20260115_100001_binance_DOGEUSDT_consecutive_candle_p.md

# Discovery Run: 20260115_100001

**Exchange:** binance
**Symbol:** DOGEUSDT
**Focus:** consecutive candle patterns
**Started:** Thu Jan 15 10:00:01 AM CET 2026

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I've discovered and implemented a new profitable trading strategy for DOGEUSDT. Here's the summary:

## Strategy: DOGE Consecutive Thrust

**Pattern**: 2 consecutive strong green candles forming a breakout pattern
- Each candle body >= 2%
- Combined gain >= 4%
- Must be making new 10-bar highs

**Regime Filters** (prevents trading in bear markets):
- EMA50 > EMA100 (macro uptrend)
- EMA20 > EMA50 (micro uptrend)
- Price above EMA20

**Exit Rules**:
- Close below EMA20 (trend breakdown)
- Large red candle >3% body (reversal signal)
- 15% take profit (locks in gains)

**Train Performance**:
| Year | Return | Trades | Win Rate | Max DD |
|------|--------|--------|----------|--------|
| 2024 | +59.7% | 21 | 52% | 24.2% |
| 2025 H1 | +12.0% | 3 | 50% | 3.0% |

**Key Metrics**:
- Total return: +71.7%
- Sharpe ratio: 1.59
- Max drawdown: 24.2%
- Profit factor: 2.17
- Top 3 trades: 63% of PnL (acceptable concentration)

**Why it should generalize**:
1. Uses only relative indicators (EMAs, % gains) - no specific prices
2. All parameters are round numbers (2%, 3%, 4%, 10, 15, 20, 50, 100)
3. Strong regime filter kept losses minimal in 2025 H1 (market dropped 47%, strategy made +12%)
4. Pattern is based on universal market mechanics (momentum continuation)
5. Stays flat when macro trend is down (EMA50 < EMA100)

The strategy has been saved to `/var/lib/scriptrunner/staging/doge_consecutive_thrust.py` for validation on unseen data (2025-H2).

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**Completed:** Thu Jan 15 10:09:40 AM CET 2026