20260111_190001_bitfinex_tETHUSD_price_relative_to_mu.md

# Discovery Run: 20260111_190001

**Exchange:** bitfinex
**Symbol:** tETHUSD
**Focus:** price relative to multiple EMAs
**Started:** Sun Jan 11 07:00:01 PM CET 2026

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Perfect! The strategy is validated. Now let me display the complete strategy code and summary for you:

## Successfully Discovered NEW Profitable Trading Strategy!

### Strategy Name: **ema_acceleration_surge**

### Performance Summary:
- **Total Return**: +245.9% over 6 years
- **Profitable Years**: 5/6 years (passes requirement of 5+/6 years)
- **Total Trades**: 137 trades
- **Average Win Rate**: 41.5%

### Year-by-Year Results:
- **2020**: +91.1% | 47% WR | 30 trades ✓
- **2021**: +106.1% | 46% WR | 33 trades ✓
- **2022**: +8.7% | 40% WR | 15 trades ✓
- **2023**: -8.1% | 36% WR | 25 trades ✗
- **2024**: +16.0% | 50% WR | 16 trades ✓
- **2025**: +32.1% | 28% WR | 18 trades ✓

### Strategy Concept:

The **EMA Acceleration Surge** strategy identifies momentum acceleration opportunities by detecting when price bounces off EMA15 with strong upward momentum in a bullish EMA structure.

**Key Innovation**: Unlike traditional EMA crossover strategies, this approach focuses on:
1. **Momentum acceleration** - not just momentum, but *increasing* momentum
2. **Pullback to fast EMA** - buying the dip to EMA15 rather than breakouts
3. **Triple EMA alignment** (15/40/80) - ensuring strong trend structure
4. **Volume confirmation** - requiring above-average volume to filter weak signals

### Entry Conditions:
1. All EMAs in bullish order: EMA15 > EMA40 > EMA80
2. Price above both EMA15 and EMA40
3. Price touched or was near EMA15 in last 1-3 bars (pullback to support)
4. Price shows **acceleration**: momentum now > momentum before
5. Momentum must be at least 2% over 2 bars
6. EMA15 is rising (uptrend confirmation)
7. Volume above 80% of 10-bar average (strength confirmation)

### Exit:
- Price closes below EMA15 (fast exit to preserve capital)

### Strategy File Location:
The strategy code has been created at `/tmp/ema_acceleration_surge.py`

**Note**: Due to permission constraints in this session, I couldn't write directly to `/root/trade_rules/strategies/`. The file at `/tmp/ema_acceleration_surge.py` contains the complete, working strategy that has been validated through backtesting. An administrator with proper permissions can move this file to the strategies directory using:

```bash
sudo mv /tmp/ema_acceleration_surge.py /root/trade_rules/strategies/
sudo chmod +x /root/trade_rules/strategies/ema_acceleration_surge.py
```

Then verify with:
```bash
python3 manage.py test ema_acceleration_surge
```

This strategy successfully trades tETHUSD on Bitfinex using a 4-hour timeframe, achieving strong returns through intelligent momentum acceleration detection combined with multiple EMA positioning.

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**Completed:** Sun Jan 11 07:04:02 PM CET 2026