DOT USD-M Daily Time-Series Momentum, Long-Short with Long-Term Regime Filter (Single-Instrument BINANCE Perp, Pure OHLCV, Validated-Family Trend Edge Extended to a Decorrelated, Deep-History L1 Major, Wide ATR Stop, Low-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, DAILY time-series momentum strategy on DOTUSDT.BINANCE (USD-M perpetual) that extends the factory's ONE empirically-validated, promoted edge — daily trend-following on majors — to a deep-history L1 major the long-short trend book does not yet cover and that adds a decorrelated return stream (DOT's Polkadot/parachain ecosystem drivers differ from the BTC/ETH/SOL/BNB/LINK/AVAX sleeves). It deliberately uses the SAME proven construction as the promoted BTC/ETH/SOL TS-momentum siblings (price-vs-moving-average trend sign) rather than a novel signal, because the repeated lesson of this session is that ONLY the validated daily-trend family survives — every orthogonal variant has either lacked edge (intraday VWAP/taker fades wiped out, multi-day reversal negative) or hit an engine wall (multi-instrument aggregation, options settlement, HL short-history overfit). This is therefore a deliberately conservative, high-survival-probability extension, engineered around every confirmed landmine: SINGLE-INSTRUMENT / SINGLE-VENUE / SINGLE-ACCOUNT (no multi-instrument equity/return aggregation artifact); PURE OHLCV (no funding / OI / liquidations supplementary-data dependency, avoiding the OI cache-gap and funding-accrual issues seen elsewhere); DEEP MULTI-YEAR Binance history (walk-forward + holdout span multiple real regimes, unlike the HL 155-day data wall); DAILY bars (the validated cadence — NOT the intraday-bar breakout/fade variants that are chop-dominated and negative on majors). It is built to PASS where LTC trend FAILED: LTC failed because it is a range-bound laggard that chopped a naked trend-cross (16.8% win rate). DOT, by contrast, has exhibited SUSTAINED DIRECTIONAL REGIMES on BOTH sides (the 2021 parachain-narrative advance and the multi-year 2022-2024 decline) — sustained trends, not chop — which a LONG-SHORT trend book monetizes in both directions, and a LONG-TERM REGIME FILTER keeps it flat during directionless transitions. Low parameter count (~3-4 knobs) to resist overfitting.

Directly extends the factory's one empirically-validated edge -- daily trend-following on majors -- to DOT, a deep-history L1 major the long-short trend book does not yet cover, adding a decorrelated return stream. It deliberately clones the proven AVAX/BTC/ETH/SOL daily-trend construction (price-vs-MA trend sign + 200d rising/falling regime gate + wide ATR stop) rather than a novel signal, because the repeated session lesson is that only the validated daily-trend family survives. It is engineered around every confirmed landmine: SINGLE-INSTRUMENT/SINGLE-VENUE/SINGLE-ACCOUNT (no multi-instrument aggregation artifact), PURE OHLCV (no funding/OI/liquidation cache gaps), DEEP multi-year Binance history (walk-forward + holdout span multiple regimes), and DAILY bars (the validated cadence, not chop-dominated intraday variants). It is built to pass where LTC trend failed: LTC chopped a naked trend-cross because it is a range-bound laggard (16.8% win rate); the sloping-200d-MA regime filter forces this book flat during directionless transitions and only trades sustained DOT regimes on both sides (the 2021 parachain advance and the 2022-2024 decline), which a long-short trend book monetizes in both directions. Low parameter count resists overfitting.

The validated daily-trend family does not extend to DOT — the backtest is a structural loser, not a tuning candidate. Negative expectancy (-$836/trade), profit_factor 0.55, omega 0.76, Sharpe -0.37, and total_return -28.8% over 60 trades spanning 2020-2026 (multiple real regimes). The decisive tell is the long leg: long_win_rate 5.9% (1 win in 17) — this is precisely the LTC whipsaw failure mode (16.8% win rate) the hypothesis claimed DOT plus the 200-day rising/falling regime + slope filter would avoid, and the gate demonstrably did not prevent it; longs are entered in 'confirmed uptrends' and chopped/stopped on DOT's brief, reversing rallies. Shorts fared modestly better (32.6%) on DOT's multi-year decline but not enough to offset. I verified the entry polarity (signal = price-vs-MA50, BUY only above a rising MA200) — there is no code/polarity bug, so the losses reflect a genuine absence of trend edge: DOT trades like the range-bound laggard LTC, not a clean-trending major. Optimization tunes parameters around an edge; with PF 0.55, negative expectancy, and a 1-in-17 long win rate persisting across every regime, there is no robust region to tune toward, and 60 trades would only let the optimizer curve-fit to the few winning shorts. FAILURE PATTERN: porting the promoted BTC/ETH/SOL daily TS-momentum long-short to a non-clean-trending L1 major (DOT) reproduces the LTC whipsaw — a catastrophic long-leg win rate (5.9%), negative expectancy, and net-negative returns across multiple regimes despite a regime/slope chop filter; the daily-trend edge is asset-specific to clean trenders and does not generalize to range-bound laggards, regardless of parameter tuning.