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SOL Spot 25-Day Drawdown Accumulation with Recovery Exit (Daily)

Hipoteza

A long-only single-instrument accumulation strategy on SOLUSDT spot (BINANCE_SPOT) using daily bars and OHLCV-only data. Architecturally mirrors the highly successful BTC Spot 30-Day Drawdown Accumulation (Sharpe 3.33, paper_stage) and the same architecture applied to ETH spot already in the pipeline — but applied to SOL, which is fundamentally different in volatility character. SOL exhibits ~1.5× the realized volatility of BTC/ETH, which means: (a) drawdown signals fire MORE often (higher trade frequency, addressing the sparse-signal failure mode that doomed AVAX Calm-Regime and DOT Pullback), (b) recoveries are larger when they occur (5-30% per signal vs BTC's 5-15%), (c) the 200-day SMA regime filter is even more critical because SOL's bear regimes are deeper and longer (e.g., 2022 -95% drawdown). Rather than copying BTC's 30-day / 12% threshold, this strategy uses a 25-day / 18% threshold — calibrated to SOL's higher vol so trade frequency stays in the proven 5-10/year zone (the explicit failure-analysis target), NOT the 2-3/year sparsity zone that killed AVAX Calm-Regime. Single-dominant-filter design (200-SMA + drawdown threshold), NO multi-condition AND-gate (which has been the recurring failure mode for low-frequency strategies). Uses ONLY OHLCV — no funding rates, no liquidations, no proxies — eliminating the bait-and-switch failure mode and the 'trigger disappeared' failure mode (BTC negative funding). SOL spot has not been used in any current pipeline strategy; existing SolDailyEmaTrendContinuationLong is perp futures with a different mechanism (EMA crossover continuation, not drawdown DCA), so this adds genuine portfolio diversification across both venue (spot vs perp) and mechanism (drawdown DCA vs trend continuation).

Stratmill je orodje za raziskave in simulirano trgovanje, ne finančno svetovanje ali borzni posrednik. Rezultati backtestov in simuliranega trgovanja so hipotetični. Trgovanje vključuje tveganje izgube.