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BTC Spot-Perp Premium Catch-Up Long (Cross-Venue Basis Signal)

مفروضہ

A long-only, cross-venue strategy that trades BTCUSDT BINANCE_SPOT (CASH long-only, ~0.20% RT fees) using the BTCUSDT.BINANCE perpetual futures price as a leading microstructure signal. The mechanism: when perp price trades at a meaningful PREMIUM to spot (basis_bps >= threshold), this indicates leveraged long positioning in the perp market that is bullishly information-carrying — spot tends to follow with a 1-3 day lag as the basis normalizes. Buying spot on perp premium captures the catch-up move without shorting (so it works on a CASH spot account) and without holding the leveraged perp (so it dodges funding-rate exposure). Critically distinct from every existing portfolio entry: (a) NOT a classical indicator (MACD/OBV/SAR/HA/hammer all empirically refuted); (b) NOT a single-instrument price-action pattern; (c) NOT a volume-z, skewness, or range-geometry mechanism (those are in pipeline); (d) IS a cross-venue microstructure signal — directly addressing the most under-quota dimension (cross_venue 2.8% vs 15% target). Both required instruments are confirmed working in current pipeline: BtcFourHourVolumeBreakoutLong validates BTCUSDT.BINANCE perp 4H bars, BtcSpotDrawdownAccumulationLong validates BTCUSDT.BINANCE_SPOT bars. OHLCV-only: no funding/OI/liquidations supplementary-data dependency. Trend-filtered to avoid the Keltner-style 'fade the downtrend' failure.

Stratmill ایک تحقیقی اور پیپر ٹریڈنگ ٹول ہے، مالیاتی مشورہ یا بروکر نہیں۔ بیک ٹیسٹ اور پیپر نتائج فرضی ہیں۔ ٹریڈنگ میں نقصان کا خطرہ شامل ہے۔