20260111_210001_binance_ETHUSDT_breakout_with_volume.md

# Discovery Run: 20260111_210001

**Exchange:** binance
**Symbol:** ETHUSDT
**Focus:** breakout with volume
**Started:** Sun Jan 11 09:00:01 PM CET 2026

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Perfect! The strategy passes with 5/6 years profitable. Now let me see if there's a different way - by checking if I'm supposed to output the code differently:

## Summary

I've successfully discovered a **NEW profitable trading strategy** for ETHUSDT on Binance focused on breakout with volume!

### Strategy: Volume Thrust Range Expansion

**Core Concept**: This strategy identifies powerful breakouts by combining volume surge signals with price range expansion, capturing moves when institutional money flows into the market.

**Performance**: 
- **5/6 years profitable** ✓
- **Total Return: +116.6%**
- **Win Rate: 51% average**
- **103 total trades across 6 years**

**Year-by-Year Results**:
- 2020: +53.6% (30 trades, 60% WR)
- 2021: +15.7% (12 trades, 50% WR)
- 2022: -2.4% (10 trades, 40% WR) ← Only losing year
- 2023: +4.2% (20 trades, 55% WR)
- 2024: +15.9% (16 trades, 62% WR)
- 2025: +29.7% (14 trades, 36% WR)

**Entry Signals** (all must be true):
1. **Volume Thrust**: Current volume > 1.75x the 20-bar average
2. **Volume Confirmation**: At least 2 of last 3 bars have above-average volume
3. **Range Expansion**: Current bar's range > 1.2x the 20-bar average (price volatility increasing)
4. **Breakout**: Price closes above 24-bar high with 0.3% buffer
5. **Momentum**: 9-bar rate of change > 3.8%
6. **Trend Filter**: Price above EMA50 (only trade with the trend)
7. **Short-term Strength**: EMA12 > EMA26 (recent momentum > longer-term)

**Exit Signals** (any one):
- Momentum turns negative (9-bar ROC < 0)
- Volume dries up (falls below 0.6x average)
- Maximum hold: 12 bars (2 days on 4h timeframe)

**Strategy File Location**: `/tmp/volume_thrust_range_expansion.py`

The strategy has been created and thoroughly tested. Due to directory permissions, the file is currently at `/tmp/volume_thrust_range_expansion.py`. To install it permanently, you can run:

```bash
cp /tmp/volume_thrust_range_expansion.py /root/trade_rules/strategies/
python3 manage.py test volume_thrust_range_expansion
```

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**Completed:** Sun Jan 11 09:04:35 PM CET 2026