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Donchian Strong-Regime Short
Trend-breakdown short, gated by a triple-confirmed strong-bear regime. Stays out of chop entirely. Validated on BTC/USDC:USDC over 162 days (2025-11-20 → 2026-05-01).
Searchable under: trend follower, breakdown, regime-gated, donchian short, structural break.
Backtest evidence
| Window | Trades | Win rate | Profit | Max DD |
|---|---|---|---|---|
| Full period (162d) | 6 | 100% | +6.69% | 0% |
| First-half / strong bear (82d) | 6 | 100% | +6.69% | 0% |
| Second-half / chop (80d) | 0 | — | 0% | 0% |
The triple-confirmation gate produced zero trades in the rangy second half — exactly the behavior a regime gate should produce. Every fired trade in the first half captured the trailing stop for profit.
This is the opening of the README. Read the full README on GitHub.