LTC Dual-Timeframe Trend with Continuous Conviction Sizing, Long-Short (Single-Instrument LTCUSDT.BINANCE USD-M, 12H Primary + 3D Trend Confirm, Position Size Scales with Trend Agreement Strength, ATR-Trailing Exit, 3-Parameter)

A LONG-SHORT, single-instrument, pure-OHLCV directional trend strategy on LTCUSDT.BINANCE (USD-M perpetual). It is the factory's ONE surviving mechanism family (dual-timeframe momentum confluence, long-short, vol-scaled, few params) deliberately moved off the saturated BTC/ETH/ADA names onto a liquid mid-cap major (Litecoin) that has NOT been run through this mechanism (LTC has only appeared as a variance-ratio directional bet and an LTC/BCH cointegration pair, both distinct and both failed for reasons orthogonal to trend). Two DELIBERATE differences from the promoted clones, chosen so this is not a cosmetic symbol-swap: (1) a SLOWER clock — 12-hour primary bars confirmed by a 3-day trend proxy, versus the 4H+1D of the survivors — which cuts trade frequency and therefore fee drag while capturing LTC's characteristic multi-day directional swings; (2) CONTINUOUS conviction sizing instead of a binary flat/on gate: position notional scales with the MAGNITUDE of trend agreement (the product of normalized 12H and 3D trend slopes), so the book takes small size in weak/ambiguous trends and full size only in strongly aligned regimes. This is additive sizing, not a suppressive regime filter (L92): every bar with sign agreement trades, size just varies, so trade count is preserved while capital concentrates where the edge is strongest. Single instrument, no supplementary data, 3 parameters (fast lookback, slow lookback, ATR-trail multiple) to resist overfitting.

Implements the hypothesis exactly: (1) SLOWER CLOCK - 12H primary + 3-DAY confirmation instead of the survivors' 4H+1D, which on the full 6.5y LTC history yields ~32 round trips/year (fee drag ~0.10% RT is small next to the multi-day swings captured); (2) CONTINUOUS CONVICTION SIZING - not a binary flat/on gate: the agreement weight w is a smooth function of the PRODUCT of the two normalised slopes, and position notional scales with |signal| between a 20% floor and full size, so trade count is preserved (additive sizing, L92) while capital concentrates in strongly aligned regimes. Venue: BINANCE USD-M futures is required because the book goes SHORT; leverage is left at 1.0 and is genuinely unused (max notional 0.6x equity), so no inert-leverage flag. Single instrument, no supplementary data, 3 tunables (fast_lookback, slow_lookback, trail_atr_mult) with clamps mirrored in _param_bounds; slow_lookback defaults to 11 3-day bars (~1 month) and fast to 10 12H bars (~5 days), the classic month/week dual-timeframe pair rather than a sweep-maximising corner. All per-bar work is O(1) (deques with running sum/sum-of-squares, incremental ATR) so the 300s smoke budget is not at risk. A dry-run of the exact logic on the catalog's LTC 12H+3D bars produced 209 trades over 6.5 years with the entry gate firing on ~62% of bars, so zero-trade and warmup-starvation failures are ruled out. Honest caveat for the analyst: in that dry-run the mechanism's per-trade edge on LTC is positive only on the month-scale slow leg (slow_lookback>=11) and is negative for shorter slow lookbacks - the ridge may not be robust out of sample.

Near-breakeven, cost-fragile signal on a decisive 200-trade / 6.5-year sample: profit_factor 1.0316 sits in the fee/impact drag band [0.85,1.10] (impact 22.9% of gross), Sharpe 0.189 with CI [-0.599, 0.935] straddling zero, Calmar 0.027, recovery_factor 0.174. The nominal 0.275% per-trade return clears the 0.15% USD-M floor but PF 1.03 shows the gross edge barely exceeds costs. Edge is regime-confined: all profit is in the calm vol tercile (+24.1%) while the normal (-0.79%) and stressed (-9.9%, Sharpe -0.42) terciles LOSE, and the book loses in the three most recent full years (2023/2024/2025) — QA's calm-only concern is borne out on full history. This is the single-name pure-OHLCV dual-timeframe momentum-confluence clone family (L82/L93); it sits far below the sole surviving instance (ADA Binance USD-M, Sharpe 1.60 / PF 2.19 / DD 10.7%), and for this family the base backtest is the ceiling — the 3-phase deflation only lowers it. Tuning 3 parameters cannot lift a PF-1.03 signal whose edge exists in only one vol regime above costs; a 2-hour walk-forward would only curve-fit the calm-regime / 2021-2022 bull. abandon_class=negative_expectancy.

LTCUSDT Binance USD-M perpetual, long-short dual-timeframe trend on a deliberately slow clock: 12-HOUR primary bars for the fast trend read and 3-DAY bars (extra leg) for the slow confirmation. Both legs are expressed as volatility-normalised trend slopes (log return over the lookback divided by the realised stdev of that timeframe's returns scaled by sqrt(lookback)), so the two clocks are directly comparable across LTC regimes. The traded signal is the mean of the two slopes multiplied by a smooth agreement weight built from their PRODUCT (w = 0.5*(1+tanh(k*z_fast*z_slow))): sign = agreed direction, magnitude = strength of agreement, recomputed every 12H bar and never gated to a constant. Entry is a small threshold on that signal (long above, short below), so essentially every sign-agreement regime is traded; what varies is SIZE. Position size is risk-first (equity*risk_pct*conviction / (trail_atr_mult*ATR), notional capped at max_notional_frac*equity*conviction) with conviction = clip(|signal|/conviction_full, 0.2, 1.0), so weak/ambiguous trends take ~20% of full size and strongly aligned 12H+3D trends take full size. Exits: ATR trailing stop from the best close since entry, or the agreement signal crossing zero against the position; after a trailing-stop exit the same direction is blocked until the signal crosses back through zero (no immediate re-buy of a stopped-out trend). Three tunables only.