ETH Spot 30-Day Drawdown Accumulation with Recovery Exit (Daily)
Hypothèse
A long-only single-instrument accumulation strategy on ETHUSDT spot (BINANCE_SPOT) using daily bars and ONLY OHLCV data. Architecturally mirrors the proven BTC Spot 30-Day Drawdown Accumulation strategy (currently at paper_stage with Sharpe 3.33), applied to ETH spot for portfolio diversification. The strategy waits for ETH to draw down meaningfully from a recent 30-day high WHILE the long-term uptrend regime is intact (price still above the 200-day SMA), then enters long on the first daily up-close. Exits when price recovers back to its rolling 30-day high (winners ride the rebound), or when an ATR trail / regime filter fires (cuts losers fast). The architecture explicitly fixes both fatal flaws of the abandoned 'ETH Spot Capitulation Buy-the-Dip': (1) it ADDS a 200-day SMA regime filter (the abandoned version had none, so caught falling knives in 2018, 2022 bears), and (2) it INVERTS the broken exit asymmetry by using the recovery-to-peak as the take-profit (lets winners run to typical +15-25% recoveries) rather than RSI=55 (which capped wins at +3-5%). Spot venue means no funding cost, no liquidation risk, and CASH account compatibility. Daily timeframe with low signal frequency (~5-15 entries/year) keeps fees manageable even at the higher 0.20% spot RT cost.
Stratmill est un outil de recherche et de paper trading, pas un conseil financier ni un courtier. Les résultats de backtest et de paper trading sont hypothétiques. Le trading comporte un risque de perte.