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ETH Spot 30-Day Drawdown Accumulation with Recovery Exit (Daily)

Hipotēze

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 ir izpētes un papīra tirdzniecības rīks, nevis finanšu konsultācija vai brokeris. Atpakaļejošās testēšanas un papīra tirdzniecības rezultāti ir hipotētiski. Tirdzniecība ir saistīta ar zaudējumu risku.