LTC 4H MACD Bullish Momentum Continuation Long
Giả thuyết
A long-only single-instrument MOMENTUM-CONTINUATION strategy on LTCUSDT perpetual futures (Binance USD-M) using the classic MACD (12, 26, 9) indicator on 4-hour bars. CRITICAL DESIGN CHOICES informed directly by the latest 4 failure waves: (a) ZERO supplementary data dependency — the system-wide supplementary feeds (funding, liquidations, open_interest, taker_ratio, premium_index) have ALL failed in the last 4 hypothesis cycles due to empty/unavailable feeds; this strategy uses ONLY OHLCV. (b) NOT mean reversion — VWAP-deviation mean reversion on alt perps (XRP) was explicitly falsified with negative Sharpe over 623 trades; this is a momentum-CONTINUATION design. (c) NOT a contrarian short — BTC funding-rate contrarian short was definitively falsified ('extreme funding is a continuation signal, not mean-reversion' in modern crypto microstructure); this strategy trades WITH momentum, long-only. (d) 4H + Binance USD-M — the proven verification combination (every Hyperliquid/daily-pattern strategy hit auditor failures). (e) NEW symbol — LTC is one of the longest-history liquid crypto perps (10+ years of spot price history), providing rich backtest coverage and is not represented in the current portfolio. (f) Uses MACD with FIXED canonical parameters (12/26/9) — these are universal defaults, NOT curve-fit, eliminating the overfitting concern flagged in failure feedback.
Stratmill là công cụ nghiên cứu và giao dịch thử nghiệm (paper trading), không phải lời khuyên tài chính hay một nhà môi giới. Kết quả kiểm thử ngược và giao dịch thử nghiệm chỉ mang tính giả định. Giao dịch tiềm ẩn rủi ro thua lỗ.