LINK Daily 50/200-EMA Golden Cross Momentum Long with ATR Trailing Stop
Hypotes
A long-only single-instrument trend-following strategy on LINKUSDT perpetual futures using daily bars and OHLCV-only data. This proposal applies the architecture proven on ETH Daily Golden Cross Momentum (Sharpe 4.04, paper_stage — the highest-Sharpe daily strategy in this pipeline) to LINK. Asset selection is justified by LINK-SPECIFIC empirical evidence — TWO independent proof points of clean daily trend dynamics: (1) LINK 1D Multi-Week Trend Continuation Sharpe 2.55 (promoting), (2) LINK Daily EMA Trend Continuation pending. Both use EMA-stack-based daily trend-following architectures and have demonstrated clean fit on LINK. The Golden Cross adds a third complementary mechanism: instead of state-based trend continuation (which both existing LINK strategies are), this is an EVENT-based regime-change trigger (the actual 50/200 EMA crossover event). Different signal density profile — Golden Cross fires only at major regime transitions (1-3 events per cycle), while state-based strategies fire repeatedly during the regime. This proposal explicitly addresses the recently-documented architecture-mirror failures: (a) NOT replicating the failed BNB Golden Cross — BNB failed because BNB has stronger mean-reversion than ETH at daily AND only had ONE working strategy (4H Volume Breakout) at intraday timeframe, so the daily Golden Cross was unsupported empirically. LINK has TWO independent daily-trend proof points (vs BNB's zero), substantially stronger empirical justification. (b) NO bait-and-switch — strictly LINKUSDT.BINANCE perp throughout, (c) sensitivity_passed=true with cliff_count=0 REQUIRED before optimization, (d) ATR-volatility-adjusted exits (no fixed-percentage trail). Existing LINK strategies in pipeline (LinkDailyMultiWeekTrendContinuationLong, LinkDailyEmaTrendContinuationLong) use STATE-based EMA-stack trend filters; this proposes EVENT-based crossover trigger — orthogonal signal mechanism at the same daily timeframe. Single-dominant-filter design. Calibrated for ~1-3 entries per cycle (very low frequency, very high per-trade expectancy).
Stratmill är ett research- och pappershandelsverktyg, inte finansiell rådgivning eller en mäklare. Backtest- och pappershandelsresultat är hypotetiska. Handel innebär risk för förlust.