High-Beta Alt Swing
candidateMulti-hour trend-continuation swing on the high-movement alts (AVAX/ADA/SOL/ETH). Enters pullbacks toward VWAP inside an EMA uptrend with flow confirmation, targeting a 2–3% move that clears Alpaca cost ~3× — the direct answer to the Round-1 finding that sub-1% scalps cannot pay their own fees.
Pros
- + Attacks the term Round 1 proved broken: a 2–3% target dwarfs the ~0.8% fixed cost, unlike a 0.06–0.37% scalp.
- + Concentrates on the alts that actually move (3–6× BTC), and skips low-vol names via the vol floor.
- + Continuation on pullbacks, not breakout chasing — the Round-1 breakout gate never once fired (0/606).
Cons
- − New overnight/gap exposure: a multi-hour hold rides regime changes a scalp never saw.
- − Fewer, larger trades ⇒ slower statistical convergence; needs a longer soak to judge.
- − Trend-continuation buys strength, which mean-reverts in choppy regimes — the vol floor only partly mitigates this.
Rejection gate
Reject if, after ≥40 closed trades, net-of-cost expectancy is ≤ 0, OR if the trend/vol filter fails to beat a random-time-matched control on the same alts.
Entry gate funnel (last 24h)
No gate telemetry yet — the engine flushes funnel windows every few minutes while running.
Adjustable parameters
Longer = higher-timeframe trend; price above it is the uptrend gate. · candidate range 30–120
Concentrates on the movers; naturally excludes low-vol names like BTC. · candidate range 0.1–0.5%
Require buyers to be active on the continuation. · candidate range 0–1.0
Enter pullbacks toward VWAP, not overextended blow-offs. · candidate range 0.3–1.0%
Wider than a scalp — a multi-hour hold needs room. · candidate range 0.8–1.5%
Must clear the cost hurdle ~3×; the whole point of a longer horizon. · candidate range 2–3.5%
Skip abnormally wide/stale markets. · candidate range symbol-relative
Swing horizon — far longer than the scalp book default. · candidate range 1–6h
Avoid stacking correlated re-entries. · candidate range 15–60 min
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