Hypotheses
ETH Dual Moving Average Crossover on Daily Bars
A classic dual moving average crossover strategy on ETHUSDT futures using daily bars. Enters long when the fast SMA crosses above the slow SMA and short on the reverse crossover. This is intentionally the simplest…
Hypothesis
A classic dual moving average crossover strategy on ETHUSDT futures using daily bars. Enters long when the fast SMA crosses above the slow SMA and short on the reverse crossover. This is intentionally the simplest possible trend-following structure — only 2 parameters (fast period, slow period). ETH is chosen to diversify away from the BTC/SOL/BNB/XRP strategies already in the pipeline, and because ETH has strong multi-week trending behavior driven by DeFi cycles, L2 adoption waves, and ETH/BTC rotation flows. Daily timeframe ensures each trade captures substantial moves (5-15%), making fee drag irrelevant. The simplicity is the point — minimal overfitting surface, maximum robustness.
Backtest and paper results are hypothetical. Trading involves risk of loss.