20260115_120001_binance_ETHUSDT_support_resistance_b.md

# Discovery Run: 20260115_120001

**Exchange:** binance
**Symbol:** ETHUSDT
**Focus:** support resistance bounce
**Started:** Thu Jan 15 12:00:01 PM CET 2026

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I've successfully developed and saved a new **ETH Support/Resistance EMA Bounce Strategy** for ETHUSDT on Binance. Here's the summary:

## Strategy: eth_sr_ema_bounce

### Concept
A dual-mode strategy that adapts to market regime:
- **Bull markets (EMA50 > EMA200)**: Goes long on pullbacks to EMA50 that bounce
- **Bear markets (EMA50 < EMA200)**: Goes short on rallies to EMA50 that get rejected

### Entry Conditions (5 conditions per direction)
**Long (Bull):**
1. EMA50 > EMA200 (uptrend)
2. Low touched EMA50 zone (within 3%)
3. Close bounced above EMA50
4. Bullish candle (close > open)
5. Volume above 20-bar average

**Short (Bear):**
1. EMA50 < EMA200 (downtrend)
2. High touched EMA50 zone (within 3%)
3. Close rejected below EMA50
4. Bearish candle (close < open)
5. Volume above 20-bar average

### Exit Conditions
- 2 consecutive closes on wrong side of EMA50
- Stop loss: 3%
- Take profit: 10%

### Training Performance (2024-01-01 to 2025-06-30)
| Period | Return | Trades | Win Rate |
|--------|--------|--------|----------|
| 2024 | +23.7% | 56 | 29% |
| 2025 H1 | +27.4% | 35 | 29% |
| **Total** | **+51.1%** | **101** | **28%** |

### Key Metrics
- **Sharpe Ratio**: 0.95
- **Max Drawdown**: 28.3%
- **Profit Factor**: 1.28
- **Role**: momentum (allows bounded loss in bear markets)

### Parameters (All Round Values)
- EMA periods: 50, 200
- Stop Loss: 3%
- Take Profit: 10%
- Zone tolerance: 3%

The strategy is saved to `/var/lib/scriptrunner/staging/eth_sr_ema_bounce.py` and will be automatically validated on unseen data (2025-H2) when processed by the validation system.

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**Completed:** Thu Jan 15 12:06:11 PM CET 2026