simple — the edge comes from BTC's well-documented momentum persistence at the daily timeframe, filtered by a volatility regime gate to avoid whipsaws in ranging markets.