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All hypotheses

Hypotheses

BTC Perp-Premium-Confirmed Momentum, Long-Short (Single-Instrument BTCUSDT.BINANCE Perp, 4H Bars — Trade Price Momentum ONLY When the Perp Mark-vs-Index PREMIUM Confirms Leveraged Conviction in the Same Direction, Flat on Divergence, ATR-Trailing, 3-Parameter)

A LONG-SHORT, single-instrument strategy on BTCUSDT.BINANCE USD-M perpetual that trades 4H price momentum ONLY when the perpetual's mark-vs-index PREMIUM (basis) confirms leveraged conviction in the same direction, and…

Hypothesis

A LONG-SHORT, single-instrument strategy on BTCUSDT.BINANCE USD-M perpetual that trades 4H price momentum ONLY when the perpetual's mark-vs-index PREMIUM (basis) confirms leveraged conviction in the same direction, and stands flat when price and premium diverge. This targets a distinct EDGE SOURCE — leverage/basis sentiment — on the ONE instrument this session has conclusively shown to be directionally tradable (BTC; every alt directional variant across price, volume, structure, ADX has now died 'no edge', and……Show moreShow less

A LONG-SHORT, single-instrument strategy on BTCUSDT.BINANCE USD-M perpetual that trades 4H price momentum ONLY when the perpetual's mark-vs-index PREMIUM (basis) confirms leveraged conviction in the same direction, and stands flat when price and premium diverge. This targets a distinct EDGE SOURCE — leverage/basis sentiment — on the ONE instrument this session has conclusively shown to be directionally tradable (BTC; every alt directional variant across price, volume, structure, ADX has now died 'no edge', and only BTC momentum survives). It completes the orthogonal-signal sweep the factory is effectively running on BTC: my pending ideas confirm momentum with aggressor FLOW (taker ratio) and positioning STOCK (open interest); this uses the PREMIUM (the price of leverage) — a genuinely different feed. The thesis: a price move where the perp simultaneously trades at a premium in that direction reflects leveraged demand committing (persistent), whereas a price move against the basis (e.g., price up while the perp sits at a discount = spot-led, no leverage support) is unsupported and tends not to continue. It applies the survivor's proven SELECTIVITY principle (trade direction only when an independent confirm agrees, flat otherwise) with an orthogonal confirm. It is engineered against every confirmed failure mode: kept DEAD SIMPLE for the developer — ONE supplementary scalar (premium_index), the SAME instrument it trades, standard incremental smoothing — to prevent the whole-strategy-swap that killed prior supplementary ideas; 4H cadence for a MEASURABLE ~150-250 trade sample (not a low-frequency gate); BTC 4H legs (~2-4%) that clear the ~0.10% fee. It fills the under-target LONG-SHORT bucket (13.3% vs an 86.7%-long-only book). Only 3 parameters.

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