BNB Daily Multi-Week Trend Continuation Long with 200-SMA Regime Filter (30/80 EMA + 5-Day Continuation Trigger)
Giả thuyết
A long-only single-instrument trend-continuation strategy on BNBUSDT perpetual futures using daily bars and OHLCV-only data. This is NOT an architecture-mirror replication — it is a SHORTER-PERIOD trend-continuation mechanism specifically chosen to FIX the failure mode of the abandoned BNB Daily 50/200-EMA Golden Cross (cliff_count=4, parameter-fragile, abandoned earlier this session). The Golden Cross failed because BNB's 50/200 EMA crossover signal fires on event-driven moves (Launchpad, burns, BNB Chain news) that often reverse before the long-period EMA stack can respond. This proposal uses 30/80 EMA + 20-day positive return + 5-day high continuation trigger — shorter periods that are more responsive to BNB's episodic catalyst character. The architecture is the same as the proven LINK 1D Multi-Week Trend Continuation (Sharpe 2.55, promoting), and the asset selection is justified by BNB-SPECIFIC empirical evidence: (1) BNB has multiple documented multi-month rally phases (Q1-Q2 2021, Q1 2024, mid-2024) — the right substrate for multi-week trend continuation, (2) BNB's 4H Volume Breakout works at Sharpe 2.03 — proves BNB has clean momentum dynamics (just not at the 50/200 EMA timescale), (3) the catalyst burst pattern in BNB (typically 3-7 day rallies on Launchpad/burn news) matches the 5-day high continuation trigger window. Importantly addresses the recently-documented 'auto-replication failure pattern' (4 abandonments this session) by: (a) NOT mirroring an architecture that has already failed on this exact asset (the BNB-Golden-Cross failure is the empirical evidence that motivates this proposal — we're using SHORTER EMAs to fix the period-mismatch root cause), (b) requiring sensitivity_passed=true with cliff_count=0 as HARD GATE, (c) NO bait-and-switch — strictly BNBUSDT.BINANCE perp throughout. Existing BNB strategy in pipeline (BnbFourHourVolumeBreakoutLong) uses 4H bars + intraday volume confirmation — this proposal uses daily bars + multi-week trend continuation: orthogonal in BOTH timeframe AND signal mechanism. Single-dominant-filter design (200-day SMA regime + 30/80 EMA stack momentum), explicitly NOT a multi-condition AND-gate. Calibrated for ~6-15 entries/year — well above the sparsity-failure threshold.
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