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Trading Strategies Explorer

Algorithmic Strategy Architecture & Historical Backtesting

Market Microstructure

Quantitative reversal strategy leveraging Bitcoin futures OI anomalies.

Logic 01 / Empirical BasisAsset Choice

Only BTC showed significant OI causality.

Logic 02 / Interval FocusTimeframe

Selected for 1h-1d where positioning leads.

Logic 03 / Alpha SourceReversal Alpha

Captures exhaustion at extreme OI spikes.

Strategy Execution | Pipeline

STEP 01
Anomaly Detect
Current ConfigRolling Percentile
STEP 02
Signal Filter
Current ConfigTemporal Persistence
STEP 03
Order Execute
Current ConfigCounter-Trend (1x)