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EthLargeLongLiquidationClusterContrarianBounceLong1H

Hypotheses

ETH Large Long-Liquidation Cluster Contrarian Bounce Long (1H)

Hypotheses

A long-only single-instrument EVENT-DRIVEN CONTRARIAN strategy on ETHUSDT perpetual futures (Binance USD-M) triggered purely by detection of a large clustered long-liquidation event. The strategy ignores ALL chart-based signals (no SMA/EMA, no trend filter, no candlestick patterns, no breakouts) — entries are driven exclusively by the supplementary liquidations data feed, which is orthogonal to every OHLCV-based strategy and funding-based strategy already in the pipeline. Only 3 parameters total: liquidation USD threshold, lookback window minutes, exit pct/time. Designed to be MAXIMALLY SIMPLE to avoid overfitting and to fill a unique slot in the portfolio (event-driven liquidations data — currently unused by any in-pipeline strategy).

Hypotheses

data_unavailable: backtest data for ? could not be collected after 5 retries: - supplementary:liquidations: got 0, needed 1 The data layer (not the strategy) is the blocker — re-evaluate this hypothesis once collection is fixed / the symbol is backfilled.

Verification Results

CLEAN RESTART 2026-09-04 — this run's verdict history and learning records were removed and it was restarted from verification. Its previous abandonment came from the pipeline, not from the market: the Layer-2 harness mis-bound @staticmethod helpers (fixed), QA issued terminal performance verdicts on an unoptimized smoke test (removed — QA now judges correctness only), and sandbox timeouts came from backtest-slot starvation (fixed). The hypothesis and the strategy code are unchanged. Verify the code on its merits; performance is decided later by the full backtest and the optimizer.
Strategy report

Backtest and paper results are hypothetical. Trading involves risk of loss.