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LTC 4H MACD Bullish Momentum Continuation Long

Hipótesis

A long-only single-instrument MOMENTUM-CONTINUATION strategy on LTCUSDT perpetual futures (Binance USD-M) using the classic MACD (12, 26, 9) indicator on 4-hour bars. CRITICAL DESIGN CHOICES informed directly by the latest 4 failure waves: (a) ZERO supplementary data dependency — the system-wide supplementary feeds (funding, liquidations, open_interest, taker_ratio, premium_index) have ALL failed in the last 4 hypothesis cycles due to empty/unavailable feeds; this strategy uses ONLY OHLCV. (b) NOT mean reversion — VWAP-deviation mean reversion on alt perps (XRP) was explicitly falsified with negative Sharpe over 623 trades; this is a momentum-CONTINUATION design. (c) NOT a contrarian short — BTC funding-rate contrarian short was definitively falsified ('extreme funding is a continuation signal, not mean-reversion' in modern crypto microstructure); this strategy trades WITH momentum, long-only. (d) 4H + Binance USD-M — the proven verification combination (every Hyperliquid/daily-pattern strategy hit auditor failures). (e) NEW symbol — LTC is one of the longest-history liquid crypto perps (10+ years of spot price history), providing rich backtest coverage and is not represented in the current portfolio. (f) Uses MACD with FIXED canonical parameters (12/26/9) — these are universal defaults, NOT curve-fit, eliminating the overfitting concern flagged in failure feedback.

Stratmill es una herramienta de investigación y paper trading, no asesoramiento financiero ni un bróker. Los resultados de backtest y paper trading son hipotéticos. Operar conlleva riesgo de pérdida.