SOL Weekend Volatility Spike Mean Reversion

Hypothesis

Pagsamantalaan ang mean-reverting na pag-uugali ng SOL tuwing weekend (Biyernes 22:00 UTC → Linggo 22:00 UTC) kapag walang institutional liquidity at ang retail-driven na volatility spikes ay may tendensyang mag-overshoot. Entry sa pure 1h return z-score extremes gamit ang 7d rolling standard deviation. SHORT kapag z-score > 2.0, LONG kapag z-score < -2.0. Position size 3% equity. Exit sa reversion sa 24h VWAP, 1.2% stop loss, o time stop sa Lunes 00:00 UTC. Instrument: SOLUSDT.BINANCE USD-M Futures (MARGIN). Expected avg trade return ~0.35-0.50% net after fees, 55-60% win rate, ~120-150 trades/year.