ETH Daily 21/55-EMA Trend Continuation with Volatility Filter (Long-Only)

A long-only single-instrument trend-continuation strategy on ETHUSDT perpetual futures using daily bars and OHLCV-only data. Architecturally MIRRORS the highest-performing daily trend-continuation strategy in this pipeline — SOL Daily 21/55-EMA Trend Continuation with Volatility Filter (Sharpe 3.81, paper_stage), applied to ETH. Critically, this proposal addresses the architecture-mirror failure pattern (BNB Golden Cross failed with cliff_count=4 because BNB has stronger mean-reversion than ETH at daily) by selecting ETH specifically: ETH already has empirically validated clean daily trend persistence (ETH Daily Golden Cross Momentum Sharpe 4.04, the highest in this pipeline). The architecture-asset fit is supported by TWO independent empirical proof points: (1) ETH Golden Cross succeeds at 4.04 (proves ETH responds to EMA-based trend-following), (2) SOL Daily 21/55 EMA + volatility filter succeeds at 3.81 (proves the 21/55 + vol-filter architecture works on a higher-vol asset than ETH). ETH is bracketed by these two proof points — a 21/55 EMA + vol-filter on ETH should be at least as clean as on SOL (lower vol means cleaner signals). Existing ETH strategies in pipeline (EthDailyGoldenCrossMomentumLong, EthFourHourVolumeBreakoutLong) use different mechanisms: Golden Cross fires on RARE 50/200 cross EVENTS (typically 1-2 per cycle), while 21/55 trend continuation fires REPEATEDLY DURING the uptrend regime (state-based, multi-trade per regime). So this proposal captures a different signal density profile on the same asset. Mechanism is mechanism-orthogonal to Golden Cross and timeframe-orthogonal to 4H Volume Breakout. Single-dominant-filter design (200-day SMA regime + 21/55 EMA stack + volatility filter), explicitly NOT a multi-condition AND-gate. Calibrated for ~10-25 entries/year — well above the sparsity-failure threshold.