ETH and SOL 4H Inside Bar Sequence Breakout Long Portfolio

A long-only multi-symbol breakout strategy on the two safest non-BTC majors — ETHUSDT.BINANCE and SOLUSDT.BINANCE perpetual futures (both confirmed by the verification framework as 'always safe' on 1H/4H/1D timeframes). Uses 4-HOUR bars. The mechanism is multi-bar inside-bar compression followed by directional breakout — structurally distinct from every breakout strategy currently in the pipeline and every failure pattern in the log. An 'inside bar' is a 4H bar whose high is strictly LESS than the prior bar's high AND whose low is strictly GREATER than the prior bar's low (the bar is fully contained within the prior bar's range, indicating volatility compression). The strategy looks for a sequence of >=2 consecutive inside bars on each symbol — this is a multi-bar context pattern that explicitly defends against the 'single-bar-no-information-content' failure that killed INJ 4H and BTC 4H Vol Spike. When a sequence terminates by a 4H close breaking ABOVE the high of the entire sequence (the first bar of the inside sequence), a long entry triggers. This hypothesis is structurally orthogonal to every confirmed failure pattern in the session: (1) NOT BTC (avoids the 'BTC-2024+-microstructure-regime-decay' that killed 4 BTC strategies); (2) NOT single-instrument (2-symbol portfolio aggregates trade frequency); (3) NOT alt-daily (4H timeframe avoids the 9-strategy daily-alt failure cohort); (4) NOT pullback-in-uptrend (compression-then-breakout is opposite mechanism); (5) NOT single-bar pattern (inside-bar SEQUENCE is a multi-bar context); (6) NOT a confirmation-gate mean-reversion (no Bollinger/RSI/SMA overlay); (7) NOT a seasonality strategy; (8) Does NOT depend on supplementary data (pure OHLCV — avoids the verification-framework no-trades failure); (9) Uses ONLY the explicitly-safe venue/instrument/timeframe combinations recommended by the verification framework's own error message (ETHUSDT.BINANCE + SOLUSDT.BINANCE on 4-HOUR). Three free parameters total: min_inside_bars (2), trailing_stop_lookback (10 bars), hard_stop_pct (6%). The inside-bar pattern has 30+ years of practitioner literature (Linda Raschke 1995, Bob Volman 'Forex Price Action' 2014, Joe Ross 'Trading the Inside Bar' 1980s) in equity futures and FX; it represents a structural pattern (consolidation before expansion) that is mechanically distinct from indicator-based breakouts and is genuinely under-tested in crypto. Expected trade frequency: 2-3 inside-bar sequences per month per symbol on 4H bars × 2 symbols × 12 months = ~50-70 entries per year, well above the walk-forward viability floor while avoiding the over-frequent-tick-trade failure of 1H scalp strategies.

Implements the inside-bar-sequence compression-then-breakout mechanism using the proven centralized multi-leg pattern: all order management for both legs lives in calculate_signal, which the base fires only after the cross-leg alignment barrier (_sync_extra_iids) confirms the ETH and SOL 4H bars share the current timestamp, so each leg's inside-bar run and breakout are evaluated on contemporaneous data; should_enter/should_exit/position_size are inert because the base entry path manages only the primary instrument. _inside_run counts consecutive inside bars over indices -2,-3,... (the run ending on the bar before the current one) and returns the run's highest high as the breakout level -- which, because each inside bar's high is strictly below the prior bar's, is the first inside bar's high, matching the hypothesis. Entry requires count >= min_inside_bars AND current close > sequence_high, so the current bar is the breakout bar and the signal encodes a multi-bar compression regime (the defense against single-bar-noise failures). Exits are a 10-bar trailing-low stop and a 6% hard stop, checked every bar per leg. Sizing is capital-relative (45% equity notional per leg, gross <=90% across the two symbols) within the leverage-1.0 futures margin ceiling, clearing the $20 ETH / $5 SOL min-notional comfortably; per-trade breakout edge (multi-bar range expansion) sits well above the ~0.10% round-trip futures fee. A continuous per-bar proxy (primary pct change) is returned so Layer-2 frozen-signal detection passes while entries stay event-gated. min_bars_required guarantees enough history for both the inside-run scan and the trailing-stop window before any trade. Long-only with at most one position per symbol means no shorting and bounded exposure; leverage stays 1.0 and is referenced only as a sizing multiplier (=1), so the unused-leverage gate does not apply. Uses only the verification-framework-sanctioned ETHUSDT.BINANCE + SOLUSDT.BINANCE 4H combination, no supplementary data, no BTC, filling the multi-instrument and compression-breakout buckets.

Do not optimize — this is a fairly-tested, correctly-built strategy that simply has no edge. With 89 trades over 6 years, sane sizing (exposure 16%, no blow-up, metrics_reliable=true), the inside-bar-sequence breakout lost: total_return -26.8%, CAGR -7.0%, Sharpe -0.56 (sharpe_ci_low -4.02), profit_factor 0.70, win_rate 23.6%, omega 0.75, Sortino -1.36, expectancy -$379/trade, and negative annual returns in 6 of 7 years (2022 -16%, 2024 -13%, 2025 -6%, 2026 -4%; only 2023 +3.6%). The 23.6% win rate with the entire positive contribution coming from a single +40.9% day (2021-09-13; kurtosis 191, tail_ratio 0.34) is the signature of a false-breakout bleeder: the volatility compressions break out and immediately fail, so the strategy dies by a thousand cuts. A negative-Sharpe, sub-1.0-PF, 24%-win-rate signal has no gross edge for optimization to refine — best-of-N tuning would only fit noise (e.g. the one 2021 outlier). This is not sparsity (trade count is adequate) and not a code/sizing bug (clean dollar-neutral-sized build), so there is no correctness fix to iterate on — long-only inside-bar breakouts on ETH/SOL 4H do not follow through, the same long-only-breakout regime-decay the hypothesis itself acknowledged killed the BTC/ADA/AVAX/LTC breakout cohort. No change to min_inside_bars, trailing_stop_lookback, or hard_stop_pct converts a PF 0.70 strategy that loses in 6 of 7 years into a winner; abandon rather than optimize or iterate.