BNB Daily 50/200-EMA Golden Cross Momentum Long with ATR Trailing Stop
Ipoteza
A long-only single-instrument trend-following strategy on BNBUSDT perpetual futures using daily bars and OHLCV-only data. Architecturally MIRRORS the highest-Sharpe pipeline strategy — ETH Daily Golden Cross Momentum (Sharpe 4.04, paper_stage) — applied to BNB for portfolio diversification across asset classes. The strategy enters long when the 50-day EMA crosses above the 200-day EMA in a confirmed long-term uptrend (price above 200-day SMA), then rides the trend with a 3× ATR Chandelier trailing stop. BNB is the natural next target for the Golden Cross construction because: (a) BNB has the strongest structural buyer base in crypto (Binance fee discounts, BNB Launchpad, BNB Chain gas, quarterly burns) which produces persistent multi-month trends very similar to ETH's institutional-flow-driven trends, (b) BNB exhibits comparable realized volatility to ETH (~55-70% annualized), so the 50/200 EMA spread calibration that works on ETH should generalize cleanly, (c) BNB has 5+ years of clean Binance perp data covering 2 full bull-bear cycles for robust walk-forward, (d) BNB's correlation to BTC has been 0.75-0.85 — high enough that the architecture is proven applicable, but low enough that BNB-specific exchange catalysts add idiosyncratic alpha. Single-dominant-filter design (200-day SMA regime + 50/200-EMA crossover trigger), explicitly NOT a multi-condition AND-gate (the recurring failure mode of AVAX Calm-Regime / DOT Pullback / SOL TOM, all abandoned for sparse-signal + outlier-dependency reasons). Calibrated for 5-12 entries/year (the empirically validated success zone of the ETH version). The existing BNB strategy in pipeline is BnbFourHourVolumeBreakoutLong (4H timeframe, volume breakout mechanism) — this proposal is daily timeframe with EMA crossover mechanism, which is mechanism-orthogonal and timeframe-orthogonal so adds genuine portfolio diversification with minimal signal correlation.
Stratmill este un instrument de cercetare și paper-trading, nu consultanță financiară sau broker. Rezultatele de backtest și paper trading sunt ipotetice. Tranzacționarea implică riscul de pierdere.