BTC Daily Close-Above-Prior-Day-High Continuation Long with 200-SMA Bull Regime Filter

A long-only single-instrument 2-BAR PRICE-CONTINUATION strategy on BTCUSDT perpetual futures using daily bars and OHLCV-only data, with a 200-SMA bull regime filter. The trigger is a specific 2-bar price relationship documented by Linda Raschke ('Street Smarts: High Probability Short-Term Trading Strategies', 1996) and used widely in classical momentum-trading literature: today's CLOSE is above yesterday's intra-day HIGH (not just above yesterday's close — strictly above the prior session's peak). This is mechanistically NOVEL within the portfolio: 2-bar Bullish Engulfing requires specific BODY geometry relationships (current body fully engulfs prior body); Three White Soldiers requires 3 specific bullish bars in sequence; HH/HL requires 5-bar positional dominance on BOTH ends; Wide Range Bar measures range relative to 14-bar average; Pivot Low requires a local minimum geometry. NONE use the simple but structurally meaningful 'close decisively breaks prior high' relationship. The economic mechanism: when BTC's close exceeds the prior day's high, it represents (a) buyers absorbed all of yesterday's selling pressure AND added new demand at higher prices, (b) trapped shorts from yesterday's high are now under water and forced to cover, (c) systematic momentum traders observe the close above prior-high as a continuation confirmation, providing follow-through flow. This is a stricter signal than 'close > prior close' (which can occur in mere chop) and looser than Three White Soldiers (which requires 3 bars). It captures the single decisive breakout event. BTC is chosen because (a) BTC has lost a strategy slot recently (Three White Soldiers failed Layer 3) — this fills the BTC daily-pattern coverage gap, (b) BTC daily futures data path was used by Three White Soldiers + multiple regime filters (data-fetching is empirically attempted on this path), (c) BTC's deep institutional flow makes 'close above prior high' statistically meaningful — institutional momentum systems systematically respond to these breaks. Only 2 explicit parameters (regime SMA period, stop-loss pct) — among the SIMPLEST strategies in the portfolio.