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SOL Spot 25-Day Drawdown Accumulation with Recovery Exit (Daily)

Ipotesi

A long-only single-instrument accumulation strategy on SOLUSDT spot (BINANCE_SPOT) using daily bars and OHLCV-only data. Architecturally mirrors the highly successful BTC Spot 30-Day Drawdown Accumulation (Sharpe 3.33, paper_stage) and the same architecture applied to ETH spot already in the pipeline — but applied to SOL, which is fundamentally different in volatility character. SOL exhibits ~1.5× the realized volatility of BTC/ETH, which means: (a) drawdown signals fire MORE often (higher trade frequency, addressing the sparse-signal failure mode that doomed AVAX Calm-Regime and DOT Pullback), (b) recoveries are larger when they occur (5-30% per signal vs BTC's 5-15%), (c) the 200-day SMA regime filter is even more critical because SOL's bear regimes are deeper and longer (e.g., 2022 -95% drawdown). Rather than copying BTC's 30-day / 12% threshold, this strategy uses a 25-day / 18% threshold — calibrated to SOL's higher vol so trade frequency stays in the proven 5-10/year zone (the explicit failure-analysis target), NOT the 2-3/year sparsity zone that killed AVAX Calm-Regime. Single-dominant-filter design (200-SMA + drawdown threshold), NO multi-condition AND-gate (which has been the recurring failure mode for low-frequency strategies). Uses ONLY OHLCV — no funding rates, no liquidations, no proxies — eliminating the bait-and-switch failure mode and the 'trigger disappeared' failure mode (BTC negative funding). SOL spot has not been used in any current pipeline strategy; existing SolDailyEmaTrendContinuationLong is perp futures with a different mechanism (EMA crossover continuation, not drawdown DCA), so this adds genuine portfolio diversification across both venue (spot vs perp) and mechanism (drawdown DCA vs trend continuation).

Stratmill è uno strumento di ricerca e paper trading, non una consulenza finanziaria né un broker. I risultati di backtest e paper trading sono ipotetici. Il trading comporta un rischio di perdita.