GekkoTech · Autonomous futures · Order-Flow AMT
Context maps the scenario. Orderflow pulls the trigger.
Systematized adaptation of Christopher Creamer's July 2026 Robbins World Cup winning framework.
Value Area migration structure (VALUE_UP / VALUE_DOWN / SIDEWAYS) + Deribit BTC naive GEX volatility filter.
Discount zone (70.5%–88.6% Fib of active swing) outside Value Area. Invalidation at 88.6%.
Absorption at wick POC → dominance shift → seller failure accompanied by ≥400% diagonal imbalance.
Mandatory Post-Only Maker limit entry. Trailing stop behind aggression, open-ended structural exits.
Hard mathematical boundaries governing Binance USDT-M futures execution.
5 bps fee + 2 bps slippage (x2 sides) = ~14 bps. Taker scalping at 5m/1m stops is mathematically negative EV.
Limit/post-only entries lower round-trip drag to ~4–8 bps, preserving positive expected value on 5m holds.
Asia (00:00-03:00 UTC), London (07:00-09:00 UTC), and NY (13:30-15:30 UTC) with dynamic volume percentiles.
One-variable-at-a-time coordinate ascent cycles evaluated against 8,928 5m bars (~20M trades).
| Cycle | Hypothesis / Variable Tested | Trades | Win Rate | Profit Factor | Gross R | Net R (Maker) |
|---|---|---|---|---|---|---|
| C0 | Baseline (Strict location, fixed swing-high TP) | 9 | 33.3% | 1.92 | +5.52R | -10.32R |
| C1 | +0.5 ATR Stop Buffer (Noise cushion) | 9 | 44.4% | 1.50 | +2.50R | -4.56R |
| C2 | Selective Sessions (Asia + London + NY Open) | 2 | 50.0% | 2.40 | +1.40R | +0.80R |
| F1 | Break-Even stop trigger at +0.5R | 9 | 0.0% | 0.00 | +0.00R | -7.78R |
| F2 | Structural Stop at 88.6% Fib Invalidation | 9 | 33.3% | 1.92 | +5.52R | -10.32R |
Selected by order flow tradability surface: Score = log(QuoteVol) × Range × log(OI) ÷ Spread. Re-calibrated monthly.
| Rank | Symbol | Role in Portfolio | Flow Profile | Execution Rule |
|---|---|---|---|---|
| #1 | ENAUSDT | High Volatility Expansion | Wide 5m expansion wicks | Post-Only Limit / Strict Imbalance |
| #2 | TAOUSDT | Trend Pullback Beta | High directional momentum | Post-Only Limit |
| #3 | ETHUSDT | Core Liquidity Benchmark | Tight spreads (<0.1 bp) | Post-Only Limit / GEX Overlay |
| #4 | 1000PEPEUSDT | Meme Momentum Velocity | High retail participation | Post-Only Limit / Max Hold 45m |
| #5 | SOLUSDT | High Frequency Rotation | Active US session volume | Post-Only Limit |
| #6 | XRPUSDT | Deep Liquidity Swings | Heavy resting book depth | Post-Only Limit |
| #7 | BTCUSDT | Primary Anchor Asset | Macro trend reference | Post-Only Limit / Deribit GEX |
| #8 | SUIUSDT | Momentum Breakout Beta | Fast auction displacement | Post-Only Limit |
| #9 | LINKUSDT | Institutional Flow Pullback | Consistent Value Area bounds | Post-Only Limit |
| #10 | BNBUSDT | Low Spread Anchor | Exchange flow correlation | Post-Only Limit |