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Liquidation Cascade Reversal on BTC Perps

Hipoteza

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 to narzędzie do badań i handlu na papierze (paper trading), a nie doradztwo finansowe ani broker. Wyniki backtestów i paper tradingu mają charakter hipotetyczny. Handel wiąże się z ryzykiem straty.