ETH Daily Higher-High-Higher-Low Dow Theory Trend Confirmation Long with 200-SMA Bull Regime Filter

A long-only single-instrument MULTI-BAR DOW THEORY CONFIRMATION strategy on ETHUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA bull regime filter. The trigger is the classical 'Higher High + Higher Low' (HH/HL) trend-confirmation pattern that traces to Charles Dow's editorials (1900s), was codified by Robert Rhea in 'The Dow Theory' (1932), and remains a foundational tool in classical technical analysis. The mechanism requires the CURRENT daily bar to simultaneously satisfy TWO positional dominance conditions over a 5-bar lookback window: (a) current HIGH must exceed all 5 prior daily highs (positional dominance on the upside), AND (b) current LOW must exceed all 5 prior daily lows (positional dominance on the downside, indicating no deep retracement during the bar). When both conditions hold simultaneously on the same bar, Dow Theory considers the structural uptrend to be confirmed for continuation: buyers have demonstrated control across the entire daily range. This mechanism is structurally NOVEL within the portfolio and complementary to every existing strategy: candlestick patterns (Hammer, Engulfing, Morning Star, Three White Soldiers) use BODY/SHADOW PROPORTIONAL geometry within 1-3 bars; pivot patterns (Pivot Low) use rank-based detection of local extrema; this HH/HL pattern uses PURE POSITIONAL DOMINANCE over a 5-bar window — both bar EXTREMES (high AND low) must out-rank the entire prior window. No existing strategy uses dual positional dominance. The 5-bar lookback distinguishes this from breakout strategies (which only require high > prior high) — the additional low > prior low constraint dramatically reduces false signals in volatile chop. ETH is chosen specifically because (a) ETH is now the most UNDERUTILIZED asset in the portfolio (only EthDailyGoldenCrossMomentumLong remains after Bullish Engulfing failure — 1 strategy vs 2-3 for every other tracked asset), (b) ETH daily futures data path is empirically reliable (used by Golden Cross + multiple regime filters), (c) ETH exhibits clean Dow-Theory trending behavior driven by deep institutional flows (ETF rebalancing, staking redemption cycles produce structurally clean HH/HL sequences), (d) ETH's lower volatility relative to alts produces less HH/HL noise, making the signal cleaner. Only 3 explicit parameters (regime SMA period, lookback window, stop-loss pct) — minimum-parameter pattern strategy.