LTC USD-M Time-Series Momentum, Long-Short (Single-Instrument Perp, Daily Bars, Pure-Price Trend Sign, EMA/Trend-Cross Exit, Wide ATR Stop, Low-Parameter — Validated-Family Extension to an Uncovered Deep-History Asset)

A LONG-SHORT, SINGLE-INSTRUMENT time-series (absolute) momentum strategy on LTCUSDT.BINANCE (USD-M perpetual, DAILY bars). This is a deliberate, conservative extension of the factory's ONE repeatedly-validated edge — time-series momentum/trend, whose SOL sibling (SolTimeSeriesMomentumLongShortSingleAsset1D) reached paper_stage (~0.69) — onto a LIQUID, DEEP-HISTORY asset the validated book does not yet cover (the existing TS-momentum-LS siblings are BTC/ETH/SOL only). After a long run of clever-but-dead ideas this session (cross-venue funding fee-dominated, COIN-M funding unbacktestable, Deribit options harness-broken, HL short-window non-generalization, microstructure verification failures), the highest-EV move is to broaden the one edge that demonstrably survives the full pipeline, on data that structurally avoids the dominant failure cause. LTC has multi-year Binance USD-M history (since 2019/2020), so walk-forward windows and the held-out recent tail each span real bull/bear/chop regimes — directly addressing the recent-regime NON-GENERALIZATION that killed the 6-month HL impulse expression. It keeps the VALIDATED trend payoff geometry (let winners run via a trend/EMA-cross exit, many small losses, fewer large winners) — NOT the inverted small-TP/large-stop mean-reversion geometry that broke the COIN-M Bollinger fade. It is pure-price (no supplementary-data coverage wall like the HL OI strategies), low-parameter (3) to resist the overfitting/sensitivity cliffs that recur, and long/short — filling the under-weight direction bucket (14.7% vs the 85.3% long-only over-weight). It is NOT any blacklisted family: not funding/carry, not options, not HL, not microstructure, not a fade.

A deliberate, conservative extension of the factory ONE repeatedly-validated edge -- time-series momentum/trend, whose SOL sibling (SolTimeSeriesMomentumLongShortSingleAsset1D) reached paper_stage (~0.69) -- onto a liquid, deep-history asset the validated book does not yet cover (existing TS-momentum-LS siblings are BTC/ETH/SOL only). After a run of clever-but-dead ideas (cross-venue funding fee-dominated, COIN-M funding unbacktestable, Deribit options harness-broken, HL short-window non-generalization, microstructure verification failures), the highest-EV move is to broaden the one edge that demonstrably survives the full pipeline on data that structurally avoids the dominant failure cause. LTC has multi-year Binance USD-M history (since 2019/2020), so walk-forward windows and the held-out recent tail each span real bull/bear/chop regimes -- directly addressing the recent-regime NON-GENERALIZATION that killed the 6-month HL impulse expression. It keeps the VALIDATED trend payoff geometry (let winners run via a trend/EMA-cross exit, many small losses, fewer large winners) -- NOT the inverted small-TP/large-stop mean-reversion geometry that broke the COIN-M Bollinger fade. Pure-price (no supplementary-data coverage wall like the HL OI strategies), low-parameter (3) to resist the overfitting/sensitivity cliffs that recur, and long/short -- filling the under-weight direction bucket (14.7% vs the 85.3% long-only over-weight). Not any blacklisted family: not funding/carry, not options, not HL, not microstructure, not a fade. leverage=1.0 and sizing uses risk_frac/notional cap not leverage, so no unused-leverage gate triggers.

Not worth the 2 hours: the validated TS-momentum mechanism is correctly built but the edge is absent on LTC specifically. The metrics that don't depend on return scale are decisive and unambiguous: profit_factor 0.69 (<1 means gross losses exceed gross wins — definitionally a losing strategy), Sharpe -0.48, Sortino -0.79, win_rate 24.4%, expectancy -$101/trade, probabilistic_sharpe 0.13. The payoff geometry is correct (avg_win $936 vs avg_loss $435 = 2.15:1, let winners run) and the trades match the hypothesis (balanced 83 long / 77 short, trend-cross exit) — so this is NOT a code bug to iterate. The problem is the asset: at a 2.15:1 payoff the breakeven win rate is 31.7% but LTC delivers only 24.4%, because LTC is a chronic laggard/chopper that ranged and bled through the 2024/2025 bull while the validated siblings (BTC/ETH/SOL) actually trended — so the EMA-cross trend exit gets whipsawed (many small losses, few payoffs). This is a PERSISTENT multi-regime loss (negative in 5 of 7 years: 2020/2022/2023/2024/2025; rolling Sharpe parked at -4 to -7 for years), not a single-window miss a parameter sweep can rescue — optimizing a PF-0.69 base would only fit an overfit in-sample region that fails DSR/holdout. The premise ('LTC trends like the validated majors') is falsified by the data. REDIRECT (Research Lead, new hypothesis): the TS-momentum-LS family is proven on BTC/ETH/SOL; if extending coverage, point it at a genuinely TRENDING uncovered deep-history asset, not a chronic range-bound laggard like LTC. FAILURE PATTERN: porting the validated daily TS-momentum-LS trend mechanism onto a low-trend/chronic-chopper alt (LTC) produces correct geometry but a sub-breakeven win rate (24% vs 31.7% needed), profit_factor <1, negative Sharpe/Sortino, and losses in 5 of 7 years — trend-following requires an asset that trends; the family does not generalize to laggard alts.