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Hypotheses

ETH Volatility-Contraction Squeeze Breakout, Long-Short (Binance USD-M, 4H Bars, Low-Vol Coil to Expansion Trigger, ATR-Trailing Winners, Low-Parameter)

A LONG-SHORT, single-instrument, pure-OHLCV DIRECTIONAL strategy on ETHUSDT.BINANCE USD-M perpetual using 4-HOUR bars, built as a STRUCTURE VARIANT on the factory's proven directional asset (ETH), per the analyst…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV DIRECTIONAL strategy on ETHUSDT.BINANCE USD-M perpetual using 4-HOUR bars, built as a STRUCTURE VARIANT on the factory's proven directional asset (ETH), per the analyst directive to pursue cadence/structure variants on winning assets rather than porting triggers to unproven alts. The trigger is mechanistically DISTINCT from every expression already in the portfolio: instead of reacting to a large-magnitude impulse bar (the impulse-continuation family) or a time-anchored……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV DIRECTIONAL strategy on ETHUSDT.BINANCE USD-M perpetual using 4-HOUR bars, built as a STRUCTURE VARIANT on the factory's proven directional asset (ETH), per the analyst directive to pursue cadence/structure variants on winning assets rather than porting triggers to unproven alts. The trigger is mechanistically DISTINCT from every expression already in the portfolio: instead of reacting to a large-magnitude impulse bar (the impulse-continuation family) or a time-anchored opening range (the SOL-failed opening-range trigger), it conditions on a VOLATILITY CONTRACTION — an extended low-realized-vol consolidation (a 'coil') — and then trades the directional EXPANSION when price breaks out of that coil's range. The economic premise is the volatility-regime cycle: realized volatility is strongly mean-reverting and autocorrelated, so a sustained low-vol coil builds positioning energy that releases as a directional vol-expansion leg; ETH's documented clean trend-persistence (the same property that makes ETH-1H/4H impulse-continuation work and SOL-impulse work) gives the post-breakout expansion enough follow-through to clear costs. Long-short so it captures both upside and downside expansions and to push the portfolio's 85.5% long-only skew toward the ≤55% target. Kept to ~4 parameters to resist the overfitting that recurred across the recent batch; per-move targets are multi-percent, an order of magnitude above the ~0.10% USD-M round-trip fee, so this is not a fee-marginal scalp.

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