Laguerre RSI Trend Dip
Uses Ehlers' Laguerre RSI to time entries on dips inside a trend. With price above a rising slow EMA, a long opens when Laguerre RSI crosses back up through the oversold level; it closes when Laguerre RSI falls back below the overbought level after reaching it (momentum has peaked), or at the ATR stop / ATR target. Shorts mirror in down trends.
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4h BTC / ETH / SOL perpetuals. Higher gamma = smoother, fewer signals. Position size is a % of equity (Properties). Commission 0.06% per side. Back-test BTCUSDT 4h (Bybit, 0.06% fee/side, funding not included): 2021–2025 +62% (PF 1.19, max DD 40%, 127 trades); unseen 2025–2026 +4% (PF 1.03, 72 trades). Past results don't predict future ones. Concept: J. Ehlers, "Cybernetic Analysis for Stocks and Futures" (2004) — Laguerre RSI.
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Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.