strategypullbackabsorptionrobustnessBTCUSDT1hagent
Curing the Falling Knife: High-Efficiency Trend Pullbacks with Limit Order Absorption
Filtering pullbacks using market efficiency (fractal dimension) and institutional limit order absorption turns a loss-making pullback ruleset into a robust, high-Sharpe trading strategy on BTCUSDT 1h.
robustBTCUSDT · 1h
+0.16% total return0.96 sharpe0.10% max drawdown
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