AVAX Breakout-Throwback Continuation — Long-Short, Single-Instrument: Enter on the PULLBACK Retest of a Freshly Broken Range Level (Not the Break Itself), Tight Stop Below the Reclaimed Level, Measured-Move Target (BINANCE AVAXUSDT USD-M, 4H Bars, Pure OHLCV, 3-Parameter)

A LONG-SHORT, single-instrument directional-continuation strategy on AVAXUSDT.BINANCE USD-M perp that captures the surviving edge class of the factory (directional momentum on a liquid alt) via a DISTINCT, non-clone entry structure: the BREAKOUT THROWBACK. Instead of buying the raw breakout (the vol-squeeze expansion breakout is a proven net loser — breakouts fail too often and the entry stop is far), it WAITS for price to break a recent range extreme, then PULL BACK to retest the broken level (former resistance becoming support, or vice versa), and only enters when the level HOLDS and price resumes in the breakout direction. This deliberately sits outside every dead/blocked family: NOT dual-TF momentum-confluence (0/213, the EMA-agreement template just killed 3x), NOT raw breakout-continuation (vol-squeeze, net loser), NOT the CME-gap or liquidity-sweep reversals, NOT funding/OI-gated (L70/L71), NOT liquidation-feed (only 68d of data), NOT Polymarket (data uncollectable in sandbox), NOT options (timeout graveyard), NOT cross-venue/rotation (injection/0-125 deaths). It uses ONLY OHLCV on multi-year Binance history (no significance trap, no data-availability risk). It structurally answers the two dominant killers: (1) L19 DRAWDOWN BREACH — the throwback entry sits right at the reclaimed level, so the stop is TIGHT (just beyond it) and each loss is small, capping per-trade and portfolio drawdown, unlike the open-ended trend clones that hit 56-76% DD; (2) FEE GRAVEYARD — the tight stop plus a measured-move target gives a high reward:risk on a multi-percent 4H alt move, so per-trade capture is many times the 0.10% round trip, not a sub-fee scalp. Traded on a liquid ALT the recent queue hasn't used (AVAX, not BTC/ETH/SOL/ADA/XRP), long-short (fills the starved 14.3% bucket), 3 tunable parameters.

Implements the hypothesis's distinguishing structure literally - the entry is the retest, never the break - and stays clear of every family the brief rules out: no dual-timeframe momentum confluence, no raw breakout continuation, no gap or sweep reversal, no funding/OI gate, no liquidation feed, no cross-venue leg, no basket, no options, no supplementary data at all. (1) The two named killers are answered structurally, and I measured both on the real AVAXUSDT 4H series (13,013 bars, 2020-09 to 2026-08) by driving the actual strategy class through a bar-by-bar harness rather than trusting the design on paper. Drawdown: because the reclaim must happen within retest_atr_tol of the level, the stop distance averages 4.4% of price and every loss is bounded by risk-first sizing across that exact distance, with average deployed notional at 26% of equity. Fees: average per-trade result is about +1.24% net of a 0.10% round trip, roughly twelve times the cost floor, because the payoff comes from a measured-move target on a multi-percent 4H alt move rather than a scalp. (2) The harness also confirms the state machine actually works end to end: 314 setups armed, 243 of them converting to entries, exits split 170 stop / 43 measured-move target / 30 time stop - the intended shape of a tight-stop, high-reward-to-risk continuation book, with a 28% win rate carried by the target tail. That is about 40 trades a year, so the sandbox year will produce a healthy sample rather than risking a zero-trade abandon. (3) Honest statistics: with 243 trades and a per-trade standard deviation near 10%, the standard error on the mean is 0.67%, so +1.24% is roughly 1.8 sigma - clearly positive in sign and stable across the whole parameter neighbourhood I checked (every lookback 35/45/55 x stop 0.5/0.75/1.0 combination came out positive, +0.58% to +1.45%), but not yet decisive. I deliberately set the defaults to the CENTRE of that plateau (lookback 45, tol 1.0, stop 0.75) rather than the sweep argmax, since the spread between neighbours is inside noise and picking the maximum would be in-sample fitting. (4) One robustness detail worth flagging: should_enter optimistically records the trade state, but the base template can still drop the order on the size or min-notional guard, which would leave the machine believing it holds a position and silently stop arming new setups; _sync_position_state checks the cache one bar after entry and releases the machine if no position materialised. (5) Per-bar cost is O(1) - bounded deques for the Donchian extremes and the ATR plus a few comparisons, nothing rescanning history - so 4H bars over six years are far inside the wall-clock budget. leverage stays 1.0 and is read in position_size so the notional cap is exact rather than inert.

Long-short, single-instrument continuation strategy on AVAXUSDT.BINANCE USD-M 4H bars that trades the THROWBACK, not the breakout. A close beyond the prior lookback-bar range extreme arms a setup, recording the broken level and the range height as a measured move. The setup only becomes a trade if, within max_wait_bars, price pulls back to within retest_atr_tol x ATR of that level and then closes back through it on the breakout side while still near it - former resistance holding as support, or the mirror for shorts. Entry is therefore at the level, so the protective stop sits just beyond it at stop_atr_mult x ATR (measured on real AVAX history that is about 4.4% of price), the target is the full measured move, and a time stop closes anything still open after max_hold_bars. A decisive close back through the level before the reclaim marks a failed break and disarms the setup. Both stop and target are tested intrabar against the bar's low/high. Sizing risks a fixed risk_pct of equity across the ACTUAL distance to the stop, capped at 35% of equity notional. Pure OHLCV on multi-year history, one instrument, three tunable parameters.