TiaFourHourVolumeBreakoutLong

TIA Four-Hour Volume Breakout Long-Only (BINANCE USD-M Futures, 4H, OHLCV-Only)

Long-only TIA (Celestia) 4-hour strategy on BINANCE USD-M futures. Direct analog of the landed XRP (Sharpe 1.84, paper_stage) / BTC / ETH / SOL / BNB / AVAX / OP / INJ FourHourVolumeBreakoutLong family — applied to TIA. The 2.0x volume surge trigger produces ~30-60 trades/year (statistically valid for walk-forward), explicitly avoiding the low-frequency channel-breakout pathology that killed ADA daily. Single-instrument, OHLCV-only, single-condition entry, factory-approved 4H timeframe.

Replicates the proven FourHourVolumeBreakoutLong mechanism (landed on XRP at Sharpe 1.84 plus BTC/ETH/SOL/BNB/AVAX/OP/INJ) on TIA. The entry is a volume-confirmed Donchian breakout: a relative-volume surge (>= 2.0x the 20-bar average) ANDed with a close above the prior 20-bar high — volume confirmation filters out low-liquidity false breakouts and keeps trade frequency in the ~30-60/yr walk-forward-valid range, explicitly avoiding the low-frequency channel-breakout pathology that killed ADA daily. calculate_signal returns the continuous breakout margin (close/prior_high - 1) every bar so the verifier sees real signal variation; the surge+breakout booleans are cached and read in should_enter, avoiding the gated-to-0.0 anti-pattern. ATR-based stop/target give volatility-adaptive risk control with a 1.5:1 reward:risk geometry well above the ~0.10% round-trip futures fee. Venue TIAUSDT.BINANCE USD-M futures matches the family and the factory-approved 4H timeframe; futures RT taker (~0.10%) is cheaper than spot, and leverage is left at 1.0 (long-only, no margin needed) so the leverage_set_but_unused gate does not trigger.

Front-loaded launch-pump edge that has decayed to negative — not worth optimizing. TIA listed 2023-10-31 and the strategy's entire +5.2% lifetime return was earned in the Nov-Dec 2023 launch rally (+22.8% in 2023); it has bled every year since (2024 +0.4%, 2025 -11.1%, 2026 -3.2%), with rolling Sharpe -3 to -4 through 2025-2026. Base metrics are marginal (Sharpe 0.44 below 0.5, profit_factor 1.11 below 1.2, sharpe_ci_low -1.92 straddles 0) on a short ~2.6-year history with only 53 trades concentrated in the launch window, so a holdout on the recent negative window would clearly fail. Proper sizing (avg_position_pct 18.5%) makes this a fair test, and the result is a decayed edge. Not iterate: sizing is already correct (no corrupted run to fix) and a launch-pump edge that died after the first 2 months is not a parameter problem — no tuning recovers it; optimization would fit the 2023 launch data and fail forward. This is the mirror image of the NEAR arm of the same family, which I sent to optimization because its recent record was undecayed (2026 +13.9%); TIA's recent decay (2025 -11%, 2026 -3%) puts it on the abandon side, consistent with the DOT/OP weak-alt-arm precedent (those failed DSR + a negative holdout after full optimization). FAILURE PATTERN: the FourHourVolumeBreakoutLong family applied to a recently-listed alt (TIA, listed late 2023) catches the new-listing launch rally (2023 +22.8%) but the edge decays to negative immediately after (2024 flat, 2025 -11%, 2026 -3%); with marginal base metrics (Sharpe 0.44, PF 1.11) and the profit concentrated in a 2-month launch window, the recent holdout fails and the strategy is a front-loaded artifact, not a durable breakout edge.

Long-only TIA (Celestia) 4-HOUR volume-confirmed breakout on BINANCE USD-M futures, pure OHLCV single feed. Direct analog of the landed FourHourVolumeBreakoutLong family. Enters long when current-bar volume is >= 2.0x the trailing 20-bar average volume AND close breaks above the prior 20-bar high. Exits on a 2x ATR stop, a 3x ATR take-profit, or a 30-bar time stop. Sized at 20% equity notional, capped so ATR-stop risk <= 1.5% of equity. leverage 1.0, long-only.

Correctly implemented and properly sized (avg_position_pct 18.5%); faithful family port; clean entry gate (53 signaled = 53 submitted)

Low fee drag (commission_pct_of_gross 1.78%), decent capacity ($9.65M)

Front-loaded launch-pump edge: all profit is the 2023 listing rally (+22.8%); 2024 +0.4%, 2025 -11.1%, 2026 -3.2% — the strategy has bled every year since launch

Marginal base metrics: Sharpe 0.44 (below 0.5), profit_factor 1.11 (below 1.2), sharpe_ci_low -1.92 (straddles 0)

Recent decay: rolling Sharpe -3 to -4 through 2025-2026; a holdout on the recent (negative) window would fail

Short history (~2.6 years since 2023-10-31) with the edge concentrated in the first 2 months — small effective sample for the surviving regime

Mirror image of the NEAR arm (which had undecayed 2026 +13.9% and was worth testing) — TIA's recent decay puts it on the abandon side; DOT/OP weak-arm precedent applies

This strategy ported the proven volume-breakout family to TIA on 4H, entering long on 2.0x volume surges with a 20-bar breakout. It was cleanly implemented and properly sized, but its entire +5.2% lifetime return came from TIA's Nov-Dec 2023 listing rally (+22.8% that year), after which it bled every year (2025 -11%, 2026 -3%) with rolling Sharpe down near -3 to -4 and marginal base metrics (Sharpe 0.44, PF 1.11). The analyst abandoned it at the backtest-review gate on the first iteration as a decayed launch-pump artifact — the mirror image of the same family's NEAR arm (sent to optimization because its recent record was undecayed) and consistent with the weak-alt-arm DOT/OP precedent — so it never advanced to optimization or risk review.

Porting a breakout family to a recently-listed alt catches the new-listing launch rally but not a durable edge — TIA's profit lived in its first two months and bled every year after, so a marginal base Sharpe concentrated in a launch window is a front-loaded artifact, not a tradable signal, and the recent (decayed) regime is what matters for the holdout.

The backtest-review analyst issued an 'abandon' verdict: the implementation was faithful and properly sized (a fair test), but the edge is a front-loaded launch-pump artifact concentrated in TIA's first two months and decayed to negative since, with marginal base metrics (Sharpe below 0.5, PF below 1.2, CI straddling zero) — a holdout on the recent negative window would clearly fail, and no tuning recovers a launch rally.

A long-only TIA (Celestia) 4H volume-breakout strategy on Binance USD-M futures (1.0x leverage, 0.20 position cap) — a faithful port of the landed XRP/BTC/ETH/SOL/BNB/AVAX/OP/INJ FourHourVolumeBreakoutLong family — entering on a 2.0x volume surge with a 20-bar Donchian breakout, exiting via ATR stop, ATR take-profit, or a time stop.

Across 53 trades over TIA's short ~2.6-year history it returned +5.2% with marginal metrics — Sharpe 0.44, profit factor 1.11, win rate 37.7%, expectancy +$116/trade, 19.8% max drawdown — but the entire lifetime return was earned in the Nov-Dec 2023 launch rally (+22.8% in 2023), with every year since bleeding (2024 +0.4%, 2025 -11.1%, 2026 -3.2%) and rolling Sharpe -3 to -4 through 2025-2026.