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LINK 4H Volume-Confirmed Breakout Long with Daily Regime Filter

Hypothèse

A long-only single-instrument breakout strategy on LINKUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar regime filter. Architecturally MIRRORS the proven BNB 4H Volume-Confirmed Breakout (Sharpe 2.03, paper_stage), applied to LINK as the third sensitivity-validation test point of this construction class (BNB ✓, SOL ⏳ in pipeline, LINK proposed here). LINK already has empirical evidence of clean trend edges at the daily timeframe (LINK 1D Multi-Week Trend Continuation = Sharpe 2.55, promoting), which is a strong precondition for the 4H volume-confirmed breakout to succeed — momentum-followers tend to be fractal across timeframes, and assets with clean daily trend signatures typically also have clean 4H volume-confirmed signatures. Importantly, this proposal explicitly addresses the recently-documented 'auto-replication failure pattern' (BNB Golden Cross, ETH Spot Drawdown) by: (a) requiring sensitivity_passed=true with cliff_count=0 as a HARD GATE before optimization, (b) selecting LINK based on existing empirical evidence (proven daily edge) rather than a thesis-only argument about asset character. Existing LINK strategy in pipeline (LinkDailyMultiWeekTrendContinuationLong) uses daily bars and sustained momentum — this proposal uses 4H bars and intraday volume-confirmed breakouts: orthogonal in BOTH timeframe AND mechanism, providing genuine portfolio diversification with minimal signal correlation to existing LINK exposure. Single-dominant-filter design (200-day SMA daily regime + 20-bar 4H Donchian high + volume confirmation), explicitly NOT a multi-condition AND-gate. Calibrated for ~30-50 entries/year — well above the sparsity-failure threshold.

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