Liquidation Cascade Reversal on BTC Perps
Hipotesis
Mean-reversion strategy that fades sharp price moves accompanied by abnormally high forced-liquidation volume on Binance USD-M futures. When stop-outs cascade, leveraged traders are forcibly removed from the market, creating a temporary supply/demand imbalance that typically retraces 30-70% within hours. Trade direction is opposite the cascade (e.g., long after a long-liquidation flush). Capital-relative sizing scales with cascade magnitude, with a hard volatility-based stop to protect against trend-continuation cascades.
Stratmill ialah alat penyelidikan dan dagangan kertas, bukan nasihat kewangan atau broker. Keputusan ujian belakang dan dagangan kertas adalah bersifat hipotesis. Perdagangan melibatkan risiko kerugian.