SOL Trend Momentum

Thesis

Trades actual SOL against USDC on Solana with trend-filtered momentum and volatility-adjusted entry sizing.

Strategy

• Momentum entry: Entries require positive momentum above the trend buffer and an edge proxy exceeding quoted round-trip costs plus allowances. • Stop and target: It checks its price stop and profit target every fifteen minutes, with a cooldown after a close. • Sizing: Buys one allocation-relative position, reducing entry size when volatility is high.

Exposure

• Holds: SOL and USDC — Actual SOL bought with allocated Solana USDC, and the unspent USDC. • Venue: Jupiter on Solana — Allocate Solana USDC and separate SOL for gas through Terminal. • Leverage: None — A long-only strategy with no leverage or derivatives. • Costs: Swap costs and gas — Quoted round-trip swap costs plus allowances, and SOL for gas. • Data: Circuit — Completed-day Circuit marks supply the trend average and volatility. • On unwind: USDC — Closes allocated SOL back to USDC on stop.