BB Squeeze LONG

2026-09-25 downgrade — Verified → Testing. The 2026-07-14 pass below was measured on today’s top 10 coins by market cap, with SL/TP chosen on data up to 2026-07-12. Under stricter criteria added that day (point-in-time coin list, out-of-sample only after the parameter choice, coin concentration, cost stress), the evidence no longer holds: without ZEC and HYPE — two of those ten coins — the full-period PF at 0.05% fee plus 0.20% slippage per fill falls from 1.23 to 0.995, and the window after the SL/TP choice (2026-07-15 → 2026-09-24) has only 64 trades. It returns to Verified only if a point-in-time top-10 re-measure passes, the post-07-12 sample reaches n ≥ 100 with a weekly-cluster CI lower bound above 1, and the PF CI lower bound stays above 1 with any single coin removed. Record: verification index.

2026-07-14 verification: the walk-forward gate mentioned below has now been PASSED on the live engine (card defaults sl3/tp20, top-10): OOS(30%) PF 1.44 (n=165, IS 1.30, overfit LOW), walk-forward PF 1.13 / 1.38 / 1.47 (n 138/162/207). Promoted testing → verified.

2026-07-12 update: the original retirement verdict below is preserved as-is — it was measured at the registry default (sl 7 / tp 6) across the full coin universe. A 2026-07 TP/SL sweep re-measured this strategy at sl 3 / tp 20 on the top 10 coins by market cap and it passed (PF 1.35, MDD 20%, +145% — figures as of that re-measurement; the preset card and home page track the latest daily re-run, so their numbers move with the data). It has been reinstated as a curated simulator preset; OOS held, and on 2026-07-14 it passed the walk-forward gate as well — the verified badge it carried until 2026-09-25 dates from that promotion. The edge thins as you add more coins — the original full-universe loss and the top-10 win are both true, at different scopes.

Historical record — 2026-02, full universe, SL 7 / TP 6. The results and interpretation below describe that experiment. For the current verdict, see the 2026-09-25 downgrade note at the top of this page.

BB Squeeze LONG was the mirror image of our successful SHORT strategy. Same setup, same indicators, opposite direction. The hypothesis: if squeeze expansion works for shorts, it should work for longs too.

It didn’t.

• Win Rate: 51.0% (barely above coin flip)
• Profit Factor: 0.98 (net negative after fees)
• Total PnL: -$26

The BB Squeeze signal is direction-neutral — it detects volatility expansion, not direction. The interpretation recorded for that experiment was:

• Shorts benefit from mean reversion — after a squeeze, overextended rallies tend to reverse
• Longs fight against the macro trend — in a bear/sideways market, long breakouts frequently fail
• Asymmetric risk — crypto drops faster than it rises (liquidation cascades)

Same indicator, opposite direction, completely different results. Market structure matters more than signal quality. In crypto 2024-2026, the short side has a structural edge that the long side simply doesn’t have.

This was the conclusion of that experiment, not the current verdict. See the 2026-09-25 downgrade note at the top of this page for the current verdict.

Retired alongside Momentum LONG on 2026-02-05. The combined analysis of 6 experts at that time unanimously concluded: SHORT only was the correct configuration for that regime.