SOL 4H Volume-Confirmed Breakout Long with Daily Regime Filter
Giả thuyết
A long-only single-instrument breakout strategy on SOLUSDT perpetual futures using 4-hour bars and OHLCV-only data, with a daily-bar regime filter. Architecturally MIRRORS the proven BNB 4H Volume-Confirmed Breakout (Sharpe 2.03, paper_stage), applied to SOL with mechanism-and-timeframe orthogonality versus the existing SOL strategy in the pipeline (SolDailyEmaTrendContinuationLong is daily / EMA-crossover-based). Crucially, this proposal acknowledges the recently-documented failure pattern of 'auto-replicating BTC/ETH architecture to other crypto majors without sensitivity validation' (BNB Golden Cross, ETH Spot Drawdown both failed for this reason), and explicitly addresses it by: (a) requiring sensitivity_passed in the optimization phase as a hard gate before promotion (cliff_count must be 0 across all parameters), (b) selecting a SOL-appropriate construction rather than a SOL-inappropriate one — 4H volume-confirmed breakouts match SOL's empirically high-volume retail DeFi trading character (SOL is a top-3 perp by 4H volume, comparable to BNB), versus mean-reversion or shallow-pullback constructions which have failed on SOL repeatedly (Keltner breakout, funding contrarian variants). The construction is fundamentally a TRENDING strategy on a high-momentum asset, NOT a mean-reversion strategy on a smoother asset (which is the failure axis that doomed ETH Spot Drawdown). Single-dominant-filter design (200-day SMA regime + 20-bar 4H high + volume confirmation), explicitly NOT a multi-condition AND-gate. Calibrated for ~30-60 entries/year on 4H bars (matching BNB's empirical signal frequency) — well above the sparsity-failure threshold.
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