Skip to content

Strategies

Hypotheses

BtcDeribitMonthlyBullPutCreditSpreadVrpIvRankTrendGated

BTC Deribit Monthly Bull Put Credit Spread, VRP + IV-Rank Gated with Trend Filter (Defined-Risk Short-Vol on DERIBIT, Sell ~25-Delta Put / Buy ~10-Delta Put, Monthly Expiry, Harvest Positive Crypto Vol-Risk-Premium Only When IV Is Rich AND BTC Is Not in Downtrend, ~10-16 Trades/Y

SpotPerpReturnLeadMomentumLS

Spot-Perp Return-Lead Directional Momentum, Long-Short (Cross-Venue Single-Asset: ETHUSDT.BINANCE Perp EXECUTED, ETHUSDT.BINANCE_SPOT as LEAD SIGNAL, 4h Bars, Go With the Perp When ORGANIC SPOT Flow Is Leading the Move / Fade When LEVERAGE-Driven Perp Flow Runs Ahead of Spot, Sin

EthCmInverseFourHourVolSqueezeBreakoutLS

ETH COIN-M Inverse-Perp Volatility-Squeeze Breakout, Long-Short (Single Instrument ETHUSD_PERP.BINANCE_CM, 4h Bars, Trade Directional Range-Expansion ONLY After a Multi-Month Volatility Contraction, ATR Trailing Exit, Low-Fee Venue, 3-Parameter)

UsLargeCapShortTermReversalWeeklyLS

US Large-Cap Cross-Sectional Short-Term Reversal, Dollar-Neutral Long/Short (USEQ, Daily Bars, 5-Day Lookback / 5-Day Hold, Weekly Rebalance, 3-Parameter) — the Commission-Free Fix for the Anomaly Crypto Fees Killed

EthBtcRelativeStrengthMomentumPair

ETH-vs-BTC Relative-Strength Momentum Pair — Dollar-Neutral Long-Short on the ETH/BTC RATIO: Ride the CONTINUATION of Relative-Strength Trends (LONG ETH / SHORT BTC When ETH Is Out-Trending BTC, Reverse When It Is Under-Trending, Flat in the Neutral Band), Held Days-to-Weeks (Mul

LtcBchCointegratedSpreadMeanReversionLS

LTC/BCH Cointegrated Spread Mean-Reversion, Market-Neutral Long-Short (LTCUSDT.BINANCE + BCHUSDT.BINANCE USD-M, Daily Bars, Multi-Week Hold, Wide-Band OU Reversion, 3-Parameter)

DeribitBtcWeeklyPostSpikeVolCrushPutWrite

Deribit BTC Weekly Post-Spike Vol-Crush Put Write — Single-Leg Conditional VRP Harvest: Sell a ~20-Delta Weekly PUT ONLY After an Implied-Vol Spike Has PEAKED and Begun to Fall (IV Rank High AND IV Declining AND Price Stabilized), Held to Expiry with a Hard Underlying Stop, Roll

LinkUsSessionOpeningRangeBreakoutLS

LINK US-Session Opening-Range Breakout — Long-Short, Single-Instrument Intraday: Fade-Proof Break of the First 90-Minute Range After the US Cash Open, Measured-Move Target, Hard OR Stop, Flat by End of Day (BINANCE LINKUSDT USD-M, 30m Bars, Session-Anchored, 3-Parameter)

AvaxBreakoutThrowbackContinuationLS

AVAX Breakout-Throwback Continuation — Long-Short, Single-Instrument: Enter on the PULLBACK Retest of a Freshly Broken Range Level (Not the Break Itself), Tight Stop Below the Reclaimed Level, Measured-Move Target (BINANCE AVAXUSDT USD-M, 4H Bars, Pure OHLCV, 3-Parameter)

BtcCmVolRegimeGatedDonchianBreakoutLS

BTC COIN-M Inverse Perp Volatility-Regime-Gated Donchian Breakout, Long-Short (Single-Instrument BTCUSD_PERP.BINANCE_CM, 4h Bars, Trade Channel Breaks ONLY in Expanding-Volatility Regime — Flat in Chop, ATR-Stopped, Pure OHLCV, 3-Parameter)