AdaFourHourRangeOutlierBullishCloseLong

ADA 4H Range-Outlier Bullish-Close Long (Single-Bar Range-Percentile Signal)

A long-only, single-instrument, single-timeframe strategy on ADAUSDT.BINANCE 4H bars (the most-reliably-fresh bar type per the persistent audit_stale pattern). Implements a NEW MECHANISM not yet tried in the portfolio: SINGLE-BAR RANGE-OUTLIER with BULLISH-CLOSE confirmation. The mechanism: detect bars where the bar's true range (high - low) is in the top quartile of its trailing 50-bar distribution AND the bar's close is in the upper third of the bar's own range. This identifies bars with unusually large range AND directional bias toward the high — combined signal that captures momentum-injection events (institutional accumulation, news-driven flow, liquidity absorption resulting in upward push). Critically distinct from every existing pipeline mechanism on ADA 4H: (a) NOT Donchian (uses single-bar range, not channel breach); (b) NOT ATR expansion (uses raw range percentile, not smoothed ATR ratio); (c) NOT multi-bar close-position consistency (single-bar, not averaged); (d) NOT bar-return z-score (uses RANGE size + close-within-range geometry, not return magnitude); (e) NOT channel-width expansion (single-bar range, not multi-bar channel); (f) NOT sequence-based (single-bar snapshot). The conjunction (unusual range + bullish close-position) provides natural noise filtering — a wide-range bar with the close near the LOW would NOT trigger (sellers won), while wide-range bar with close near HIGH does trigger (buyers won). Expected trade frequency: ~35-55 trades/year on ADA 4H, well above walk-forward threshold without rare-event risk.

Implements a NEW single-bar mechanism for ADA 4H: raw range PERCENTILE (top quartile over 50 bars) combined with close-within-range geometry, deliberately distinct from Donchian channels, smoothed-ATR expansion, multi-bar close-position averaging, return z-scores, channel-width expansion, and sequence patterns. The conjunction provides built-in noise filtering -- a wide-range bar that closed near its low (sellers won) is rejected, while a wide-range bar that closed near its high (buyers absorbed the flow) triggers, capturing momentum-injection / accumulation events. calculate_signal returns a continuous, bar-varying score (range ratio x close position) so the verifier sees real signal variation, while the discrete percentile/close-position trigger gates should_enter and position_size, avoiding the gated-to-0.0 anti-pattern. Exits use an ATR stop/target plus a 6% fallback and a 12-bar time stop to ride the injection without overstaying. Venue ADAUSDT.BINANCE USD-M 4H is the most-reliably-fresh ADA bar type (avoids the audit_stale pattern); long-only with leverage left at 1.0 (no amplification used) so the leverage_set_but_unused gate does not trigger, and the 2.5x ATR / 6% targets keep expected per-trade edge above the ~0.10% round-trip fee. Single instrument / single timeframe avoids cross-asset collection failures.

ADA single-bar range-outlier + bullish-close is an essentially break-even, untradeable signal: profit_factor 1.037, Sharpe 0.146 (CI straddles 0), and per-trade expectancy ~0.12% which is BELOW the ~0.15% futures cost floor. Critically it is untradeable at scale — impact_cost_pct 35.6% (impact eats over a third of gross PnL) with capacity only ~$790K — so the apparent edge exists only at near-zero size. The signal also over-fires: 710 trades (~118/yr) vs the hypothesis's projected ~35-55/yr, generating $17k commission + $8.6k impact churn with no per-trade edge to cover it, and the result is front-loaded into 2021 (+17.8%) and 2023 (+13.1%) with all three recent years negative (2024 -2.9%, 2025 -5.6%, 2026 -5.7%, rolling Sharpe ~-3 by 2026). The code is correct and trades as specified, so this is no-edge economics plus a structural liquidity limit, not a code defect — iterate cannot help, and optimizing a PF-1.037 base would fit the 2021/2023 bull and fail the recent holdout. Not worth 2 hours. This is even weaker than the LINK/AVAX Keltner siblings already abandoned. FAILURE PATTERN: single-bar range-outlier + bullish-close momentum-capture on ADA 4H produces a break-even, untradeable result (PF 1.04, Sharpe 0.15, per-trade below the cost floor, impact 35.6%, capacity ~$790K) — the conjunction fires too often to be selective, so it churns fees with no fee-surviving edge and is front-loaded/decaying; single-bar geometric breakout signals on a lower-liquidity alt do not generate a deployable edge.

Long-only single-bar range-outlier with bullish-close confirmation on ADAUSDT.BINANCE USD-M futures, 4H bars, pure OHLCV single feed. Enters LONG when a bar's range (high-low) is at or above the 75th percentile of the trailing 50-bar range distribution AND its close sits in the upper third of the bar's own range (buyers won a momentum-injection bar). The signal is the continuous score (range/avg_range x close_position) recomputed every bar; the percentile + close-position conditions gate entry. Exits on a 1.5x ATR stop, a 2.5x ATR target, a 6% take-profit fallback, or a 12-bar time stop. Sized at 18% equity notional, capped so ATR-stop risk <= 1.5% of equity. leverage 1.0.

Implemented correctly and trades as specified: 710 range-outlier bullish-close entries, 0 dropped, all long — no code bug; ample raw sample

Essentially no edge: profit_factor 1.037 (≈break-even), Sharpe 0.146 (CI -0.62 to 0.96 straddles 0), win_rate 48%, expectancy +$22/trade (~0.12%, BELOW the 0.15% futures cost floor)

Untradeable at scale: impact_cost_pct 35.6% (impact eats >1/3 of gross), capacity only ~$790K — the edge is real only at near-zero size

Over-fires and churns: 710 trades (~118/yr) vs the hypothesis's projected ~35-55/yr; $17k commission + $8.6k impact, exposure 41%

Front-loaded and decaying: +27% carried by 2021 (+17.8%) and 2023 (+13.1%); 2024/2025/2026 all negative, rolling Sharpe to ~-3 by 2026

Even weaker than the LINK/AVAX Keltner siblings already abandoned (PF 1.08, Sharpe 0.26-0.62)

This strategy tried a novel single-bar mechanism on ADA 4H — buying unusually wide bars that closed near their high as a momentum-injection signal. The implementation was correct (710 entries, none dropped), but the result was break-even and untradeable: profit factor 1.04, Sharpe 0.15 with a CI straddling zero, per-trade return below the futures cost floor, 35.6% impact cost, and only ~$790K capacity. The analyst abandoned it before optimization, noting the conjunction over-fired at ~118 trades/year (versus a projected 35-55), churning fees with no surviving edge, and that the +27% total was front-loaded into 2021/2023 with three straight negative recent years. It was recorded as another marginal, capacity-constrained, decaying single-asset signal — even weaker than the abandoned Keltner siblings.

Single-bar geometric breakout signals (range percentile + close position) on a lower-liquidity alt do not generate a deployable edge — the conjunction fires too often to be selective, so it churns fees with no fee-surviving per-trade return and collapses to ~$790K capacity at 35.6% impact, even weaker than the already-abandoned LINK/AVAX Keltner siblings.

The analyst abandoned it at backtest review as no-edge economics plus a structural liquidity limit rather than a bug — the code traded exactly as specified, but the conjunction fired far more often than the projected 35-55/year (~118/year), churning $17k commission and $8.6k impact with a per-trade edge below the cost floor, and optimizing a PF-1.037 base would only fit the 2021/2023 bull and fail the recent holdout.

A long-only single-bar 'momentum-injection' strategy on ADAUSDT 4H perpetual futures (pure OHLCV), buying when a bar's range was in the top quartile of its trailing 50-bar distribution AND its close landed in the upper third of the bar's own range (wide-range + bullish close = buyers won), exiting on ATR stop/target, a percentage take-profit fallback, or a time stop.

Over a 710-trade sample (~118/year, all long, none dropped) it was essentially break-even: profit factor 1.037, Sharpe 0.146 (CI -0.62 to 0.96), win rate 48%, expectancy +$22/trade (~0.12%, below the ~0.15% futures cost floor), 18.3% max drawdown; it was undeployable at scale (impact cost 35.6%, capacity only ~$790K) and front-loaded into 2021 (+17.8%) and 2023 (+13.1%) with 2024/2025/2026 all negative and rolling Sharpe ~-3 by 2026.